OMERS ADMINISTRATION Corp Quant / Systematic

CIK: 0001053321 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Mar 19, 2019

Total Value ($000): $7,615,539

Holdings (144)

JPM JPMORGAN CHASE & CO 6.1%
Value ($000) $464,575 Shares 4,759,011 Est. Cost $81.00 Unrealized +8.1%
RY ROYAL BK CDA MONTREAL QUE 5.4%
Value ($000) $412,131 Shares 6,024,057 Est. Cost $69.76 Unrealized +4.6%
BROOKFIELD ASSET MGMT INC 5.1%
Value ($000) $386,836 Shares 10,087,069 Est. Cost $37.61 Unrealized
BNS BANK N S HALIFAX 3.8%
Value ($000) $288,555 Shares 5,791,446 Est. Cost $35.58 Unrealized +3.6%
WFC WELLS FARGO CO NEW 3.6%
Value ($000) $276,746 Shares 6,005,780 Est. Cost $38.79 Unrealized +8.4%
CM CDN IMPERIAL BK COMM TORONTO 3.3%
Value ($000) $253,377 Shares 3,403,441 Est. Cost $25.05 Unrealized +20.6%
BMO BANK MONTREAL QUE 3.0%
Value ($000) $227,394 Shares 3,482,168 Est. Cost $48.91 Unrealized +11.9%
GOOGL ALPHABET INC 2.8%
Value ($000) $211,860 Shares 202,745 Est. Cost $46.06 Unrealized +16.5%
TD TORONTO DOMINION BK ONT 2.7%
Value ($000) $205,166 Shares 4,129,325 Est. Cost $50.70 Unrealized +8.0%
BBU BROOKFIELD BUSINESS PARTNERS 2.7%
Value ($000) $202,701 Shares 6,670,000 Est. Cost $29.65 Unrealized
V VISA INC 2.5%
Value ($000) $192,275 Shares 1,457,293 Est. Cost $91.67 Unrealized +43.3%
USB US BANCORP DEL 2.4%
Value ($000) $184,121 Shares 4,028,905 Est. Cost $35.44 Unrealized +8.0%
CBRE CBRE GROUP INC 2.4%
Value ($000) $179,085 Shares 4,472,640 Est. Cost $31.41 Unrealized +31.7%
ELV ANTHEM INC 2.2%
Value ($000) $170,651 Shares 649,779 Est. Cost $122.73 Unrealized +103.8%
EMLC VANECK VECTORS ETF TR 2.2%
Value ($000) $166,529 Shares 5,046,343 Est. Cost $33.00 Unrealized
UNITED TECHNOLOGIES CORP 2.2%
Value ($000) $165,130 Shares 1,550,809 Est. Cost $105.44 Unrealized
APD AIR PRODS & CHEMS INC 2.2%
Value ($000) $164,779 Shares 1,029,549 Est. Cost $133.20 Unrealized 0.0%
UNP UNION PAC CORP 2.1%
Value ($000) $160,574 Shares 1,161,641 Est. Cost $90.02 Unrealized +40.4%
MSFT MICROSOFT CORP 2.1%
Value ($000) $156,968 Shares 1,545,420 Est. Cost $73.26 Unrealized +36.5%
ENB ENBRIDGE INC 2.0%
Value ($000) $152,178 Shares 4,900,835 Est. Cost $22.45 Unrealized -9.8%
TRANSCANADA CORP 2.0%
Value ($000) $148,978 Shares 4,173,836 Est. Cost $45.21 Unrealized
BROOKFIELD PPTY PARTNERS L P 1.8%
Value ($000) $140,679 Shares 8,727,004 Est. Cost $20.81 Unrealized
SPG SIMON PPTY GROUP INC NEW 1.7%
Value ($000) $129,432 Shares 770,473 Est. Cost $110.27 Unrealized +9.6%
FXI ISHARES TR 1.7%
Value ($000) $128,865 Shares 3,300,000 Est. Cost $39.05 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 1.7%
Value ($000) $125,785 Shares 616,052 Est. Cost $148.47 Unrealized +40.7%
KO COCA COLA CO 1.6%
