Optimal Asset Management, Inc.
Filing Date
Global Rank
#1,457
/ 5,929
▼ 36
· as of Sep 2021
Top Industry
Insurance - Property & Casualty
7.2%
3Y Alpha vs SPY
-7.0%
Period ended 4 years ago
Filed Nov 15, 2021 · 4y
7 quarters · since Mar 2020
Clone Performance
Jul 2023–Jul 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+40.9%
SPY
+76.5%
Annualised alpha
-8.8%
Max drawdown
−18.0%
Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.
Portfolio Concentration
299 positions · as of Sep 30, 2021 · Δ vs Jun 30, 2021Top Position
6.1%
−0.7 pts
Top 5
22.6%
+0.1 pts
Top 10
28.4%
−0.2 pts
HHI
150
Diversified−2
Portfolio Trend
7 quarters · across all stocks
Sector Breakdown
As of Sep 30, 2021| Sector | % Portfolio | Value |
|---|---|---|
| Technology | 17.1% | $148,704,611 |
| Consumer Cyclical | 14.0% | $121,630,656 |
| Financial Services | 12.7% | $111,013,241 |
| Healthcare | 12.0% | $104,281,966 |
| Industrials | 9.8% | $85,005,807 |
| Consumer Defensive | 9.4% | $82,249,317 |
| Communication Services | 8.2% | $71,757,134 |
| Basic Materials | 7.5% | $65,256,929 |
| Utilities | 4.4% | $38,655,220 |
| Real Estate | 2.9% | $25,569,524 |
| Energy | 1.1% | $9,707,915 |
| Unclassified | 0.8% | $7,292,502 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| LUMN | Lumen Technologies, Inc. | +1,001 | 384,511 | $4,764,091 | |
| NWSA | News Corp | +690 | 241,769 | $5,688,824 | |
| F | Ford Motor Co | +606 | 247,424 | $3,503,523 | |
| WU | Western Union CO | +516 | 176,926 | $3,577,443 | |
| NWL | Newell Brands Inc. | +410 | 112,084 | $2,481,539 | |
| T | At&T Inc. | +395 | 251,106 | $5,122,637 | |
| HWM | Howmet Aerospace Inc. | +354 | 94,049 | $2,934,328 | |
| CPB | CAMPBELL'S Co | +295 | 80,652 | $3,372,060 | |
| KDP | Keurig Dr Pepper Inc. | +264 | 121,703 | $4,157,374 | |
| AGNC | AGNC Investment Corp. | +248 | 71,018 | $1,119,953 | |
| DBX | Dropbox, Inc. | +236 | 68,515 | $2,002,008 | |
| OMC | Omnicom Group Inc. | +235 | 134,761 | $9,764,782 | |
| AKAM | Akamai Technologies Inc | +232 | 73,063 | $7,641,659 | |
| NEM | NEWMONT Corp /DE/ | +226 | 74,976 | $4,071,196 | |
| TMUS | T-Mobile US, Inc. | +218 | 67,686 | $8,647,563 | |
| HPE | Hewlett Packard Enterprise Co | +201 | 164,457 | $2,343,512 | |
| HRL | Hormel Foods Corp /De/ | +188 | 89,604 | $3,673,764 | |
| XRAY | DENTSPLY SIRONA Inc. | +186 | 68,883 | $3,998,658 | |
| GIS | General Mills Inc | +185 | 79,714 | $4,768,491 | |
| CTSH | Cognizant Technology Solutions Corp | +176 | 64,652 | $4,797,824 | |
| DHI | Horton D R Inc /De/ | +154 | 45,409 | $3,812,993 | |
| SNAP | Snap Inc | +152 | 30,170 | $2,228,657 | |
| QRVO | Qorvo, Inc. | +149 | 55,187 | $9,226,714 | |
| GM | General Motors Co | +147 | 70,894 | $3,736,822 | |
| WMT | Walmart Inc. | +145 | 80,001 | $3,716,846 | |
| No positions match the current search. | |||||
Trimmed
Positions the filer reducedNo qualifying positions this quarter.
299 positions ·
$871,124,822 total
· as of Sep 30, 2021
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
Showing 1–50
of 299 positions by value
· page 1 of 6
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| DD |
DuPont de Nemours, Inc.
Basic Materials
|
Added | 626,793 | $53,492,457 | 6.14% | |
| AFG |
American Financial Group Inc
Financial Services
|
Added | 406,412 | $51,138,821 | 5.87% | |
| SCI |
Service Corp International
Consumer Cyclical
|
Added | 730,716 | $44,032,946 | 5.05% | |
| IEX |
Idex Corp /De/
Industrials
|
Held | 123,841 | $25,628,894 | 2.94% | |
| SPG |
Simon Property Group Inc.
Real Estate
|
Added | 171,049 | $22,231,238 | 2.55% | |
| META |
Meta Platforms, Inc.
Communication Services
|
Added | 38,566 | $13,088,914 | 1.50% | |
| OMC |
Omnicom Group Inc.
Communication Services
|
Added | 134,761 | $9,764,782 | 1.12% | |
| ADBE |
Adobe Inc.
Technology
|
Added | 16,927 | $9,745,212 | 1.12% | |
| BR |
Broadridge Financial Solutions, Inc.
