Illinois Municipal Retirement Fund

Q2 2022 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
6/30/2022
Date filed
8/5/2022
Form type
13F-HR
Num holdings
798
Total value ($000)
$4,271,604
Net value change ($000)
+882,059 (26.0%)
New positions
33
Sold out positions
32
Turnover %
1.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/29/2022 Next filing: 11/3/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
MSFT 28,816 34.8%
XOM 26,722 138.2%
AAPL 24,898 24.7%
CVX 21,785 170.4%
BMY 21,539 191.5%
JNJ 20,466 88.2%
UNH 17,218 99.9%
PM 17,181 138.3%
EXC 16,681 319.7%
VICI 16,615 NEW
Top Reduces (Value $000, Stocks/ETFs)
TGT -12,905 -51.2%
WFC -12,000 -55.5%
CERNER Corp -11,465 -100.0%
PSA -11,463 -52.8%
USB -10,823 -57.4%
CAT -10,196 -65.0%
RVTY -9,078 -84.9%
ED -8,364 -48.9%
CTVA -7,625 -56.6%
PNC -7,592 -78.6%
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