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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
RDY icon
176
Dr. Reddy's Laboratories
RDY
$10.2B
$341K 0.02%
24,500
– –
ASO icon
177
Academy Sports + Outdoors
ASO
$3.12B
$337K 0.02%
5,100
– –
IBM icon
178
IBM
IBM
$226B
$334K 0.02%
2,040
– –
EBAY icon
179
eBay
EBAY
$49.6B
$331K 0.01%
7,580
– –
ADI icon
180
Analog Devices
ADI
$178B
$311K 0.01%
1,567
– –
NWS icon
181
News Corp Class B
NWS
$17.9B
$296K 0.01%
11,500
– –
STT icon
182
State Street
STT
$50.4B
$294K 0.01%
3,798
– –
DFS
183
DELISTED
Discover Financial Services
DFS
$286K 0.01%
2,547
– –
COF icon
184
Capital One
COF
$125B
$286K 0.01%
2,181
– –
EXPE icon
185
Expedia Group
EXPE
$33.9B
$279K 0.01%
1,837
– –
DHR icon
186
Danaher
DHR
$148B
$279K 0.01%
1,205
-154
-11% -$32.8K
EA
187
DELISTED
Electronic Arts
EA
$276K 0.01%
2,020
– –
IR icon
188
Ingersoll Rand
IR
$27.9B
$275K 0.01%
3,562
– –
DOW icon
189
Dow Inc
DOW
$21.4B
$275K 0.01%
5,020
– –
TGLS icon
190
Tecnoglass Holdings
TGLS
$1.65B
$270K 0.01%
5,900
– –
DXCM icon
191
DexCom
DXCM
$33B
$270K 0.01%
2,172
– –
IBN icon
192
ICICI Bank
IBN
$101B
$269K 0.01%
11,300
– –
IVV icon
193
iShares Core S&P 500 ETF
IVV
$841B
$260K 0.01%
544
– –
NCLH icon
194
Norwegian Cruise Line
NCLH
$6.77B
$255K 0.01%
12,708
– –
TKO icon
195
TKO Group
TKO
$13.9B
$253K 0.01%
3,100
– –
QRVO icon
196
Qorvo
QRVO
$10.3B
$243K 0.01%
2,160
– –
WAL icon
197
Western Alliance Bancorporation
WAL
$8.59B
$238K 0.01%
3,620
– –
ODFL icon
198
Old Dominion Freight Line
ODFL
$36.6B
$235K 0.01%
1,162
– –
PAYC icon
199
Paycom
PAYC
$10.3B
$235K 0.01%
1,137
– –
LIN icon
200
Linde
LIN
$211B
$232K 0.01%
564
– –
6 7
8
9 10

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MIM
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OH
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FAM
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MSC
MUFG Securities (Canada) New York $3.71B AUM 38.19% 1-Year Est. Return
CM
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BFA
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BC
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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 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.