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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
+11.82%
1 Year Est. Return
+27.03%
3 Year Est. Return
+89.36%
5 Year Est. Return
+114.5%
10 Year Est. Return
–
AUM
$2.23B
AUM Growth
+$222M
Cap. Flow
+$5.48M
Cap. Flow %
0.25%
Top 10 Hldgs %
55.64%
Holding
311
New
13
Increased
1
Reduced
9
Closed
24

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$16.6M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$7.57M
3
SPYG icon
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
+$4.32M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$387K
5
HMY icon
Harmony Gold Mining
HMY
+$114K

Top Sells

Rank Stock Value
1
VTIP icon
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
+$23.4M
2
YUM icon
Yum! Brands
YUM
+$12.4M
3
ATVI
Activision Blizzard
ATVI
+$366K
4
KOF icon
Coca-Cola Femsa
KOF
+$149K
5
IMOS
ChipMOS TECHNOLOGIES
IMOS
+$80K

Sector Composition

Rank Sector Weight
1 Technology 17.48%
2 Healthcare 13.19%
3 Financials 7.42%
4 Consumer Discretionary 5.85%
5 Communication Services 5.64%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MET icon
26
MetLife
MET
$62.5B
$18.5M 0.83%
280,471
– –
TLT icon
27
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$18.2M 0.82%
+184,000
New +$16.6M
ALL icon
28
Allstate
ALL
$68.3B
$17.8M 0.8%
126,941
– –
AEP icon
29
American Electric Power
AEP
$69.5B
$17.6M 0.79%
217,000
– –
TGT icon
30
Target
TGT
$65.6B
$16.3M 0.73%
114,786
– –
KMB icon
31
Kimberly-Clark
KMB
$36.6B
$16M 0.72%
131,859
– –
CSCO icon
32
Cisco
CSCO
$448B
$15.9M 0.71%
314,568
– –
ABBV icon
33
AbbVie
ABBV
$455B
$15.2M 0.68%
98,285
– –
BMY icon
34
Bristol-Myers Squibb
BMY
$132B
$15.2M 0.68%
296,292
– –
AVY icon
35
Avery Dennison
AVY
$13.4B
$14.3M 0.64%
70,644
– –
ES icon
36
Eversource Energy
ES
$27.8B
$14M 0.63%
226,152
– –
SLF icon
37
Sun Life Financial
SLF
$45.9B
$13M 0.58%
250,808
– –
PFE icon
38
Pfizer
PFE
$142B
$12.2M 0.55%
424,515
– –
TMUS icon
39
T-Mobile US
TMUS
$186B
$11.7M 0.52%
73,020
– –
VZ icon
40
Verizon
VZ
$193B
$11.6M 0.52%
308,920
– –
RTX icon
41
RTX Corp
RTX
$289B
$11.3M 0.51%
134,190
– –
INTC icon
42
Intel
INTC
$460B
$10.8M 0.49%
215,388
– –
KO icon
43
Coca-Cola
KO
$381B
$10.2M 0.46%
172,300
– –
XLF icon
44
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$9.34M 0.42%
248,410
– –
EIX icon
45
Edison International
EIX
$30.3B
$9.31M 0.42%
130,188
– –
TFC icon
46
Truist Financial
TFC
$63.5B
$8.64M 0.39%
233,937
– –
MO icon
47
Altria Group
MO
$113B
$8.58M 0.38%
212,638
– –
LRCX icon
48
Lam Research
LRCX
$372B
$8.53M 0.38%
108,890
– –
AVGO icon
49
Broadcom
AVGO
$1.85T
$8.21M 0.37%
73,560
– –
NFLX icon
50
Netflix
NFLX
$305B
$8.16M 0.37%
167,610
– –
1
2
3 4 5

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AIP
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MSDF
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WG
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YC
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AHSSHC
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Systematic Alpha Investments's Q4 2023 Portfolio in Review

As of Q4 2023, Systematic Alpha Investments held 311 positions worth $2.23B, up 11% from $2.01B the previous quarter. Its ten largest holdings account for 56% of the portfolio.

Systematic Alpha Investments's Q4 2023 filing shows 13 new, 1 increased, 9 reduced and 24 closed positions. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 184,000 shares worth $18.2M. The largest sale was Vanguard Short-Term Inflation-Protected Securities Index Fund, an estimated $23.4M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 17% a quarter earlier, followed by Healthcare and Financials.

  • Systematic Alpha Investments's largest Q4 2023 buy was iShares 20+ Year Treasury Bond ETF: 184,000 shares worth $18.2M.
  • Systematic Alpha Investments added most to State Street SPDR S&P 500 ETF Trust in Q4 2023, an estimated $7.57M increase.
  • Systematic Alpha Investments's biggest Q4 2023 reduction was ChipMOS TECHNOLOGIES, cutting an estimated $80K.
  • Systematic Alpha Investments fully exited Vanguard Short-Term Inflation-Protected Securities Index Fund in Q4 2023, selling an estimated $23.4M.
  • Systematic Alpha Investments's ten largest holdings make up 56% of its $2.23B portfolio in Q4 2023.
  • Systematic Alpha Investments opened 13 new positions and closed 24 in Q4 2023.
  • Systematic Alpha Investments's portfolio value rose 11% quarter-over-quarter to $2.23B.

Based on Systematic Alpha Investments's 13F filing for Q4 2023, filed 13 Feb 2024.