Illinois Municipal Retirement Fund

Q2 2020 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
6/30/2020
Date filed
8/3/2020
Form type
13F-HR
Num holdings
225
Total value ($000)
$240,021
Net value change ($000)
+38,778 (19.3%)
New positions
85
Sold out positions
51
Turnover %
49.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/30/2020 Next filing: 11/3/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AAPL 3,724 NEW
GILD 2,463 226.4%
KMB 1,871 NEW
SUI 1,863 NEW
CLX 1,845 348.8%
VZ 1,841 216.1%
AIY 1,716 NEW
BK 1,657 NEW
DLR 1,654 NEW
MRK 1,579 97.5%
Top Reduces (Value $000, Stocks/ETFs)
DTE -2,114 -100.0%
ES -2,113 -80.5%
VLO -1,881 -100.0%
LHX -1,867 -100.0%
MCD -1,668 -100.0%
SPGI -1,662 -56.6%
FNF -1,646 -100.0%
BMY -1,594 -100.0%
MTCH -1,560 -100.0%
MSI -1,372 -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