OMERS ADMINISTRATION Corp Quant / Systematic

CIK: 0001053321 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $1,057,769 (100.0% shares, 0.0% debt)

Holdings (140)

AAPL APPLE INC 5.1%
Value ($000) $54,445 Shares 114,200 Est. Cost $13.16 Unrealized +8.5%
TALISMAN ENERGY INC 5.0%
Value ($000) $53,100 Shares 4,617,700 Est. Cost $11.37 Unrealized
E M C CORP MASS 3.6%
Value ($000) $38,307 Shares 1,498,700 Est. Cost $24.27 Unrealized
ORCL ORACLE CORP 3.5%
Value ($000) $37,482 Shares 1,130,000 Est. Cost $27.13 Unrealized -0.2%
RIG TRANSOCEAN LTD 3.4%
Value ($000) $35,747 Shares 803,303 Est. Cost $50.72 Unrealized -6.8%
RIVERBED TECHNOLOGY INC 3.2%
Value ($000) $33,506 Shares 2,296,500 Est. Cost $15.40 Unrealized
CHKP CHECK POINT SOFTWARE TECH LT 2.9%
Value ($000) $31,040 Shares 548,800 Est. Cost $48.11 Unrealized +16.8%
GM GENERAL MTRS CO 2.9%
Value ($000) $30,211 Shares 839,900 Est. Cost $23.62 Unrealized +13.2%
RSG REPUBLIC SVCS INC 2.6%
Value ($000) $27,075 Shares 811,600 Est. Cost $26.37 Unrealized +1.4%
VARIAN MED SYS INC 2.4%
Value ($000) $25,333 Shares 339,000 Est. Cost $67.45 Unrealized
BAC BANK OF AMERICA CORPORATION 2.3%
Value ($000) $23,820 Shares 1,726,100 Est. Cost $10.11 Unrealized +11.1%
ULTRA PETROLEUM CORP 2.2%
Value ($000) $23,369 Shares 1,136,054 Est. Cost $19.87 Unrealized
SPY SPDR S&P 500 ETF TR 2.2%
Value ($000) $23,061 Shares 137,185 Est. Cost $160.01 Unrealized
NOBLE CORPORATION BAAR 2.1%
Value ($000) $22,273 Shares 589,700 Est. Cost $37.58 Unrealized
WFC WELLS FARGO & CO NEW 1.9%
Value ($000) $20,251 Shares 490,100 Est. Cost $27.36 Unrealized +10.3%
BARD C R INC 1.9%
Value ($000) $19,653 Shares 170,600 Est. Cost $108.68 Unrealized
JOY GLOBAL INC 1.9%
Value ($000) $19,579 Shares 383,600 Est. Cost $48.53 Unrealized
MCD MCDONALDS CORP 1.8%
Value ($000) $19,242 Shares 200,000 Est. Cost $71.80 Unrealized -1.7%
KO COCA COLA CO 1.6%
Value ($000) $16,570 Shares 437,446 Est. Cost $26.78 Unrealized 0.0%
GRAN TIERRA ENERGY INC 1.5%
Value ($000) $15,714 Shares 2,209,600 Est. Cost $6.09 Unrealized
MRK MERCK & CO INC NEW 1.4%
Value ($000) $14,659 Shares 307,900 Est. Cost $30.02 Unrealized +3.2%
AGRIUM INC 1.4%
Value ($000) $14,654 Shares 174,000 Est. Cost $84.22 Unrealized
COMPUTER SCIENCES CORP 1.3%
Value ($000) $14,208 Shares 274,600 Est. Cost $43.77 Unrealized
EAT BRINKER INTL INC 1.3%
Value ($000) $13,302 Shares 328,200 Est. Cost $32.53 Unrealized +2.8%
STARZ 1.2%
Value ($000) $12,931 Shares 459,700 Est. Cost $27.23 Unrealized
GOOGLE INC 1.2%
Value ($000) $12,350 Shares 14,100 Est. Cost $880.35 Unrealized
EFA ISHARES 1.1%
