Illinois Municipal Retirement Fund

Q4 2021 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
12/31/2021
Date filed
1/31/2022
Form type
13F-HR
Num holdings
812
Total value ($000)
$3,570,602
Net value change ($000)
+854,564 (31.5%)
New positions
22
Sold out positions
43
Turnover %
1.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 10/28/2021 Next filing: 4/29/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AAPL 46,094 73.5%
MSFT 26,196 43.2%
XLNX 13,762 101.0%
ABT 13,472 96.8%
MAA 11,998 359.1%
VRSN 11,579 137.4%
TMO 11,238 120.0%
CVS 10,413 232.3%
TT 9,658 164.2%
CDNS 9,469 104.9%
Top Reduces (Value $000, Stocks/ETFs)
DOW -6,513 -85.2%
TMUS -6,246 -84.2%
HUM -5,964 -69.6%
AMAT -5,900 -49.6%
SYY -5,834 -77.2%
SPLUNK INC -3,953 -87.0%
TWTR -3,953 -86.3%
DUK -3,894 -73.5%
PEG -3,811 -52.5%
AIY -3,806 -72.2%
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