Illinois Municipal Retirement Fund

Q3 2023 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
9/30/2023
Date filed
11/6/2023
Form type
13F-HR
Num holdings
1,366
Total value ($000)
$5,363,687
Net value change ($000)
+391,279 (7.9%)
New positions
566
Sold out positions
22
Turnover %
10.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/3/2023 Next filing: 2/1/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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)
TJX 12,073 128.9%
BRK-B 8,280 51.7%
HD 8,244 41.7%
PGR 7,007 156.2%
MDT 6,974 66.3%
PEP 6,769 25.9%
HUM 6,461 62.3%
XOM 6,231 12.9%
HUBB 6,161 385.1%
ES 6,123 631.2%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -22,463 -12.3%
JNJ -13,454 -23.4%
MSFT -12,523 -7.9%
Horizon Therapeutics Public Ltd Co -11,520 -90.1%
KEYS -10,922 -50.7%
CPRT -7,930 -58.0%
BLK -7,874 -77.6%
MRK -7,376 -14.4%
YUM -6,942 -66.9%
AZO -6,287 -35.1%
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