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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
MA icon
26
Mastercard
MA
$498B
$21.5M 1%
59,876
– –
ES icon
27
Eversource Energy
ES
$28.1B
$20.6M 0.96%
226,152
– –
CSCO icon
28
Cisco
CSCO
$443B
$19.9M 0.93%
314,568
– –
AEP icon
29
American Electric Power
AEP
$70.4B
$19.3M 0.9%
217,000
– –
SCHP icon
30
Schwab US TIPS ETF
SCHP
$16.4B
$18.9M 0.88%
+600,000
New +$18.9M
KMB icon
31
Kimberly-Clark
KMB
$37.6B
$18.8M 0.88%
131,859
– –
BMY icon
32
Bristol-Myers Squibb
BMY
$129B
$18.5M 0.86%
296,292
– –
MET icon
33
MetLife
MET
$62.4B
$17.5M 0.81%
280,471
-33
-0% -$2.07K
VZ icon
34
Verizon
VZ
$197B
$16.1M 0.75%
308,920
– –
AVY icon
35
Avery Dennison
AVY
$12.8B
$15.3M 0.71%
70,644
– –
ALL icon
36
Allstate
ALL
$70.6B
$14.9M 0.69%
126,941
– –
SLF icon
37
Sun Life Financial
SLF
$45.6B
$14M 0.65%
250,808
– –
YUM icon
38
Yum! Brands
YUM
$41.9B
$13.8M 0.64%
99,234
– –
TFC icon
39
Truist Financial
TFC
$63.9B
$13.7M 0.64%
233,937
– –
ABBV icon
40
AbbVie
ABBV
$465B
$13.3M 0.62%
98,285
– –
SPY icon
41
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$12M 0.56%
25,170
-200
-0.8% -$91.8K
RTX icon
42
RTX Corp
RTX
$290B
$11.5M 0.54%
134,190
-25
-0% -$2.18K
INTC icon
43
Intel
INTC
$413B
$11.1M 0.52%
215,388
– –
KO icon
44
Coca-Cola
KO
$383B
$10.2M 0.47%
172,300
– –
NFLX icon
45
Netflix
NFLX
$307B
$10.1M 0.47%
167,610
– –
MO icon
46
Altria Group
MO
$125B
$10.1M 0.47%
212,638
– –
VTIP icon
47
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$10M 0.47%
+195,000
New +$10.1M
XLF icon
48
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$9.7M 0.45%
248,410
-6,510
-3% -$256K
AAMI
49
Acadian Asset Management
AAMI
$2.88B
$9.47M 0.44%
370,108
– –
EIX icon
50
Edison International
EIX
$30.3B
$8.88M 0.41%
130,188
– –
1
2
3 4 5

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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.