Illinois Municipal Retirement Fund

Q1 2020 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
3/31/2020
Date filed
4/30/2020
Form type
13F-HR
Num holdings
191
Total value ($000)
$201,243
Net value change ($000)
-61,392 (-23.4%)
New positions
3
Sold out positions
64
Turnover %
26.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/6/2020 Next filing: 8/3/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
VRSN 2,194 167.2%
ES 1,993 315.3%
SPGI 1,875 177.1%
COST 1,855 152.8%
HUM 1,725 168.1%
ALL 1,576 136.7%
MAXIM INTEGRATED PRODUCTS INC 1,489 186.8%
DTE 1,382 188.8%
KEYS 1,358 NEW
EXPD 1,243 186.4%
Top Reduces (Value $000, Stocks/ETFs)
PSX -2,395 -83.3%
SO -1,452 -60.0%
D -1,374 -100.0%
BF-A -1,293 -100.0%
TT -1,246 -100.0%
WELL -1,244 -52.0%
AKX -1,236 -76.9%
DIS -1,234 -64.4%
XOM -1,111 -100.0%
EVRG -1,102 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type