Illinois Municipal Retirement Fund

Q4 2023 13F-HR Holdings

Location
Oak Brook, IL
Holdings as of
12/31/2023
Date filed
2/1/2024
Form type
13F-HR
Num holdings
1,370
Total value ($000)
$5,978,988
Net value change ($000)
+615,301 (11.5%)
New positions
58
Sold out positions
54
Turnover %
2.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/6/2023 Next filing: 5/7/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
MSFT 33,870 23.1%
AAPL 19,719 12.3%
BRK-B 19,584 80.6%
AMZN 16,518 23.2%
META 13,237 20.1%
O 10,184 793.8%
BG 10,099 NEW
TGT 9,560 121.6%
JPM 9,287 35.5%
NVDA 8,775 16.0%
Top Reduces (Value $000, Stocks/ETFs)
CSCO -14,104 -39.2%
AIY -13,732 -100.0%
WMT -11,220 -26.8%
TJX -10,882 -50.8%
VMWA -8,429 -100.0%
HSY -8,244 -52.5%
PEP -7,787 -23.7%
BUNGELTD -7,666 -100.0%
ETR -7,640 -65.4%
XOM -7,182 -13.2%
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