Value ($000) $124,567 Shares 2,630,776 Est. Cost $34.56 Unrealized +11.1%
XLF SELECT SECTOR SPDR TR 1.5%
Value ($000) $116,766 Shares 4,902,000 Est. Cost $27.28 Unrealized
MET METLIFE INC 1.4%
Value ($000) $108,590 Shares 2,644,661 Est. Cost $30.94 Unrealized +8.8%
BCE BCE INC 1.4%
Value ($000) $106,787 Shares 2,704,420 Est. Cost $26.79 Unrealized -2.8%
RCI ROGERS COMMUNICATIONS INC 1.4%
Value ($000) $104,159 Shares 2,033,456 Est. Cost $44.84 Unrealized +15.6%
UPS UNITED PARCEL SERVICE INC 1.4%
Value ($000) $103,727 Shares 1,063,535 Est. Cost $76.08 Unrealized +7.9%
CNQ CANADIAN NAT RES LTD 1.3%
Value ($000) $102,212 Shares 4,237,466 Est. Cost $10.69 Unrealized -11.7%
AVB AVALONBAY CMNTYS INC 1.3%
Value ($000) $101,756 Shares 584,635 Est. Cost $128.69 Unrealized +9.6%
CSCO CISCO SYS INC 1.3%
Value ($000) $101,332 Shares 2,338,620 Est. Cost $21.95 Unrealized +68.1%
STT STATE STR CORP 1.2%
Value ($000) $94,910 Shares 1,504,834 Est. Cost $66.20 Unrealized -14.2%
NKE NIKE INC 1.2%
Value ($000) $91,849 Shares 1,238,857 Est. Cost $49.54 Unrealized +37.6%
WM WASTE MGMT INC DEL 1.1%
Value ($000) $85,880 Shares 965,050 Est. Cost $56.92 Unrealized +40.0%
NEE NEXTERA ENERGY INC 1.1%
Value ($000) $81,280 Shares 467,610 Est. Cost $22.67 Unrealized +61.7%
MDT MEDTRONIC PLC 1.0%
Value ($000) $75,038 Shares 824,960 Est. Cost $68.82 Unrealized +12.1%
EMB ISHARES TR 1.0%
Value ($000) $73,257 Shares 705,000 Est. Cost $114.95 Unrealized
BA BOEING CO 0.9%
Value ($000) $71,664 Shares 222,215 Est. Cost $173.77 Unrealized +92.8%
HANESBRANDS INC 0.9%
Value ($000) $68,178 Shares 5,441,143 Est. Cost $22.65 Unrealized
LINDE PLC 0.8%
Value ($000) $64,122 Shares 410,930 Est. Cost $156.04 Unrealized
JNJ JOHNSON & JOHNSON 0.8%
Value ($000) $58,548 Shares 453,685 Est. Cost $87.01 Unrealized +31.2%
AAPL APPLE INC 0.7%
Value ($000) $50,259 Shares 318,620 Est. Cost $25.77 Unrealized +78.5%
ARCC ARES CAP CORP 0.6%
Value ($000) $48,166 Shares 3,091,499 Est. Cost $6.99 Unrealized +19.6%
SU SUNCOR ENERGY INC NEW 0.6%
Value ($000) $44,134 Shares 1,580,872 Est. Cost $20.46 Unrealized +22.5%
WELL WELLTOWER INC 0.5%
Value ($000) $41,739 Shares 601,339 Est. Cost $48.11 Unrealized +12.5%
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $32,922 Shares 131,635 Est. Cost $167.93 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.4%
Value ($000) $31,775 Shares 211,723 Est. Cost $153.79 Unrealized -10.1%
EEM ISHARES TR 0.3%
Value ($000) $23,448 Shares 600,000 Est. Cost $42.91 Unrealized
WMB WILLIAMS COS INC DEL 0.3%
Value ($000) $23,157 Shares 1,050,207 Est. Cost $16.76 Unrealized 0.0%
PFF ISHARES TR 0.2%
Value ($000) $17,972 Shares 525,049 Est. Cost $38.67 Unrealized
EFA ISHARES TR 0.2%
