Illinois Municipal Retirement Fund

Q3 2020 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
9/30/2020
Date filed
11/3/2020
Form type
13F-HR
Num holdings
862
Total value ($000)
$753,326
Net value change ($000)
+513,305 (213.9%)
New positions
637
Sold out positions
0
Turnover %
39.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/3/2020 Next filing: 2/9/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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 27,462 737.4%
MSFT 21,994 NEW
AMZN 18,670 1210.8%
META 8,931 1194.0%
GOOGL 6,150 611.9%
GOOGL 6,030 NEW
JNJ 5,611 407.8%
WMT 5,083 128.4%
HD 4,991 351.5%
UNH 4,439 NEW
Top Reduces (Value $000, Stocks/ETFs)
FE -1,064 -53.0%
NI -851 -45.1%
MAA -730 -41.8%
VRSN -694 -31.7%
PEG -672 -49.5%
PNC -600 -61.3%
REG -562 -51.9%
SO -549 -27.7%
VTR -497 -60.5%
SUI -479 -25.7%
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