PUBLIC SECTOR PENSION INVESTMENT BOARD

Q2 2020 13F-HR Holdings

Location
Montreal, A8
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
1,403
Total value ($000)
$10,787,019
Net value change ($000)
+2,183,932 (25.4%)
New positions
147
Sold out positions
65
Turnover %
10.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2020 Next filing: 11/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
VIRT 275,390 NEW
RY 115,941 112.5%
AAPL 81,955 39.2%
AMZN 81,308 43.1%
TD 70,991 78.9%
SHOP 63,571 105.1%
LIN 49,421 162.6%
MSFT 46,625 17.5%
INTC 45,762 151.0%
OTIS 45,348 NEW
Top Reduces (Value $000, Stocks/ETFs)
RTX -74,960 -100.0%
Allergan plc -68,151 -100.0%
MRK -56,802 -75.1%
EEM -48,110 -90.1%
EFA -40,386 -79.5%
BDX -36,054 -84.1%
VZ -30,998 -48.8%
PPG -27,700 -92.0%
TXN -25,461 -69.4%
BRK-B -21,671 -39.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 539,520 (5.0% 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.
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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