Optimal Asset Management, Inc.
Filing Date
Global Rank
#1,464
/ 5,924
▼ 19
Top Industry
Insurance - Property & Casualty
7.5%
3Y Alpha vs SPY
-8.7%
Period ended 4 years ago
Filed Nov 15, 2021 · 4y
7 quarters · since Mar 2020
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+39.2%
SPY
+77.5%
Annualised alpha
-9.4%
Max drawdown
−17.3%
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%
+0.2 pts
Top 5
19.2%
+0.5 pts
Top 10
25.3%
+0.2 pts
HHI
127
Diversified+6
Portfolio Trend
7 quarters · across all stocks
Sector Breakdown
As of Sep 30, 2021| Sector | % Portfolio | Value |
|---|---|---|
| Technology | 17.9% | $149,803,778 |
| Consumer Cyclical | 14.5% | $121,630,656 |
| Financial Services | 13.3% | $111,066,192 |
| Healthcare | 12.5% | $104,281,966 |
| Industrials | 10.2% | $84,960,924 |
| Consumer Defensive | 9.8% | $82,249,317 |
| Communication Services | 8.6% | $71,757,134 |
| Utilities | 4.6% | $38,655,220 |
| Basic Materials | 3.5% | $29,595,291 |
| Real Estate | 3.1% | $25,569,524 |
| Energy | 1.2% | $9,707,915 |
| Unclassified | 0.9% | $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.
42 positions ·
$104,281,966 total
· Healthcare only
· as of Sep 30, 2021
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| LLY |
ELI LILLY & Co
Healthcare
|
Added | 35,931 | $8,301,857 | 7.96% | |
| DGX |
Quest Diagnostics Inc
Healthcare
|
Added | 43,418 | $6,309,069 | 6.05% | |
| IDXX |
Idexx Laboratories Inc /De
Healthcare
|
Added | 9,247 | $5,750,709 | 5.51% | |
| MTD |
Mettler Toledo International Inc/
Healthcare
|
Added | 3,912 | $5,388,232 | 5.17% | |
| MRK |
Merck & Co., Inc.
Healthcare
|
Added | 65,561 | $4,924,286 | 4.72% | |
| BMY |
Bristol Myers Squibb Co
Healthcare
|
Added | 76,711 | $4,538,989 | 4.35% | |
| WAT |
Waters Corp /De/
Healthcare
|
Added | 12,556 | $4,486,258 | 4.30% | |
| BIO |
Bio-Rad Laboratories, Inc.
Healthcare
|
Added | 5,626 | $4,196,714 | 4.02% | |
| RVTY |
Revvity, Inc.
Healthcare
|
Added | 23,928 | $4,146,483 | 3.98% | |
| XRAY |
DENTSPLY SIRONA Inc.
Healthcare
|
Added | 68,883 | $3,998,658 | 3.83% | |
| PFE |
Pfizer Inc
Healthcare
|
Held | 88,766 | $3,817,825 | 3.66% | |
| REGN |
Regeneron Pharmaceuticals, Inc.
Healthcare
|
Added | 6,137 | $3,713,989 | 3.56% | |
| DHR |
Danaher Corp /De/
Healthcare
|
Added | 13,262 | $3,579,328 | 3.43% | |
| JNJ |
Johnson & Johnson
Healthcare
|
Added | 22,146 | $3,576,579 | 3.43% | |
| BDX |
Becton Dickinson & Co
Healthcare
|
Added | 17,621 | $3,322,284 | 3.19% | |
| BAX |
Baxter International Inc
Healthcare
|
Added | 36,538 | $2,938,751 | 2.82% | |
| CVS |
CVS HEALTH Corp
Healthcare
|
Added | 34,599 | $2,936,071 | 2.82% | |
| WST |
West Pharmaceutical Services Inc
Healthcare
|
Added | 6,235 | $2,647,006 | 2.54% | |
| BIIB |
Biogen Inc.
Healthcare
|
Added | 8,135 | $2,302,123 | 2.21% | |
| RMD |
Resmed Inc
Healthcare
|
Added | 8,667 | $2,284,187 | 2.19% | |
| NBIX |
Neurocrine Biosciences Inc
Healthcare
|
Added | 22,773 | $2,184,158 | 2.09% | |
| GILD |
Gilead Sciences, Inc.
Healthcare
|
Added | 25,474 | $1,779,358 | 1.71% | |
| A |
Agilent Technologies, Inc.
Healthcare
|
Held | 11,110 | $1,750,158 | 1.68% | |
| ALGN |
Align Technology Inc
Healthcare
|
Added | 2,613 | $1,738,768 | 1.67% | |
| VEEV |
Veeva Systems Inc
Healthcare
|
Added | 5,658 | $1,630,465 | 1.56% | |
| BMRN |
Biomarin Pharmaceutical Inc
Healthcare
|
Added | 18,768 | $1,450,578 | 1.39% | |
| ELAN |
Elanco Animal Health Inc
Healthcare
|
Added | 39,770 | $1,268,265 | 1.22% | |
| IQV |
Iqvia Holdings Inc.
Healthcare
|
Held | 4,700 | $1,125,838 | 1.08% | |
| TMO |
Thermo Fisher Scientific Inc.
Healthcare
|
Added | 1,812 | $1,035,249 | 0.99% | |
| DXCM |
Dexcom Inc
Healthcare
|
Added | 7,260 | $992,550 | 0.95% | |
| MOH |
Molina Healthcare, Inc.
Healthcare
|
Held | 3,308 | $897,493 | 0.86% | |
| VRTX |
Vertex Pharmaceuticals Inc / Ma
Healthcare
|
Added | 4,161 | $754,763 | 0.72% | |
| CI |
Cigna Group
Healthcare
|
Added | 3,734 | $747,397 | 0.72% | |
| AMGN |
Amgen Inc
Healthcare
|
Added | 3,307 | $703,233 | 0.67% | |
| IONS |
Ionis Pharmaceuticals Inc
Healthcare
|
Held | 15,118 | $507,057 | 0.49% | |
| MCK |
Mckesson Corp
Healthcare
|
Added | 2,246 | $447,807 | 0.43% | |
| DVA |
Davita Inc.
Healthcare
|
Added | 3,716 | $432,022 | 0.41% | |
| ZTS |
Zoetis Inc.
Healthcare
|
Added | 2,224 | $431,767 | 0.41% | |
| SYK |
Stryker Corp
Healthcare
|
Held | 1,600 | $421,952 | 0.40% | |
| ABBV |
AbbVie Inc.
Healthcare
|
Added | 3,088 | $333,102 | 0.32% | |
| INCY |
Incyte Corp
Healthcare
|
Added | 4,012 | $275,945 | 0.26% | |
| OGN |
Organon & Co.
Healthcare
|
NEW | 6,546 | $214,643 | 0.21% |