Value ($000) $16,774 Shares 285,425 Est. Cost $59.67 Unrealized
ARRIS INTL INC 0.2%
Value ($000) $11,950 Shares 390,900 Est. Cost $30.57 Unrealized
GBDC GOLUB CAP BDC INC 0.2%
Value ($000) $11,668 Shares 707,558 Est. Cost $8.92 Unrealized +0.7%
SHIRE PLC 0.1%
Value ($000) $10,817 Shares 62,150 Est. Cost $175.65 Unrealized
TU TELUS CORP 0.1%
Value ($000) $10,296 Shares 310,771 Est. Cost $18.10 Unrealized -3.9%
CNI CANADIAN NATL RY CO 0.1%
Value ($000) $10,231 Shares 138,200 Est. Cost $74.64 Unrealized -2.9%
CONNECTICUT WTR SVC INC 0.1%
Value ($000) $9,870 Shares 147,600 Est. Cost $67.50 Unrealized
MFC MANULIFE FINL CORP 0.1%
Value ($000) $9,805 Shares 691,390 Est. Cost $15.85 Unrealized 0.0%
SLF SUN LIFE FINL INC 0.1%
Value ($000) $9,319 Shares 281,038 Est. Cost $40.33 Unrealized -10.4%
ED CONSOLIDATED EDISON INC 0.1%
Value ($000) $9,298 Shares 121,600 Est. Cost $61.64 Unrealized -1.9%
THOMSON REUTERS CORP 0.1%
Value ($000) $8,912 Shares 184,623 Est. Cost $48.27 Unrealized
WCN WASTE CONNECTIONS INC 0.1%
Value ($000) $8,576 Shares 115,500 Est. Cost $73.99 Unrealized -2.1%
BELMOND LTD 0.1%
Value ($000) $8,005 Shares 319,800 Est. Cost $25.03 Unrealized
GROUPE CGI INC 0.1%
Value ($000) $7,330 Shares 119,900 Est. Cost $63.62 Unrealized
CANADIAN PAC RY LTD 0.1%
Value ($000) $6,882 Shares 38,800 Est. Cost $177.37 Unrealized
GUARANTY BANCORP DEL 0.1%
Value ($000) $5,775 Shares 278,294 Est. Cost $28.23 Unrealized
RDY DR REDDYS LABS LTD 0.1%
Value ($000) $5,768 Shares 153,000 Est. Cost $34.86 Unrealized
IKANG HEALTHCARE GROUP INC 0.1%
Value ($000) $5,539 Shares 271,780 Est. Cost $19.77 Unrealized
NXSTAGE MEDICAL INC 0.1%
Value ($000) $5,452 Shares 190,500 Est. Cost $27.60 Unrealized
MA MASTERCARD INCORPORATED 0.1%
Value ($000) $5,443 Shares 28,855 Est. Cost $127.81 Unrealized +49.4%
PNW PINNACLE WEST CAP CORP 0.1%
Value ($000) $5,197 Shares 61,000 Est. Cost $64.12 Unrealized 0.0%
COSAN LTD 0.1%
Value ($000) $5,142 Shares 584,300 Est. Cost $8.80 Unrealized
FNV FRANCO NEVADA CORP 0.1%
Value ($000) $5,117 Shares 73,000 Est. Cost $62.48 Unrealized 0.0%
ESSENDANT INC 0.1%
Value ($000) $5,026 Shares 399,500 Est. Cost $12.86 Unrealized
ZION ZIONS BANCORPORATION N A 0.1%
Value ($000) $4,705 Shares 115,500 Est. Cost $53.91 Unrealized -13.5%
CHURCHILL CAP CORP 0.1%
Value ($000) $4,048 Shares 400,000 Est. Cost $10.15 Unrealized
TRAVELPORT WORLDWIDE LTD 0.1%
Value ($000) $4,021 Shares 257,400 Est. Cost $15.62 Unrealized
LSC COMMUNICATIONS INC 0.0%
Value ($000) $2,953 Shares 421,900 Est. Cost $7.00 Unrealized
BLUE HILLS BANCORP INC 0.0%
Value ($000) $2,879 Shares 134,900 Est. Cost $21.34 Unrealized
MITK MITEK SYS INC 0.0%
Value ($000) $2,309 Shares 213,600 Est. Cost $9.04 Unrealized 0.0%