Value ($000) $11,541 Shares 180,925 Est. Cost $57.38 Unrealized
MUR MURPHY OIL CORP 1.0%
Value ($000) $10,912 Shares 180,900 Est. Cost $34.50 Unrealized +9.4%
JARDEN CORP 1.0%
Value ($000) $10,629 Shares 219,600 Est. Cost $43.75 Unrealized
AFL AFLAC INC 1.0%
Value ($000) $10,606 Shares 171,100 Est. Cost $20.11 Unrealized +11.7%
NABORS INDUSTRIES LTD 1.0%
Value ($000) $10,567 Shares 658,000 Est. Cost $15.31 Unrealized
EA ELECTRONIC ARTS INC 1.0%
Value ($000) $10,532 Shares 412,200 Est. Cost $25.25 Unrealized 0.0%
INGRAM MICRO INC 0.9%
Value ($000) $9,331 Shares 404,800 Est. Cost $18.99 Unrealized
IT GARTNER INC 0.9%
Value ($000) $9,210 Shares 153,500 Est. Cost $58.89 Unrealized 0.0%
CELGENE CORP 0.8%
Value ($000) $8,928 Shares 58,000 Est. Cost $127.83 Unrealized
WY WEYERHAEUSER CO 0.8%
Value ($000) $8,890 Shares 310,500 Est. Cost $18.73 Unrealized -5.8%
VLO VALERO ENERGY CORP NEW 0.8%
Value ($000) $8,124 Shares 237,900 Est. Cost $24.01 Unrealized -6.7%
HOLLYFRONTIER CORP 0.7%
Value ($000) $7,719 Shares 183,300 Est. Cost $42.78 Unrealized
VYX NCR CORP NEW 0.7%
Value ($000) $7,142 Shares 180,300 Est. Cost $18.76 Unrealized +19.2%
ASCENA RETAIL GROUP INC 0.7%
Value ($000) $7,079 Shares 355,200 Est. Cost $19.72 Unrealized
AARONS INC 0.6%
Value ($000) $6,820 Shares 246,200 Est. Cost $28.01 Unrealized
ALCOA INC 0.6%
Value ($000) $6,710 Shares 826,400 Est. Cost $7.82 Unrealized
HUN HUNTSMAN CORP 0.6%
Value ($000) $6,568 Shares 318,700 Est. Cost $18.29 Unrealized -0.2%
EXELIS INC 0.6%
Value ($000) $6,520 Shares 415,000 Est. Cost $13.79 Unrealized
TECH DATA CORP 0.6%
Value ($000) $6,239 Shares 125,000 Est. Cost $47.27 Unrealized
AOL INC 0.6%
Value ($000) $6,134 Shares 177,400 Est. Cost $36.48 Unrealized
BALLY TECHNOLOGIES INC 0.6%
Value ($000) $5,931 Shares 82,300 Est. Cost $72.07 Unrealized
SATS ECHOSTAR CORP 0.5%
Value ($000) $5,585 Shares 127,100 Est. Cost $31.68 Unrealized +6.8%
BSX BOSTON SCIENTIFIC CORP 0.5%
Value ($000) $5,522 Shares 470,400 Est. Cost $9.41 Unrealized +14.9%
CORRECTIONS CORP AMER NEW 0.5%
Value ($000) $5,509 Shares 159,457 Est. Cost $34.41 Unrealized
COVANCE INC 0.5%
Value ($000) $5,335 Shares 61,700 Est. Cost $86.47 Unrealized
HESS CORP 0.5%
Value ($000) $5,244 Shares 67,800 Est. Cost $66.49 Unrealized
CST BRANDS INC 0.5%
Value ($000) $5,161 Shares 173,200 Est. Cost $29.80 Unrealized
DISH NETWORK CORP 0.5%
Value ($000) $5,154 Shares 114,500 Est. Cost $42.52 Unrealized
AIZ ASSURANT INC 0.5%
Value ($000) $5,080 Shares 93,900 Est. Cost $42.50 Unrealized 0.0%
SPIRIT AEROSYSTEMS HLDGS INC 0.5%
Value ($000) $5,029 Shares 207,456 Est. Cost $24.24 Unrealized
