Illinois Municipal Retirement Fund

Q4 2020 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
12/31/2020
Date filed
2/9/2021
Form type
13F-HR
Num holdings
833
Total value ($000)
$2,141,013
Net value change ($000)
+1,387,687 (184.2%)
New positions
41
Sold out positions
70
Turnover %
2.3%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q3 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 30,539 97.9%
MSFT 22,687 103.2%
AMZN 22,548 111.6%
WMT 19,198 212.3%
JPM 17,880 383.7%
COST 17,739 369.6%
QCOM 15,907 302.4%
TGT 13,132 241.1%
GOOGL 11,271 157.5%
META 11,249 116.2%
Top Reduces (Value $000, Stocks/ETFs)
MTB -3,047 -100.0%
TIFFANY & CO -1,573 -100.0%
Mylan II B.V. -1,444 -100.0%
VARIAN MEDICAL SYSTEMS INC -894 -100.0%
CHKP -769 -100.0%
Seagen Inc. -743 -100.0%
AVT -649 -100.0%
FE -629 -66.8%
HD Supply Holdings, Inc. -604 -100.0%
EQH -482 -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