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
NE
1651
DELISTED
Noble Corporation
NE
– –
-74,080
Closed -$90K
CHK
1652
DELISTED
Chesapeake Energy Corporation
CHK
– –
-206,900
Closed -$171K
FG
1653
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-40,020
Closed -$426K
UNT
1654
DELISTED
UNIT Corporation
UNT
– –
-16,620
Closed -$12K
AGN
1655
DELISTED
Allergan plc
AGN
– –
-4,651
Closed -$889K
AKS
1656
DELISTED
AK Steel Holding Corp.
AKS
– –
-96,830
Closed -$319K
CRCM
1657
DELISTED
CARE.COM, INC.
CRCM
– –
-8,540
Closed -$128K
DPLO
1658
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-17,640
Closed -$71K
IPHS
1659
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-6,030
Closed -$193K
LPT
1660
DELISTED
Liberty Property Trust
LPT
– –
-29,270
Closed -$1.76M
UCFC
1661
DELISTED
United Community Financial Corp
UCFC
– –
-45,690
Closed -$533K
WCG
1662
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-710
Closed -$234K
MDR
1663
DELISTED
McDermott International
MDR
– –
-54,520
Closed -$37K
SRCI
1664
DELISTED
SRC Energy Inc
SRCI
– –
-74,520
Closed -$307K
JAG
1665
DELISTED
Jagged Peak Energy Inc.
JAG
– –
-18,110
Closed -$154K
MDCO
1666
DELISTED
Medicines Co
MDCO
– –
-22,580
Closed -$1.92M
AVP
1667
DELISTED
Avon Products, Inc.
AVP
– –
-135,680
Closed -$765K
FNBC
1668
DELISTED
First NBC Bank Holding Company
FNBC
$0 ﹤0.01%
3,840
– –
NLSN
1669
DELISTED
Nielsen Holdings plc
NLSN
– –
-4,920
Closed -$100K
FTR
1670
DELISTED
Frontier Communications Corp.
FTR
– –
-31,500
Closed -$28K
WLH
1671
DELISTED
WILLIAM LYON HOMES
WLH
– –
-10,100
Closed -$202K
NEP
1672
DELISTED
CHINA NORTH EAST PETROLEUM HLDGS LTD
NEP
$0 ﹤0.01%
30,200
– –
63 64 65 66
67