LEUCADIA NATL CORP 0.5%
Value ($000) $4,979 Shares 182,800 Est. Cost $26.22 Unrealized
HII HUNTINGTON INGALLS INDS INC 0.5%
Value ($000) $4,934 Shares 73,200 Est. Cost $46.46 Unrealized +10.5%
MPC MARATHON PETE CORP 0.5%
Value ($000) $4,863 Shares 75,600 Est. Cost $27.23 Unrealized -10.4%
CON-WAY INC 0.5%
Value ($000) $4,830 Shares 112,100 Est. Cost $38.96 Unrealized
VALSPAR CORP 0.5%
Value ($000) $4,789 Shares 75,500 Est. Cost $64.67 Unrealized
MAN MANPOWERGROUP INC 0.5%
Value ($000) $4,786 Shares 65,800 Est. Cost $55.02 Unrealized +21.6%
GILD GILEAD SCIENCES INC 0.4%
Value ($000) $4,707 Shares 74,900 Est. Cost $36.21 Unrealized +14.7%
DRI DARDEN RESTAURANTS INC 0.4%
Value ($000) $4,703 Shares 101,600 Est. Cost $31.00 Unrealized -4.0%
HILL ROM HLDGS INC 0.4%
Value ($000) $4,694 Shares 131,000 Est. Cost $35.83 Unrealized
MCO MOODYS CORP 0.4%
Value ($000) $4,677 Shares 66,500 Est. Cost $57.62 Unrealized 0.0%
LSTR LANDSTAR SYS INC 0.4%
Value ($000) $4,344 Shares 77,600 Est. Cost $55.98 Unrealized
TIME WARNER CABLE INC 0.4%
Value ($000) $4,040 Shares 36,201 Est. Cost $112.48 Unrealized
LMT LOCKHEED MARTIN CORP 0.4%
Value ($000) $3,992 Shares 31,300 Est. Cost $86.03 Unrealized 0.0%
TSN TYSON FOODS INC 0.4%
Value ($000) $3,931 Shares 139,000 Est. Cost $22.26 Unrealized 0.0%
SAFEWAY INC 0.4%
Value ($000) $3,852 Shares 120,400 Est. Cost $23.66 Unrealized
LEXMARK INTL NEW 0.4%
Value ($000) $3,778 Shares 114,500 Est. Cost $33.00 Unrealized
CDNS CADENCE DESIGN SYSTEM INC 0.3%
Value ($000) $3,587 Shares 265,700 Est. Cost $14.28 Unrealized +0.5%
FAF FIRST AMERN FINL CORP 0.3%
Value ($000) $3,554 Shares 145,963 Est. Cost $15.04 Unrealized 0.0%
ANNALY CAP MGMT INC 0.3%
Value ($000) $3,533 Shares 305,100 Est. Cost $12.57 Unrealized
MRC GLOBAL INC 0.3%
Value ($000) $3,487 Shares 130,100 Est. Cost $27.06 Unrealized
LIONS GATE ENTMNT CORP 0.3%
Value ($000) $3,477 Shares 99,200 Est. Cost $35.05 Unrealized
PETSMART INC 0.3%
Value ($000) $3,302 Shares 43,300 Est. Cost $67.00 Unrealized
KR KROGER CO 0.3%
Value ($000) $3,268 Shares 81,000 Est. Cost $13.44 Unrealized +13.3%
TWO HBRS INVT CORP 0.3%
Value ($000) $3,119 Shares 321,200 Est. Cost $9.71 Unrealized
AIG AMERICAN INTL GROUP INC 0.3%
Value ($000) $3,069 Shares 63,100 Est. Cost $36.03 Unrealized 0.0%
OSK OSHKOSH CORP 0.3%
Value ($000) $3,056 Shares 62,400 Est. Cost $31.79 Unrealized +15.9%
CVI CVR ENERGY INC 0.3%
Value ($000) $2,870 Shares 74,500 Est. Cost $15.85 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.3%
Value ($000) $2,832 Shares 146,600 Est. Cost $11.21 Unrealized +18.6%
