PUBLIC SECTOR PENSION INVESTMENT BOARD
Q1 2020 13F-HR Holdings
Net value change ($000)
-7,521,356
(-46.6%)
New positions
31
Sold out positions
232
Turnover %
22.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2019
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)
| EFA | 40,873 | 412.6% |
| ASHR | 39,885 | NEW |
| PLD | 29,203 | 298.9% |
| NEE | 22,045 | NEW |
| CNI | 20,607 | 22.6% |
| PM | 17,680 | 77.0% |
| IGV | 15,701 | NEW |
| CNC | 15,239 | 339.2% |
| ELAN | 14,789 | NEW |
| XLNX | 14,748 | 345.5% |
Top Reduces (Value $000, Stocks/ETFs)
| AVTR | -280,591 | -100.0% |
| Pattern Energy Group Inc. | -249,919 | -100.0% |
| TD | -233,661 | -72.2% |
| MSFT | -133,214 | -33.3% |
| JPM | -124,470 | -65.2% |
| RY | -120,356 | -53.9% |
| AAPL | -115,689 | -35.6% |
| CSCO | -86,051 | -70.0% |
| Allergan plc | -80,834 | -54.3% |
| MDT | -80,728 | -67.3% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
568,203
(6.6% of total reported value)
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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|