Alberta Investment Management Corp

Q2 2020 13F-HR Holdings

Location
Edmonton, A0
Holdings as of
6/30/2020
Date filed
8/11/2020
Form type
13F-HR
Num holdings
1,048
Total value ($000)
$8,382,837
Net value change ($000)
+2,758,861 (49.1%)
New positions
228
Sold out positions
131
Turnover %
13.9%
Sector allocation + QoQ delta (equities-only)

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)
HYG 131,082 NEW
SHOP 117,897 201.1%
BNS 103,847 229.0%
B 87,248 217.2%
MSFT 81,463 119.5%
GOOGL 62,315 1053.7%
AMZN 58,644 195.3%
UNH 54,595 NEW
TD 52,811 58.4%
V 49,632 147.3%
Top Reduces (Value $000, Stocks/ETFs)
TU -33,824 -41.7%
SKLZ -27,408 -100.0%
KL -25,362 -39.6%
BMO -20,621 -33.0%
ANIXTER INTERNATIONAL INC -15,922 -100.0%
LEGG MASON, INC. -14,402 -87.1%
CCEP -12,818 -60.4%
RTX -10,329 -100.0%
TAUBMAN CENTERS INC -9,967 -100.0%
TECK -9,048 -51.3%
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