We are live on ! Find out more
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
HES
176
DELISTED
Hess
HES
$369K 0.02%
4,980
– –
J icon
177
Jacobs Solutions
J
$15.9B
$366K 0.02%
3,175
– –
STT icon
178
State Street
STT
$50.6B
$353K 0.02%
3,798
– –
EW icon
179
Edwards Lifesciences
EW
$49.6B
$346K 0.02%
2,670
– –
CTS icon
180
CTS Corp
CTS
$1.83B
$344K 0.02%
9,360
– –
AMN icon
181
AMN Healthcare
AMN
$1.3B
$343K 0.02%
2,800
– –
KEY icon
182
KeyCorp
KEY
$24.2B
$338K 0.02%
14,601
– –
PVH icon
183
PVH
PVH
$4B
$338K 0.02%
3,169
– –
QRVO icon
184
Qorvo
QRVO
$7.99B
$338K 0.02%
2,160
-1,300
-38% -$207K
COP icon
185
ConocoPhillips
COP
$147B
$333K 0.02%
4,610
– –
EXPE icon
186
Expedia Group
EXPE
$35.4B
$332K 0.02%
1,837
– –
FMC icon
187
FMC
FMC
$1.34B
$330K 0.02%
3,000
– –
RDY icon
188
Dr. Reddy's Laboratories
RDY
$9.87B
$321K 0.01%
24,500
– –
JCI icon
189
Johnson Controls International
JCI
$88.8B
$318K 0.01%
3,909
– –
LRN icon
190
Stride
LRN
$3.41B
$318K 0.01%
9,550
– –
HAL icon
191
Halliburton
HAL
$26.9B
$316K 0.01%
13,816
– –
PARA
192
DELISTED
Paramount Global Class B
PARA
$315K 0.01%
10,428
-238
-2% -$8.2K
NSIT icon
193
Insight Enterprises
NSIT
$3.89B
$314K 0.01%
2,950
– –
GM icon
194
General Motors
GM
$80.4B
$305K 0.01%
5,200
– –
PHM icon
195
Pultegroup
PHM
$24.1B
$302K 0.01%
5,288
– –
APTV icon
196
Aptiv
APTV
$12B
$297K 0.01%
1,798
– –
DFS
197
DELISTED
Discover Financial Services
DFS
$294K 0.01%
2,547
– –
DXCM icon
198
DexCom
DXCM
$31.5B
$292K 0.01%
2,172
– –
PWR icon
199
Quanta Services
PWR
$100B
$286K 0.01%
2,493
– –
DOW icon
200
Dow Inc
DOW
$21.9B
$285K 0.01%
5,020
– –
6 7
8
9 10

Similar funds

MWM
Meridian Wealth Management Lexington, Kentucky $2.85B AUM 31.23% 1-Year Est. Return
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.