06/30/2023
Top Buys (13F)
- Name% Change
- TMUS T-Mobile US Inc 4.9%
- VSAT Viasat Inc. 4.9%
- ABBV AbbVie Inc 4.35%
- CRM Salesforce.com Inc. 3.68%
- META Meta Platforms Inc 3.3%
- Name% Change
- TMUS T-Mobile US Inc $468.632 Million
- VSAT Viasat Inc. $468.581 Million
- ABBV AbbVie Inc $416.363 Million
- CRM Salesforce.com Inc. $352.498 Million
- META Meta Platforms Inc $315.912 Million
06/30/2023
Top Sells (13F)
- Name% Change
- MSFT Microsoft Corp. 6.81%
- CMCSA Comcast Corp. Class A 4.89%
- PGR Progressive Corp. 4.7%
- INTC Intel Corp. 3.04%
- AZEK AZEK Company Inc. 3.04%
- Name% Change
- MSFT Microsoft Corp. $-787.605 Million
- CMCSA Comcast Corp. Class A $-520.108 Million
- PGR Progressive Corp. $-421.867 Million
- AZEK AZEK Company Inc. $-391.839 Million
- INTC Intel Corp. $-290.622 Million
06/30/2023
13F Holdings Summary
- Stock% Port
- GFL GFL Environmental Inc. Subo... 15.95%
- CB Chubb Limited 6.25%
- JPM JPMorgan Chase & Co. (Chemi... 5.86%
- V VISA Inc 5.61%
- SYK Stryker Corp. 5.27%
06/30/2023
13F Activity
- Market Value $9.567 Billion
- Prior Market Value $9.698 Billion
- New Purchases87 stocks
- Additional Purchases215 stocks
- Sold out of81 stocks
- Reduced holdings in148 stocks
- Top 10 Holdings % 62.32 %
- Turnover % [1]:33.33%
- Turnover Alt % [2]: 27.65 %
- Time Held Top20:3.25 quarters
- Time Held Top10:2.50 quarters
- Time Held All:8.41 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
06/30/2023
13F Sector Allocation Over Time
Fund Metrics
You are limited to the prior 8 quarters of 13F filings. Subscribe to WhaleWisdom to view all filing data for ONTARIO TEACHERS PENSION PLAN BOARD
Portfolio Analysis
| Classifications: |
Q2 2023: |
Consistent Across Past 12 Quarters: |
| Type of 13F Disclosure | 13F Holdings Report | |
| % of holdings ETF | 0.0 | |
| % of top 20 holdings the same as top 20 most commonly held by all managers | 20.0% |
| ALL HOLDINGS | TOP-20 HOLDINGS | |||||||
|---|---|---|---|---|---|---|---|---|
| min | max | mean | median | min | max | mean | median | |
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| Tangible Book Value Per Share | Premium subscription required | |||||||
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| Sector Allocation | 0.013% ( ) | 29.73% (INDUSTRIALS) | 7.692% | 3.671% | 1.02% (REAL ESTATE) | 32.034% (INDUSTRIALS) | 12.5% | 10.358% |
Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2023-08-14
| Performance for Q2 2023: | 14.39% |
| Performance Last 4 Quarters: | 23.34% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
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| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
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This lets you look at individual sub managers or subsidiaries within
the 13F filing.
13F Managers
| Name |
|---|
| OTPP Environmental Services Trust |
| 2594868 Ontario Ltd |