AMP AMERIPRISE FINL INC 0.3%
Value ($000) $2,742 Shares 30,100 Est. Cost $59.57 Unrealized +14.3%
KMX CARMAX INC 0.2%
Value ($000) $2,525 Shares 52,100 Est. Cost $48.92 Unrealized 0.0%
PBF PBF ENERGY INC 0.2%
Value ($000) $2,523 Shares 112,400 Est. Cost $28.33 Unrealized -20.1%
TRW AUTOMOTIVE HLDGS CORP 0.2%
Value ($000) $2,432 Shares 34,100 Est. Cost $71.32 Unrealized
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $2,419 Shares 46,800 Est. Cost $36.24 Unrealized +6.3%
PSX PHILLIPS 66 0.2%
Value ($000) $2,365 Shares 40,900 Est. Cost $40.44 Unrealized -7.3%
RF REGIONS FINL CORP NEW 0.2%
Value ($000) $2,347 Shares 253,500 Est. Cost $5.80 Unrealized +12.8%
AGCO AGCO CORP 0.2%
Value ($000) $2,205 Shares 36,500 Est. Cost $44.50 Unrealized 0.0%
GT GOODYEAR TIRE & RUBR CO 0.2%
Value ($000) $2,178 Shares 97,000 Est. Cost $13.66 Unrealized +40.1%
RS RELIANCE STEEL & ALUMINUM CO 0.2%
Value ($000) $2,154 Shares 29,400 Est. Cost $69.79 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $2,067 Shares 32,600 Est. Cost $40.38 Unrealized 0.0%
HARRIS CORP DEL 0.2%
Value ($000) $2,046 Shares 34,500 Est. Cost $49.25 Unrealized
LUV SOUTHWEST AIRLS CO 0.2%
Value ($000) $1,989 Shares 136,600 Est. Cost $11.86 Unrealized +0.2%
CHARTER COMMUNICATIONS INC D 0.2%
Value ($000) $1,941 Shares 14,400 Est. Cost $123.83 Unrealized
MUSA MURPHY USA INC 0.2%
Value ($000) $1,827 Shares 45,224 Est. Cost $38.02 Unrealized 0.0%
ORI OLD REP INTL CORP 0.2%
Value ($000) $1,814 Shares 117,800 Est. Cost $5.60 Unrealized +10.0%
WKC WORLD FUEL SVCS CORP 0.2%
Value ($000) $1,716 Shares 46,000 Est. Cost $38.51 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.2%
Value ($000) $1,669 Shares 45,000 Est. Cost $26.63 Unrealized 0.0%
R RYDER SYS INC 0.2%
Value ($000) $1,648 Shares 27,600 Est. Cost $60.03 Unrealized 0.0%
XEROX CORP 0.2%
Value ($000) $1,648 Shares 160,200 Est. Cost $9.07 Unrealized
TESORO CORP 0.2%
Value ($000) $1,614 Shares 36,700 Est. Cost $52.33 Unrealized
SEE SEALED AIR CORP NEW 0.2%
Value ($000) $1,596 Shares 58,700 Est. Cost $18.75 Unrealized +23.3%
HCA HCA HOLDINGS INC 0.1%
Value ($000) $1,518 Shares 35,500 Est. Cost $35.96 Unrealized +1.0%
WPX ENERGY INC 0.1%
Value ($000) $1,377 Shares 71,500 Est. Cost $19.26 Unrealized
IBKR INTERACTIVE BROKERS GROUP IN 0.1%
Value ($000) $1,359 Shares 72,400 Est. Cost $3.45 Unrealized +11.9%
PTEN PATTERSON UTI ENERGY INC 0.1%
Value ($000) $1,319 Shares 61,700 Est. Cost $20.54 Unrealized 0.0%
STANCORP FINL GROUP INC 0.1%
Value ($000) $1,315 Shares 23,900 Est. Cost $49.41 Unrealized
TMUS T-MOBILE US INC 0.1%
