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SAI

Systematic Alpha Investments Portfolio holdings

AUM $2.84B
1-Year Est. Return 27.03%
This Fund
S&P 500
This Quarter Est. Return
+12.04%
1 Year Est. Return
+27.03%
3 Year Est. Return
+89.36%
5 Year Est. Return
+114.5%
10 Year Est. Return
–
AUM
$2.15B
AUM Growth
-$130M
Cap. Flow
-$218M
Cap. Flow %
-10.15%
Top 10 Hldgs %
52.13%
Holding
517
New
5
Increased
8
Reduced
31
Closed
288

Top Buys

Rank Stock Value
1
SCHP icon
Schwab US TIPS ETF
SCHP
+$18.9M
2
VTIP icon
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
+$10.1M
3
ACWI icon
iShares MSCI ACWI ETF
ACWI
+$7.63M
4
BEN icon
Franklin Resources
BEN
+$4.11M
5
HPQ icon
HP
HPQ
+$1.73M

Top Sells

Rank Stock Value
1
UFS
DOMTAR CORPORATION (New)
UFS
+$6.55M
2
MCHP icon
Microchip Technology
MCHP
+$6.39M
3
FDX icon
FedEx
FDX
+$3.77M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$3.05M
5
IBM icon
IBM
IBM
+$2.9M

Sector Composition

Rank Sector Weight
1 Technology 16.34%
2 Healthcare 9.79%
3 Financials 7.69%
4 Consumer Discretionary 7.22%
5 Communication Services 6.09%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GILD icon
326
Gilead Sciences
GILD
$162B
– –
-100
Closed -$6K
GNRC icon
327
Generac Holdings
GNRC
$12.5B
– –
-18
Closed -$9K
GPN icon
328
Global Payments
GPN
$23.8B
– –
-959
Closed -$137K
GRMN
329
Garmin
GRMN
$58.4B
– –
-1
Closed –
GWW icon
330
W.W. Grainger
GWW
$60.7B
– –
-26
Closed -$12K
GXO icon
331
GXO Logistics
GXO
$5.9B
– –
-158
Closed -$14K
HASI icon
332
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5B
– –
-229
Closed -$14K
HBAN icon
333
Huntington Bancshares
HBAN
$35.6B
– –
-1
Closed –
HCA icon
334
HCA Healthcare
HCA
$85.9B
– –
-738
Closed -$185K
HIG icon
335
Hartford Financial Services
HIG
$39B
– –
-1
Closed –
HII icon
336
Huntington Ingalls Industries
HII
$12.7B
– –
-7
Closed -$1K
HON icon
337
Honeywell
HON
$78.6B
– –
-75
Closed -$16K
HST icon
338
Host Hotels & Resorts
HST
$17.2B
– –
-457
Closed -$8K
HSY icon
339
Hershey
HSY
$35.6B
– –
-1
Closed –
HUM icon
340
Humana
HUM
$43.9B
– –
-388
Closed -$180K
HWM icon
341
Howmet Aerospace
HWM
$115B
– –
-164
Closed -$5K
HYG icon
342
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
– –
-350
Closed -$30K
ICE icon
343
Intercontinental Exchange
ICE
$83.8B
– –
-901
Closed -$125K
ICHR icon
344
Ichor Holdings
ICHR
$2.54B
– –
-234
Closed -$10K
IDXX icon
345
Idexx Laboratories
IDXX
$46.7B
– –
-29
Closed -$19K
IEV icon
346
iShares Europe ETF
IEV
$1.69B
– –
-1,600
Closed -$88K
IEX icon
347
IDEX
IEX
$17.3B
– –
-39
Closed -$9K
IFF icon
348
International Flavors & Fragrances
IFF
$20.6B
– –
-71
Closed -$10K
IJH icon
349
iShares Core S&P Mid-Cap ETF
IJH
$125B
– –
-205
Closed -$11K
IJR icon
350
iShares Core S&P Small-Cap ETF
IJR
$113B
– –
-152
Closed -$17K
12 13
14
15 16

Similar funds

MWM
Meridian Wealth Management Lexington, Kentucky $2.85B AUM 31.23% 1-Year Est. Return
AIP
Atlas Infrastructure Partners London, United Kingdom $2.84B AUM 4.75% 1-Year Est. Return
MSDF
Michael & Susan Dell Foundation New York $2.85B AUM 26.28% 1-Year Est. Return
WG
Winton Group London, United Kingdom $2.85B AUM 30.73% 1-Year Est. Return
YC
Yarbrough Capital Franklin, Tennessee $2.85B AUM 36.22% 1-Year Est. Return
AHSSHC
Adventist Health System Sunbelt Healthcare Corp Altamonte Springs, Florida $2.86B AUM 12.86% 1-Year Est. Return
GS
GTS Securities New York $2.83B AUM 21.76% 1-Year Est. Return
CAM
Crake Asset Management London, United Kingdom $2.86B AUM 16.35% 1-Year Est. Return

Systematic Alpha Investments's Q4 2021 Portfolio in Review

As of Q4 2021, Systematic Alpha Investments held 517 positions worth $2.15B, down 5.7% from $2.28B the previous quarter. Its ten largest holdings account for 52% of the portfolio.

Systematic Alpha Investments withdrew a net $218M in Q4 2021, closing 288 positions and reducing 31 holdings. Its most notable exit was DOMTAR CORPORATION (New), an estimated $6.55M position sold in full.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 14% a quarter earlier, followed by Healthcare and Financials.

Against the trend, Systematic Alpha Investments opened a new position in Schwab US TIPS ETF worth $18.9M.

  • Systematic Alpha Investments's largest Q4 2021 buy was Schwab US TIPS ETF: 600,000 shares worth $18.9M.
  • Systematic Alpha Investments added most to Franklin Resources in Q4 2021, an estimated $4.11M increase.
  • Systematic Alpha Investments's biggest Q4 2021 reduction was Microchip Technology, cutting an estimated $6.39M.
  • Systematic Alpha Investments fully exited DOMTAR CORPORATION (New) in Q4 2021, selling an estimated $6.55M.
  • Systematic Alpha Investments's ten largest holdings make up 52% of its $2.15B portfolio in Q4 2021.
  • Systematic Alpha Investments opened 5 new positions and closed 288 in Q4 2021.
  • Systematic Alpha Investments's portfolio value fell 5.7% quarter-over-quarter to $2.15B.

Based on Systematic Alpha Investments's 13F filing for Q4 2021, filed 15 Feb 2022.