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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
+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
ZTS icon
201
Zoetis
ZTS
$32.4B
$274K 0.01%
1,124
– –
IBM icon
202
IBM
IBM
$211B
$273K 0.01%
2,040
-23,106
-92% -$2.9M
EA icon
203
Electronic Arts
EA
$53B
$266K 0.01%
2,020
-23
-1% -$3.09K
NCLH icon
204
Norwegian Cruise Line
NCLH
$8.51B
$264K 0.01%
12,708
– –
ATVI
205
DELISTED
Activision Blizzard
ATVI
$260K 0.01%
3,908
-832
-18% -$56.9K
IVV icon
206
iShares Core S&P 500 ETF
IVV
$878B
$259K 0.01%
544
– –
NWS icon
207
News Corp Class B
NWS
$16.9B
$259K 0.01%
11,500
-289
-2% -$6.62K
C icon
208
Citigroup
C
$222B
$256K 0.01%
4,238
+2,361
+126% +$157K
CPRI icon
209
Capri Holdings
CPRI
$1.83B
$252K 0.01%
3,875
– –
CI icon
210
Cigna
CI
$73.7B
$234K 0.01%
1,021
-7,694
-88% -$1.64M
LOW icon
211
Lowe's Companies
LOW
$117B
$233K 0.01%
903
– –
MU icon
212
Micron Technology
MU
$930B
$229K 0.01%
2,461
-14,500
-85% -$1.13M
IBN icon
213
ICICI Bank
IBN
$108B
$224K 0.01%
11,300
– –
LYV icon
214
Live Nation Entertainment
LYV
$40.6B
$221K 0.01%
1,847
– –
UAL icon
215
United Airlines
UAL
$39.4B
$221K 0.01%
5,047
-46
-0.9% -$2.13K
IR icon
216
Ingersoll Rand
IR
$32.6B
$220K 0.01%
3,562
– –
WY icon
217
Weyerhaeuser
WY
$18B
$220K 0.01%
5,350
+547
+11% +$20.8K
SPWH icon
218
Sportsman's Warehouse
SPWH
$44.5M
$216K 0.01%
18,300
– –
SPGI icon
219
S&P Global
SPGI
$121B
$213K 0.01%
452
– –
BLK icon
220
Blackrock
BLK
$169B
$211K 0.01%
230
– –
DRI icon
221
Darden Restaurants
DRI
$23.3B
$208K 0.01%
1,380
– –
ODFL icon
222
Old Dominion Freight Line
ODFL
$44.1B
$208K 0.01%
1,162
– –
SBUX icon
223
Starbucks
SBUX
$120B
$208K 0.01%
1,776
– –
CROX icon
224
Crocs
CROX
$6.14B
$205K 0.01%
1,600
– –
IMOS
225
ChipMOS TECHNOLOGIES
IMOS
$1.65B
$201K 0.01%
5,710
– –
7 8
9
10 11

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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 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.