CANADA PENSION PLAN INVESTMENT BOARD

Q1 2020 13F-HR Holdings

Location
Toronto Ontario, A6
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
1,302
Total value ($000)
$38,033,649
Net value change ($000)
-12,879,229 (-25.3%)
New positions
129
Sold out positions
267
Turnover %
14.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

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)
WTRG 881,607 NEW
MSFT 285,036 64.0%
EQH 238,652 NEW
Allergan plc 172,954 219.8%
CCI 135,902 301.9%
SHOP 123,016 277.1%
INTC 119,722 1463.4%
NEE 96,748 2718.4%
CP 88,389 3864.8%
DLR 80,771 20.7%
Top Reduces (Value $000, Stocks/ETFs)
SPY -1,123,291 -100.0%
RCL -821,121 -75.9%
GDX -494,832 -100.0%
BABA -477,748 -16.1%
CNQ -472,720 -57.1%
EQH -411,816 -100.0%
IWM -391,283 -94.5%
MDLZ -371,622 -86.9%
IHS Markit Ltd. -338,190 -20.4%
IQV -331,235 -52.4%
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