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Municipal Employees' Retirement System of Michigan

Q4 2023 · 13F-HR

Municipal Employees' Retirement System of Michiganholdings as filed

Filed 2024-02-05 · accession 0001588873-24-000001

$7.5M
Reported value
46
Positions
2023-12-31
Period end
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Holdings as filed

CUSIPTickerIssuerValue% port.SharesClassVoting
464287200IVVISHARES CORE SP 500 ETF$1.3M17.3%2,704,335CommonSOLE
46138G581QVMLINVESCO SP 500 QVM MULTIFA$890,86211.9%32,080,028CommonSOLE
46434G103IEMGISHARES CORE MSCI EMERGING$398,7945.33%7,884,428CommonSOLE
82889N657TUASIM ST TREAS FUT STRAT ETF$382,7845.12%16,534,947CommonSOLE
78468R101SPTSSPDR PORT SHRT TRM TRSRY$382,4505.11%13,165,219CommonSOLE
46138G573QVMMINVESCO SP MIDCAP 400 QVM M$277,6103.71%10,848,386CommonSOLE
46434V696IPACISHARES CORE MSCI PACIFIC ET$266,4083.56%4,476,690CommonSOLE
92206C102VGSHVANGUARD SHORTTERM TREASURY$251,0063.35%4,303,210CommonSOLE
09789C861XONEBONDBLOXX BBG 1 DUR US TREAS$224,1473.00%4,502,743CommonSOLE
46138G565QVMSINVESCO SP SMALLCAP 600 QVM$215,7532.88%8,595,731CommonSOLE
464287507IJHISHARES CORE SP MIDCAP ETF$208,6312.79%752,771CommonSOLE
78464A664SPTLSPDR PORT LNG TRM TRSRY$206,2992.76%7,108,855CommonSOLE
92206C706VGITVANGUARD INTERMEDIATETERM T$201,1382.69%3,390,733CommonSOLE
464288281EMBISHARES JP MORGAN USD EMERGI$187,4242.50%2,104,464CommonSOLE
922042874VGKVANGUARD FTSE EUROPE ETF$186,3532.49%2,890,092CommonSOLE
09789C879XEMDBONDBLOXXJPM USD EM MK 110$183,8682.46%4,504,991CommonSOLE
78468R515EMHCSPDR BLOOMBERG EM USD BOND$176,5622.36%7,262,948CommonSOLE
78464A672SPTISPDR PORT INT TREASURY TERM$170,7212.28%5,977,627CommonSOLE
46436E510ISVLISHARES INTERNATIONAL DEVELO$156,4332.09%4,592,859CommonSOLE
46641Q191BBEUJPMORGAN BETABUILDERS EUROPE$128,3301.72%2,267,719CommonSOLE
46434G848PICKISHARES MSCI GLOBAL METALS$115,6041.55%2,684,093CommonSOLE
464288588MBBISHARES MBS ETF$101,8301.36%1,082,379CommonSOLE
46434G855RINGISHARES MSCI GLOBAL GOLD MIN$99,2861.33%4,039,285CommonSOLE
46435U374EWJVISHARES MSCI JAPAN VALUE ETF$88,9021.19%3,046,678CommonSOLE
35473P827FLCAFRANKLIN FTSE CANADA ETF$87,3271.17%2,627,161CommonSOLE
09789C788XHLFBONDBLOXX BBG 6 MTH US TREAS$86,0511.15%1,714,155CommonSOLE
78468R606SPHYSPDR PORTFOLIO HIGH YIELD BO$73,9510.99%3,162,996CommonSOLE
09789C853XTWOBONDBLOXX BBG 2Y US TSY ETF$56,5720.76%1,144,713CommonSOLE
92206C847VGLTVANGUARD LONGTERM TREASURY$50,7700.68%825,127CommonSOLE
46641Q233BBAXJPMORGAN BETABUILDERS DEVELO$45,0550.60%910,009CommonSOLE
368036109GATOS SILVER INC$40,5820.54%6,205,259CommonSOLE
09789C705XBBBONDBLOXXBB RATED USD HY CB$39,9130.53%996,434CommonSOLE
09789C838XFIVBONDBLOXX BBG 5 YR US TREAS$34,5820.46%704,064CommonSOLE
464287804IJRISHARES CORE SP SMALLCAP E$28,8720.39%266,718CommonSOLE
09789C846XTREBONDBLOXX BBG 3Y US TSY ETF$19,8520.27%402,313CommonSOLE
81369Y506XLEENERGY SELECT SECTOR SPDR$19,8120.26%236,302CommonSOLE
09789C820XSVNBONDBLOXX BBG 7 YR US TREAS$19,5260.26%403,857CommonSOLE
09789C812XTENBONDBLOXX BBG 10Y US TSY ETF$19,2530.26%403,452CommonSOLE
09789C796XTWYBONDBLOXX BBG 20Y US TSY ETF$18,8680.25%420,244CommonSOLE
46429B747STIPISHARES 05 YEAR TIPS BOND E$10,6820.14%108,346CommonSOLE
09789C804XBBONDBLOXXB RATED USD HY CB$10,5360.14%266,860CommonSOLE
92189F791GDXJVANECK JUNIOR GOLD MINERS$8,8770.12%234,159CommonSOLE
78464A474SPSBSPDR PORT SHRT TRM CORP BND$7,1400.10%239,775CommonSOLE
78464A375SPIBSPDR PORT INT CORP BOND ETF$4,8320.06%147,168CommonSOLE
09789C887XCCCBONDBLOXXCCCUSD HY CORP BD$4,6980.06%121,654CommonSOLE
46435U473HYBBISHARES BB RATED CORP BOND$1,4120.02%30,699CommonSOLE

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.