Value ($000) $1,286 Shares 49,500 Est. Cost $23.61 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.1%
Value ($000) $1,281 Shares 31,100 Est. Cost $42.62 Unrealized -1.8%
NRG NRG ENERGY INC 0.1%
Value ($000) $1,175 Shares 43,000 Est. Cost $20.46 Unrealized +0.9%
CYH COMMUNITY HEALTH SYS INC NEW 0.1%
Value ($000) $1,166 Shares 28,100 Est. Cost $37.66 Unrealized -5.8%
BROCADE COMMUNICATIONS SYS I 0.1%
Value ($000) $1,024 Shares 127,200 Est. Cost $5.76 Unrealized
ZTS ZOETIS INC 0.1%
Value ($000) $962 Shares 30,900 Est. Cost $27.79 Unrealized 0.0%
LINKEDIN CORP 0.1%
Value ($000) $960 Shares 3,900 Est. Cost $246.15 Unrealized
VRSK VERISK ANALYTICS INC 0.1%
Value ($000) $747 Shares 11,500 Est. Cost $57.85 Unrealized +4.2%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $740 Shares 44,300 Est. Cost $12.11 Unrealized 0.0%
URS CORP NEW 0.1%
Value ($000) $726 Shares 13,500 Est. Cost $47.21 Unrealized
ACM AECOM TECHNOLOGY CORP DELAWA 0.1%
Value ($000) $713 Shares 22,800 Est. Cost $29.52 Unrealized +2.0%
YAHOO INC 0.1%
Value ($000) $700 Shares 21,100 Est. Cost $33.18 Unrealized
AAP ADVANCE AUTO PARTS INC 0.1%
Value ($000) $661 Shares 8,000 Est. Cost $71.28 Unrealized 0.0%
LOW LOWES COS INC 0.1%
Value ($000) $652 Shares 13,700 Est. Cost $32.16 Unrealized +13.2%
ALL ALLSTATE CORP 0.1%
Value ($000) $637 Shares 12,600 Est. Cost $37.12 Unrealized +3.9%
VC VISTEON CORP 0.1%
Value ($000) $590 Shares 7,800 Est. Cost $40.07 Unrealized 0.0%
CLEAR CHANNEL OUTDOOR HLDGS 0.1%
Value ($000) $544 Shares 66,300 Est. Cost $8.21 Unrealized
UGI UGI CORP NEW 0.1%
Value ($000) $540 Shares 13,800 Est. Cost $26.32 Unrealized +1.8%
AN AUTONATION INC 0.0%
Value ($000) $511 Shares 9,800 Est. Cost $44.63 Unrealized +8.1%
TEX TEREX CORP NEW 0.0%
Value ($000) $507 Shares 15,100 Est. Cost $30.88 Unrealized -1.8%
F FORD MTR CO DEL 0.0%
Value ($000) $489 Shares 29,000 Est. Cost $9.02 Unrealized 0.0%
MAS MASCO CORP 0.0%
Value ($000) $375 Shares 17,600 Est. Cost $14.92 Unrealized -0.6%
RYN RAYONIER INC 0.0%
Value ($000) $351 Shares 6,300 Est. Cost $55.71 Unrealized
TDS TELEPHONE & DATA SYS INC 0.0%
Value ($000) $260 Shares 8,800 Est. Cost $22.71 Unrealized +21.1%
LLY LILLY ELI & CO 0.0%
Value ($000) $257 Shares 5,100 Est. Cost $42.21 Unrealized -2.9%
CBRE CBRE GROUP INC 0.0%
Value ($000) $257 Shares 11,100 Est. Cost $23.79 Unrealized -2.7%
DLB DOLBY LABORATORIES INC 0.0%
Value ($000) $217 Shares 6,300 Est. Cost $28.66 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.0%
Value ($000) $207 Shares 54,500 Est. Cost $3.81 Unrealized 0.0%
WINDSTREAM HLDGS INC 0.0%
Value ($000) $195 Shares 24,400 Est. Cost $7.99 Unrealized