Illinois Municipal Retirement Fund

Q3 2021 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
9/30/2021
Date filed
10/28/2021
Form type
13F-HR
Num holdings
833
Total value ($000)
$2,716,038
Net value change ($000)
+255,562 (10.4%)
New positions
55
Sold out positions
66
Turnover %
2.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/4/2021 Next filing: 1/31/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
BRK-B 20,174 186.9%
ABT 10,283 282.7%
PNC 6,715 742.8%
PM 6,295 163.0%
CSCO 5,920 131.8%
CTSH 5,841 81.3%
SWKS 5,023 64.5%
SO 5,012 241.9%
GOOGL 4,574 16.7%
USB 4,455 26.3%
Top Reduces (Value $000, Stocks/ETFs)
MAXIM INTEGRATED PRODUCTS INC -12,388 -100.0%
INTU -6,055 -60.6%
TYL -4,251 -54.0%
MDT -4,062 -69.5%
ALL -3,625 -41.6%
GE -3,617 -100.0%
ITW -3,518 -33.5%
CL -3,064 -31.7%
APD -2,982 -83.4%
BAC -2,954 -36.9%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type