Technology
|
Added | 56,087 | $9,346,337 | 1.07% | |
| QRVO |
Qorvo, Inc.
Technology
|
Added | 55,187 | $9,226,714 | 1.06% | |
| TMUS |
T-Mobile US, Inc.
Communication Services
|
Added | 67,686 | $8,647,563 | 0.99% | |
| CLX |
Clorox Co /De/
Consumer Defensive
|
Added | 50,449 | $8,354,858 | 0.96% | |
| LLY |
ELI LILLY & Co
Healthcare
|
Added | 35,931 | $8,301,857 | 0.95% | |
| ORCL |
Oracle Corp
Technology
|
Added | 93,599 | $8,155,280 | 0.94% | |
| CHTR |
Charter Communications, Inc. /Mo/
Communication Services
|
Added | 10,952 | $7,968,237 | 0.91% | |
| AKAM |
Akamai Technologies Inc
Technology
|
Added | 73,063 | $7,641,659 | 0.88% | |
| TYL |
Tyler Technologies Inc
Technology
|
Added | 16,280 | $7,466,822 | 0.86% | |
| FISV |
Fiserv Inc
|
Added | 67,212 | $7,292,502 | 0.84% | |
| AZO |
Autozone Inc
Consumer Cyclical
|
Added | 4,222 | $7,168,913 | 0.82% | |
| MSI |
Motorola Solutions, Inc.
Technology
|
Added | 30,119 | $6,997,246 | 0.80% | |
| KEYS |
Keysight Technologies, Inc.
Technology
|
Added | 42,053 | $6,908,887 | 0.79% | |
| TGT |
Target Corp
Consumer Defensive
|
Added | 29,930 | $6,847,086 | 0.79% | |
| UPS |
United Parcel Service Inc
Industrials
|
Added | 35,553 | $6,474,201 | 0.74% | |
| DGX |
Quest Diagnostics Inc
Healthcare
|
Added | 43,418 | $6,309,069 | 0.72% | |
| NVR |
Nvr Inc
Consumer Cyclical
|
Held | 1,310 | $6,280,244 | 0.72% | |
| PAYC |
Paycom Software, Inc.
Technology
|
Added | 11,639 | $5,770,034 | 0.66% | |
| IDXX |
Idexx Laboratories Inc /De
Healthcare
|
Added | 9,247 | $5,750,709 | 0.66% | |
| NWSA |
News Corp
Communication Services
|
Added | 241,769 | $5,688,824 | 0.65% | |
| MTD |
Mettler Toledo International Inc/
Healthcare
|
Added | 3,912 | $5,388,232 | 0.62% | |
| EA |
Electronic Arts Inc.
Communication Services
|
Added | 37,353 | $5,313,464 | 0.61% | |
| NOC |
Northrop Grumman Corp /De/
Industrials
|
Added | 14,363 | $5,172,834 | 0.59% | |
| T |
At&T Inc.
Communication Services
|
Added | 251,106 | $5,122,637 | 0.59% | |
| MRK |
Merck & Co., Inc.
Healthcare
|
Added | 65,561 | $4,924,286 | 0.57% | |
| QCOM |
Qualcomm Inc/De
Technology
|
Added | 38,012 | $4,902,787 | 0.56% | |
| MSFT |
Microsoft Corp
Technology
|
Held | 17,100 | $4,820,832 | 0.55% | |
| CTSH |
Cognizant Technology Solutions Corp
Technology
|
Added | 64,652 | $4,797,824 | 0.55% | |
| GIS |
General Mills Inc
Consumer Defensive
|
Added | 79,714 | $4,768,491 | 0.55% | |
| SBUX |
Starbucks Corp
Consumer Cyclical
|
Added | 43,210 | $4,766,495 | 0.55% | |
| LUMN |
Lumen Technologies, Inc.
Communication Services
|
Added | 384,511 | $4,764,091 | 0.55% | |
| HSY |
Hershey Co
Consumer Defensive
|
Added | 28,050 | $4,747,462 | 0.54% | |
| SJM |
J M SMUCKER Co
Consumer Defensive
|
Added | 39,352 | $4,723,420 | 0.54% | |
| EXPD |
Expeditors International Of Washington Inc
Industrials
|
Added | 38,322 | $4,565,299 | 0.52% | |
| BMY |
Bristol Myers Squibb Co
Healthcare
|
Added | 76,711 | $4,538,989 | 0.52% | |
| FIS |
Fidelity National Information Services, Inc.
Technology
|
Added | 36,992 | $4,501,186 | 0.52% | |
| WAT |
Waters Corp /De/
Healthcare
|
Added | 12,556 | $4,486,258 | 0.51% | |
| VZ |
Verizon Communications Inc
Communication Services
|
Added | 82,241 | $4,441,836 | 0.51% | |
| CHRW |
C. H. Robinson Worldwide, Inc.
Industrials
|
Added | 49,734 | $4,326,858 | 0.50% | |
| BIO |
Bio-Rad Laboratories, Inc.
Healthcare
|
Added | 5,626 | $4,196,714 | 0.48% | |
| KDP |
Keurig Dr Pepper Inc.
Consumer Defensive
|
Added | 121,703 | $4,157,374 | 0.48% | |
| RVTY |
Revvity, Inc.
Healthcare
|
Added | 23,928 | $4,146,483 | 0.48% |