ACCESS NATL CORP 0.0%
Value ($000) $2,308 Shares 108,200 Est. Cost $21.33 Unrealized
OGE OGE ENERGY CORP 0.0%
Value ($000) $2,300 Shares 58,700 Est. Cost $36.38 Unrealized +5.5%
GREEN BANCORP INC 0.0%
Value ($000) $2,281 Shares 133,060 Est. Cost $20.63 Unrealized
AVA AVISTA CORP 0.0%
Value ($000) $2,268 Shares 53,400 Est. Cost $35.25 Unrealized +2.7%
NXPI NXP SEMICONDUCTORS N V 0.0%
Value ($000) $2,154 Shares 29,400 Est. Cost $90.17 Unrealized -21.7%
TRIBUNE MEDIA CO 0.0%
Value ($000) $2,047 Shares 45,100 Est. Cost $41.42 Unrealized
MINDBODY INC 0.0%
Value ($000) $2,020 Shares 55,500 Est. Cost $36.40 Unrealized
CASY CASEYS GEN STORES INC 0.0%
Value ($000) $1,807 Shares 14,100 Est. Cost $109.55 Unrealized +10.5%
SABR SABRE CORP 0.0%
Value ($000) $1,692 Shares 78,200 Est. Cost $24.20 Unrealized 0.0%
WAT WATERS CORP 0.0%
Value ($000) $1,509 Shares 8,000 Est. Cost $189.96 Unrealized 0.0%
EYE NATIONAL VISION HLDGS INC 0.0%
Value ($000) $1,386 Shares 49,200 Est. Cost $38.06 Unrealized 0.0%
CTRIP COM INTL LTD 0.0%
Value ($000) $1,272 Shares 47,000 Est. Cost $30.61 Unrealized
BOJANGLES INC 0.0%
Value ($000) $1,267 Shares 78,800 Est. Cost $16.08 Unrealized
STATE BK FINL CORP 0.0%
Value ($000) $1,198 Shares 55,500 Est. Cost $30.93 Unrealized
BIDU BAIDU INC 0.0%
Value ($000) $1,190 Shares 7,500 Est. Cost $179.19 Unrealized
YY INC 0.0%
Value ($000) $1,137 Shares 19,000 Est. Cost $71.75 Unrealized
SINA CORP 0.0%
Value ($000) $1,132 Shares 21,100 Est. Cost $59.04 Unrealized
AXA EQUITABLE HLDGS INC 0.0%
Value ($000) $1,079 Shares 64,900 Est. Cost $16.63 Unrealized
RSG REPUBLIC SVCS INC 0.0%
Value ($000) $1,053 Shares 14,600 Est. Cost $56.60 Unrealized +16.1%
WB WEIBO CORP 0.0%
Value ($000) $1,046 Shares 17,900 Est. Cost $63.62 Unrealized
ATHM AUTOHOME INC 0.0%
Value ($000) $1,033 Shares 13,200 Est. Cost $77.84 Unrealized
MOMO INC 0.0%
Value ($000) $1,024 Shares 43,100 Est. Cost $23.76 Unrealized
BOXWOOD MERGER CORP 0.0%
Value ($000) $993 Shares 100,000 Est. Cost $9.93 Unrealized
LAUR LAUREATE EDUCATION INC 0.0%
Value ($000) $966 Shares 63,400 Est. Cost $14.97 Unrealized 0.0%
CONVERGEONE HLDGS INC 0.0%
Value ($000) $825 Shares 66,600 Est. Cost $12.39 Unrealized
HRB BLOCK H & R INC 0.0%
Value ($000) $792 Shares 31,200 Est. Cost $19.61 Unrealized +3.1%
NCLH NORWEGIAN CRUISE LINE HLDG L 0.0%
Value ($000) $784 Shares 18,500 Est. Cost $48.47 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.0%
Value ($000) $781 Shares 30,100 Est. Cost $25.95 Unrealized
PRU PRUDENTIAL FINL INC 0.0%
Value ($000) $767 Shares 9,400 Est. Cost $64.69 Unrealized 0.0%
ROST ROSS STORES INC 0.0%
Value ($000) $749 Shares 9,000 Est. Cost $75.43 Unrealized +11.8%
GNW GENWORTH FINL INC 0.0%
