Illinois Municipal Retirement Fund

Q1 2022 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
3/31/2022
Date filed
4/29/2022
Form type
13F-HR
Num holdings
797
Total value ($000)
$3,389,545
Net value change ($000)
-181,057 (-5.1%)
New positions
29
Sold out positions
44
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/31/2022 Next filing: 8/5/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
XOM 11,956 162.0%
MET 7,997 888.6%
LNT 7,610 1971.5%
ADM 7,428 107.4%
DUK 7,373 525.9%
COO 7,180 1310.2%
INVH 7,138 181.6%
HPE 7,048 677.7%
OXY 6,850 594.1%
PGR 6,672 330.0%
Top Reduces (Value $000, Stocks/ETFs)
XLNX -27,386 -100.0%
WMT -10,511 -27.9%
HD -10,275 -41.0%
NTAP -9,643 -52.2%
QCOM -8,405 -35.2%
TT -8,194 -52.7%
EXC -7,983 -60.5%
AAPL -7,924 -7.3%
MASI -7,588 -66.4%
PEP -7,322 -39.5%
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