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SAI

Systematic Alpha Investments Portfolio holdings

AUM $3.72B
1-Year Est. Return 46.33%
This Fund
S&P 500
This Quarter Est. Return
+11.82%
1 Year Est. Return
+46.33%
3 Year Est. Return
+117.29%
5 Year Est. Return
+151.46%
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 Miscellaneous 39.66%
2 Technology 17.48%
3 Healthcare 13.19%
4 Financials 7.42%
5 Consumer Discretionary 5.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SO icon
76
Southern Company
SO
$99.2B
$2.1M 0.09%
30,000
– –
FANG icon
77
Diamondback Energy
FANG
$54.5B
$1.86M 0.08%
12,013
– –
CMG icon
78
Chipotle Mexican Grill
CMG
$42.6B
$1.79M 0.08%
39,100
– –
APA icon
79
APA Corp
APA
$15.7B
$1.72M 0.08%
48,003
– –
RCL icon
80
Royal Caribbean
RCL
$67.9B
$1.71M 0.08%
13,214
– –
ORLY icon
81
O'Reilly Automotive
ORLY
$67.7B
$1.71M 0.08%
27,000
– –
OTIS icon
82
Otis Worldwide
OTIS
$26.4B
$1.67M 0.07%
18,610
– –
MS icon
83
Morgan Stanley
MS
$318B
$1.62M 0.07%
17,326
– –
HPQ icon
84
HP
HPQ
$29.5B
$1.59M 0.07%
53,000
– –
CE icon
85
Celanese
CE
$5.14B
$1.55M 0.07%
10,000
– –
CARR icon
86
Carrier Global
CARR
$44.7B
$1.48M 0.07%
25,789
– –
ALGN icon
87
Align Technology
ALGN
$10.7B
$1.44M 0.06%
5,266
– –
MAR icon
88
Marriott International
MAR
$87.3B
$1.39M 0.06%
6,143
– –
ANET icon
89
Arista Networks
ANET
$249B
$1.37M 0.06%
23,296
– –
PHM icon
90
Pultegroup
PHM
$22.4B
$1.35M 0.06%
13,088
– –
MGM icon
91
MGM Resorts International
MGM
$9.66B
$1.31M 0.06%
29,270
– –
LEN icon
92
Lennar Class A
LEN
$18.9B
$1.29M 0.06%
8,924
– –
QQQ icon
93
Invesco QQQ Trust
QQQ
$474B
$1.28M 0.06%
3,130
– –
BSX icon
94
Boston Scientific
BSX
$63.6B
$1.26M 0.06%
21,760
– –
GS icon
95
Goldman Sachs
GS
$273B
$1.23M 0.06%
3,194
– –
NUE icon
96
Nucor
NUE
$59.1B
$1.22M 0.05%
7,020
– –
TMO icon
97
Thermo Fisher Scientific
TMO
$240B
$1.22M 0.05%
2,296
– –
PBI icon
98
Pitney Bowes
PBI
$2.37B
$1.21M 0.05%
275,000
– –
BRC icon
99
Brady Corp
BRC
$3.97B
$1.19M 0.05%
20,200
– –
KLAC icon
100
KLA
KLAC
$219B
$1.14M 0.05%
19,610
– –
2 3
4
5 6

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BCM
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MIM
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OH
Osiris Holdings Monaco $3.72B AUM
FAM
Foxhaven Asset Management Charlottesville, Virginia $3.73B AUM 2.63% 1-Year Est. Return
MSC
MUFG Securities (Canada) New York $3.71B AUM 38.19% 1-Year Est. Return
CM
Castleark Management Chicago, Illinois $3.71B AUM 65.19% 1-Year Est. Return
BFA
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BC
Burney Company Reston, Virginia $3.71B AUM 37.66% 1-Year Est. Return

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 Miscellaneous at 40% of assets, up from 39% a quarter earlier, followed by Technology and Healthcare.

  • 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.