Illinois Municipal Retirement Fund

Q4 2022 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
12/31/2022
Date filed
2/3/2023
Form type
13F-HR
Num holdings
809
Total value ($000)
$4,452,065
Net value change ($000)
+390,195 (9.6%)
New positions
41
Sold out positions
34
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/3/2022 Next filing: 5/5/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
XOM 16,331 34.8%
HUM 13,785 78.2%
PEP 12,864 53.4%
MRK 12,286 34.1%
CVX 12,108 34.9%
AAPL 11,143 8.8%
TEAM 11,038 NEW
DUK 9,585 61.6%
ITW 9,001 144.0%
KHC 8,382 73.6%
Top Reduces (Value $000, Stocks/ETFs)
TEAM -17,671 -100.0%
AMZN -15,490 -24.9%
TSLA -15,100 -53.6%
SO -13,894 -64.4%
COST -7,052 -21.3%
TGT -6,904 -57.8%
INVH -6,545 -86.7%
TSN -6,274 -42.8%
KO -5,477 -32.7%
KEYS -5,416 -18.7%
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