Value ($000) $746 Shares 160,100 Est. Cost $4.02 Unrealized +7.4%
AVANGRID INC 0.0%
Value ($000) $736 Shares 14,700 Est. Cost $50.07 Unrealized
AMBA AMBARELLA INC 0.0%
Value ($000) $735 Shares 21,000 Est. Cost $35.41 Unrealized 0.0%
AGCO AGCO CORP 0.0%
Value ($000) $701 Shares 12,600 Est. Cost $46.49 Unrealized 0.0%
TME TENCENT MUSIC ENTMT GROUP 0.0%
Value ($000) $661 Shares 50,000 Est. Cost $13.22 Unrealized
XPO XPO LOGISTICS INC 0.0%
Value ($000) $650 Shares 11,400 Est. Cost $27.71 Unrealized 0.0%
NEO NEOGENOMICS INC 0.0%
Value ($000) $613 Shares 48,600 Est. Cost $14.90 Unrealized 0.0%
LW LAMB WESTON HLDGS INC 0.0%
Value ($000) $566 Shares 7,700 Est. Cost $57.02 Unrealized +20.5%
KELLOGG CO 0.0%
Value ($000) $564 Shares 9,900 Est. Cost $46.98 Unrealized -1.2%
COLLIER CREEK HOLDINGS 0.0%
Value ($000) $502 Shares 50,000 Est. Cost $10.04 Unrealized
CAL CALERES INC 0.0%
Value ($000) $448 Shares 16,100 Est. Cost $28.70 Unrealized 0.0%
BSB BANCORP INC MD 0.0%
Value ($000) $424 Shares 15,100 Est. Cost $28.08 Unrealized
ENEL AMERICAS S A 0.0%
Value ($000) $372 Shares 41,700 Est. Cost $8.92 Unrealized
OSISKO GOLD ROYALTIES LTD 0.0%
Value ($000) $372 Shares 42,500 Est. Cost $8.75 Unrealized
SPARTON CORP 0.0%
Value ($000) $362 Shares 19,900 Est. Cost $18.19 Unrealized
HERSHA HOSPITALITY TR 0.0%
Value ($000) $361 Shares 20,600 Est. Cost $17.52 Unrealized
OPK OPKO HEALTH INC 0.0%
Value ($000) $357 Shares 118,500 Est. Cost $3.79 Unrealized -10.6%
FGL HLDGS 0.0%
Value ($000) $342 Shares 51,400 Est. Cost $6.65 Unrealized
SKY SKYLINE CHAMPION CORPORATION 0.0%
Value ($000) $328 Shares 22,300 Est. Cost $28.44 Unrealized -22.3%
INTELSAT S A 0.0%
Value ($000) $299 Shares 14,000 Est. Cost $21.36 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 0.0%
Value ($000) $287 Shares 8,200 Est. Cost $28.41 Unrealized
VIVINT SOLAR INC 0.0%
Value ($000) $274 Shares 71,900 Est. Cost $3.81 Unrealized
ACA ARCOSA INC 0.0%
Value ($000) $246 Shares 8,900 Est. Cost $26.73 Unrealized 0.0%
DELL DELL TECHNOLOGIES INC 0.0%
Value ($000) $234 Shares 4,794 Est. Cost $25.10 Unrealized 0.0%
CRMT AMERICAS CAR MART INC 0.0%
Value ($000) $225 Shares 3,100 Est. Cost $73.49 Unrealized 0.0%
SEASPINE HLDGS CORP 0.0%
Value ($000) $201 Shares 11,000 Est. Cost $18.27 Unrealized
EHI CAR SVCS LTD 0.0%
Value ($000) $199 Shares 18,960 Est. Cost $12.96 Unrealized
CEDAR REALTY TRUST INC 0.0%
Value ($000) $80 Shares 25,600 Est. Cost $3.13 Unrealized
OVERSEAS SHIPHOLDING GROUP I 0.0%
Value ($000) $78 Shares 46,700 Est. Cost $1.67 Unrealized
BABCOCK & WILCOX ENTERPRIS I 0.0%
Value ($000) $39 Shares 100,292 Est. Cost $2.82 Unrealized
AIRMEDIA GROUP INC 0.0%
Value ($000) $6 Shares 23,040 Est. Cost $0.87 Unrealized