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
+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
DRI icon
201
Darden Restaurants
DRI
$23.3B
$227K 0.01%
1,380
– –
JCI icon
202
Johnson Controls International
JCI
$88.8B
$225K 0.01%
3,909
– –
C icon
203
Citigroup
C
$222B
$218K 0.01%
4,238
– –
KEY icon
204
KeyCorp
KEY
$24.2B
$210K 0.01%
14,601
– –
MU icon
205
Micron Technology
MU
$930B
$210K 0.01%
2,461
– –
UAL icon
206
United Airlines
UAL
$39.4B
$208K 0.01%
5,047
– –
LKQ icon
207
LKQ Corp
LKQ
$5.68B
$207K 0.01%
4,336
– –
EW icon
208
Edwards Lifesciences
EW
$49.6B
$204K 0.01%
2,670
– –
LOW icon
209
Lowe's Companies
LOW
$117B
$201K 0.01%
903
– –
PGR icon
210
Progressive
PGR
$123B
$200K 0.01%
1,257
– –
HCA icon
211
HCA Healthcare
HCA
$87.2B
$200K 0.01%
738
– –
SPGI icon
212
S&P Global
SPGI
$121B
$199K 0.01%
452
– –
DOOR
213
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$195K 0.01%
2,300
– –
CPRI icon
214
Capri Holdings
CPRI
$1.83B
$195K 0.01%
3,875
– –
FMC icon
215
FMC
FMC
$1.34B
$189K 0.01%
3,000
– –
BLK icon
216
Blackrock
BLK
$169B
$187K 0.01%
230
– –
WY icon
217
Weyerhaeuser
WY
$18B
$186K 0.01%
5,350
– –
FMX icon
218
Fomento Económico Mexicano
FMX
$43.6B
$176K 0.01%
1,350
– –
HUM icon
219
Humana
HUM
$43.7B
$174K 0.01%
380
– –
LPLA icon
220
LPL Financial
LPLA
$28.3B
$173K 0.01%
760
– –
LYV icon
221
Live Nation Entertainment
LYV
$40.6B
$173K 0.01%
1,847
– –
IMMR icon
222
Immersion
IMMR
$251M
$172K 0.01%
24,400
– –
SBUX icon
223
Starbucks
SBUX
$120B
$171K 0.01%
1,776
– –
MCO icon
224
Moody's
MCO
$82.8B
$162K 0.01%
416
– –
APTV icon
225
Aptiv
APTV
$12B
$161K 0.01%
1,798
– –
7 8
9
10 11

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 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.