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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
SLB icon
101
SLB Ltd
SLB
$73.6B
$1.11M 0.05%
21,425
– –
SNPS icon
102
Synopsys
SNPS
$74.4B
$1.06M 0.05%
2,053
– –
F icon
103
Ford
F
$58.5B
$974K 0.04%
79,942
– –
URI icon
104
United Rentals
URI
$67.2B
$960K 0.04%
1,674
– –
WBA
105
DELISTED
Walgreens Boots Alliance
WBA
$950K 0.04%
36,400
– –
PXD
106
DELISTED
Pioneer Natural Resource Co.
PXD
$944K 0.04%
4,198
– –
MPC icon
107
Marathon Petroleum
MPC
$92.4B
$937K 0.04%
6,315
– –
HSBC icon
108
HSBC
HSBC
$365B
$932K 0.04%
23,000
– –
CPRT icon
109
Copart
CPRT
$27B
$930K 0.04%
18,972
– –
TER icon
110
Teradyne
TER
$57.6B
$922K 0.04%
8,500
– –
NOW icon
111
ServiceNow
NOW
$115B
$881K 0.04%
6,235
– –
CI icon
112
Cigna
CI
$73.7B
$845K 0.04%
2,821
– –
WDC icon
113
Western Digital
WDC
$188B
$838K 0.04%
21,168
– –
BKR icon
114
Baker Hughes
BKR
$60B
$817K 0.04%
23,912
– –
NOC icon
115
Northrop Grumman
NOC
$77.1B
$796K 0.04%
1,700
– –
CBRE icon
116
CBRE Group
CBRE
$42.5B
$775K 0.03%
8,328
– –
ELV icon
117
Elevance Health
ELV
$81.5B
$753K 0.03%
1,597
– –
HES
118
DELISTED
Hess
HES
$718K 0.03%
4,980
– –
CDNS icon
119
Cadence Design Systems
CDNS
$93.6B
$680K 0.03%
2,498
– –
ATKR icon
120
Atkore
ATKR
$2.46B
$672K 0.03%
4,200
– –
CHE icon
121
Chemed
CHE
$7.07B
$643K 0.03%
1,100
– –
RJF icon
122
Raymond James Financial
RJF
$33.8B
$636K 0.03%
5,700
– –
HSY icon
123
Hershey
HSY
$35.2B
$634K 0.03%
3,401
– –
MRO
124
DELISTED
Marathon Oil Corporation
MRO
$631K 0.03%
26,098
– –
ETSY icon
125
Etsy
ETSY
$7.75B
$610K 0.03%
7,528
– –
3 4
5
6 7

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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 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.