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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
LUV icon
376
Southwest Airlines
LUV
$23B
– –
-138
Closed -$7K
LVS icon
377
Las Vegas Sands
LVS
$30.6B
– –
-1
Closed –
LW icon
378
Lamb Weston
LW
$7.29B
– –
-2,600
Closed -$147K
MAA icon
379
Mid-America Apartment Communities
MAA
$15.5B
– –
-31
Closed -$6K
MBUU icon
380
Malibu Boats
MBUU
$548M
– –
-2,800
Closed -$198K
MCO icon
381
Moody's
MCO
$83.7B
– –
-416
Closed -$168K
MDY icon
382
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
– –
-300
Closed -$153K
MHK icon
383
Mohawk Industries
MHK
$9.01B
– –
-310
Closed -$55K
MJ icon
384
Amplify Alternative Harvest ETF
MJ
$104M
– –
-225
Closed -$36K
MKSI icon
385
MKS Inc
MKSI
$20.9B
– –
-75
Closed -$11K
MLM icon
386
Martin Marietta Materials
MLM
$32.6B
– –
-15
Closed -$6K
MOH icon
387
Molina Healthcare
MOH
$10.2B
– –
-75
Closed -$22K
MSCI icon
388
MSCI
MSCI
$41.8B
– –
-135
Closed -$90K
MSI icon
389
Motorola Solutions
MSI
$72.6B
– –
-60
Closed -$15K
MTCH icon
390
Match Group
MTCH
$9.46B
– –
-17
Closed -$3K
MTB icon
391
M&T Bank
MTB
$36.2B
– –
-24
Closed -$4K
MTZ icon
392
MasTec
MTZ
$21B
– –
-629
Closed -$56K
MUR icon
393
Murphy Oil
MUR
$5.55B
– –
-1
Closed –
NDAQ icon
394
Nasdaq
NDAQ
$52.6B
– –
-3
Closed –
NIO icon
395
NIO
NIO
$12.1B
– –
-2,500
Closed -$99K
NOAH
396
Noah Holdings
NOAH
$584M
– –
-3,900
Closed -$166K
NSC icon
397
Norfolk Southern
NSC
$75.6B
– –
-7
Closed -$2K
NTRS icon
398
Northern Trust
NTRS
$33.3B
– –
-174
Closed -$21K
NVAX icon
399
Novavax
NVAX
$1.22B
– –
-480
Closed -$71K
OC icon
400
Owens Corning
OC
$11.5B
– –
-1
Closed –
14 15
16
17 18

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MWM
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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.