MERSOM

Municipal Employees' Retirement System of Michigan Portfolio holdings

AUM $8.31B
This Quarter Return
-18.78%
1 Year Return
+8.76%
3 Year Return
+28.77%
5 Year Return
+35.28%
10 Year Return
–
AUM
$3.16B
AUM Growth
+$3.16B
Cap. Flow
+$542M
Cap. Flow %
17.15%
Top 10 Hldgs %
62.93%
Holding
1,690
New
25
Increased
644
Reduced
33
Closed
92

Top Buys

1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$341M
2
SPY icon
SPDR S&P 500 ETF Trust
SPY
$322M
3
IEUR icon
iShares Core MSCI Europe ETF
IEUR
$174M
4
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
$166M
5
JNK icon
SPDR Bloomberg High Yield Bond ETF
JNK
$162M

Top Sells

1
SPTI icon
SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$226M
2
SPTS icon
SPDR Portfolio Short Term Treasury ETF
SPTS
$68.5M
3
SPTL icon
SPDR Portfolio Long Term Treasury ETF
SPTL
$66.1M
4
VGIT icon
Vanguard Intermediate-Term Treasury ETF
VGIT
$59.5M
5
FLRN icon
SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$45.1M

Sector Composition

1 Technology 5.73%
2 Financials 5.31%
3 Industrials 4.27%
4 Healthcare 4.21%
5 Consumer Discretionary 3.23%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BMY.RT
1551
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$38K ﹤0.01%
10,040
– –
DO
1552
DELISTED
Diamond Offshore Drilling
DO
$36K ﹤0.01%
19,810
– –
TALO icon
1553
Talos Energy
TALO
$1.69B
$35K ﹤0.01%
6,080
– –
LDL
1554
DELISTED
Lydall, Inc.
LDL
$35K ﹤0.01%
5,370
– –
RRGB icon
1555
Red Robin
RRGB
$115M
$34K ﹤0.01%
3,970
– –
KSS icon
1556
Kohl's
KSS
$1.74B
$33K ﹤0.01%
2,290
– –
RES icon
1557
RPC Inc
RES
$1.03B
$32K ﹤0.01%
15,450
– –
JCP
1558
DELISTED
J.C. Penney Company, Inc.
JCP
$32K ﹤0.01%
89,640
– –
CHRD icon
1559
Chord Energy
CHRD
$6.16B
$31K ﹤0.01%
89,590
+36,130
+68% +$12.5K
LQDT icon
1560
Liquidity Services
LQDT
$824M
$31K ﹤0.01%
8,070
– –
AMPY icon
1561
Amplify Energy
AMPY
$162M
$30K ﹤0.01%
53,860
– –
BELFB
1562
Bel Fuse Class B
BELFB
$1.74B
$30K ﹤0.01%
3,100
– –
CNR
1563
Core Natural Resources, Inc.
CNR
$3.7B
$30K ﹤0.01%
8,210
– –
EXPR
1564
DELISTED
Express, Inc.
EXPR
$30K ﹤0.01%
20,180
– –
VRTV
1565
DELISTED
VERITIV CORPORATION
VRTV
$30K ﹤0.01%
3,870
– –
DNR
1566
DELISTED
Denbury Resources, Inc.
DNR
$28K ﹤0.01%
152,640
+10,270
+7% +$1.88K
VAL
1567
DELISTED
Valaris plc Class A Ordinary Share
VAL
$27K ﹤0.01%
60,560
– –
GEOS icon
1568
Geospace Technologies
GEOS
$232M
$26K ﹤0.01%
4,080
– –
FRGI
1569
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$26K ﹤0.01%
6,430
– –
TLRD
1570
DELISTED
Tailored Brands, Inc.
TLRD
$26K ﹤0.01%
15,120
– –
TUP
1571
DELISTED
Tupperware Brands Corporation
TUP
$24K ﹤0.01%
14,640
– –
CDR
1572
DELISTED
Cedar Realty Trust, Inc
CDR
$24K ﹤0.01%
25,860
– –
QEP
1573
DELISTED
QEP RESOURCES, INC.
QEP
$24K ﹤0.01%
72,810
– –
HP icon
1574
Helmerich & Payne
HP
$2.03B
$23K ﹤0.01%
1,470
– –
JWN
1575
DELISTED
Nordstrom
JWN
$23K ﹤0.01%
1,530
– –
61 62
63
64 65