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
(-5.7%)
Cap. Flow
-$218M
Cap. Flow
% of AUM
-10.15%
Top 10 Holdings %
Top 10 Hldgs %
52.13%
Holding
517
New
5
Increased
8
Reduced
31
Closed
288
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Schwab US TIPS ETF
SCHP
|
+$18.9M |
| 2 |
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
|
+$10.1M |
| 3 |
iShares MSCI ACWI ETF
ACWI
|
+$7.63M |
| 4 |
Franklin Resources
BEN
|
+$4.11M |
| 5 |
HP
HPQ
|
+$1.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
UFS
DOMTAR CORPORATION (New)
UFS
|
+$6.55M |
| 2 |
Microchip Technology
MCHP
|
+$6.39M |
| 3 |
FedEx
FDX
|
+$3.77M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$3.05M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
Vanguard S&P 500 ETF
VOO
$956B
| $494M | 22.97% |
1,132,544
+100
| +0% | +$42.2K |
|
2
Vanguard Morningstar Value ETF
VTV
$188B
| $132M | 6.12% |
894,868
| – | – |
|
3
Apple
AAPL
$4.97T
| $101M | 4.68% |
566,844
| – | – |
|
4
Microsoft
MSFT
$2.9T
| $82.6M | 3.84% |
245,702
| – | – |
|
5
Eli Lilly
LLY
$1.08T
| $77.1M | 3.58% |
279,303
| – | – |
|
6
Vanguard Dividend Appreciation ETF
VIG
$111B
| $60.6M | 2.82% |
353,000
| – | – |
|
7
Applied Materials
AMAT
$347B
| $50.4M | 2.34% |
320,128
| – | – |
|
8
Alphabet (Google) Class A
GOOGL
$4.12T
| $44.7M | 2.08% |
308,600
| – | – |
|
9
Vanguard Morningstar Growth ETF
VUG
$212B
| $41.9M | 1.95% |
784,032
-10,260
| -1% | -$534K |
|
10
Amazon
AMZN
$2.44T
| $37.9M | 1.76% |
227,500
| – | – |
|
11
Vanguard Information Technology ETF
VGT
$133B
| $37.7M | 1.75% |
658,400
| – | – |
|
12
Travelers Companies
TRV
$81.1B
| $33.7M | 1.56% |
215,208
| – | – |
|
13
PepsiCo
PEP
$196B
| $33.6M | 1.56% |
193,425
| – | – |
|
14
Merck
MRK
$322B
| $31.5M | 1.46% |
410,682
| – | – |
|
15
Home Depot
HD
$337B
| $31.3M | 1.45% |
75,320
| – | – |
|
16
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$291M
| $29.5M | 1.37% |
306,488
-7,660
| -2% | -$748K |
|
17
UnitedHealth
UNH
$382B
| $28.8M | 1.34% |
57,323
| – | – |
|
18
NVIDIA
NVDA
$4.6T
| $28.1M | 1.3% |
954,420
| – | – |
|
19
Target
TGT
$66.3B
| $27.2M | 1.26% |
117,586
| – | – |
|
20
McDonald's
MCD
$193B
| $25.7M | 1.2% |
96,001
| – | – |
|
21
Pfizer
PFE
$143B
| $25.1M | 1.16% |
424,515
| – | – |
|
22
Meta Platforms (Facebook)
META
$1.49T
| $24.9M | 1.16% |
74,070
| – | – |
|
23
Waste Management
WM
$95B
| $24.9M | 1.16% |
149,216
| – | – |
|
24
Union Pacific
UNP
$174B
| $23.5M | 1.09% |
93,348
| – | – |
|
|
25
Alphabet (Google) Class C
GOOG
$4.11T
| $23M | 1.07% |
158,760
| – | – |
|
Similar funds
MWM
AIP
MSDF
WG
YC
AHSSHC
GS
CAM
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.