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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
+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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$956B
$495M 22.18%
1,132,544
– –
LLY icon
2
Eli Lilly
LLY
$1.08T
$163M 7.3%
279,303
– –
VTV icon
3
Vanguard Morningstar Value ETF
VTV
$188B
$134M 6%
894,868
– –
AAPL icon
4
Apple
AAPL
$4.97T
$111M 4.97%
576,144
– –
MSFT icon
5
Microsoft
MSFT
$2.9T
$94.5M 4.24%
251,402
– –
VIG icon
6
Vanguard Dividend Appreciation ETF
VIG
$111B
$60.2M 2.7%
353,000
– –
AMAT icon
7
Applied Materials
AMAT
$347B
$51.9M 2.33%
320,128
– –
MRK icon
8
Merck
MRK
$322B
$44.8M 2.01%
410,682
– –
NVDA icon
9
NVIDIA
NVDA
$4.6T
$44.6M 2%
900,420
– –
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$4.12T
$43.1M 1.93%
308,599
-1
-0% -$134
TRV icon
11
Travelers Companies
TRV
$81.1B
$41M 1.84%
215,208
– –
VUG icon
12
Vanguard Morningstar Growth ETF
VUG
$212B
$40.6M 1.82%
784,032
– –
VGT icon
13
Vanguard Information Technology ETF
VGT
$133B
$39.8M 1.79%
658,400
– –
AMZN icon
14
Amazon
AMZN
$2.44T
$34.3M 1.54%
225,499
-1
-0% -$140
RZV icon
15
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$291M
$32.9M 1.47%
306,488
– –
PEP icon
16
PepsiCo
PEP
$196B
$32.9M 1.47%
193,425
– –
UNH icon
17
UnitedHealth
UNH
$382B
$30.2M 1.35%
57,323
– –
MCD icon
18
McDonald's
MCD
$193B
$28.5M 1.28%
96,001
– –
WM icon
19
Waste Management
WM
$95B
$26.7M 1.2%
149,216
– –
HD icon
20
Home Depot
HD
$337B
$26.1M 1.17%
75,320
– –
META icon
21
Meta Platforms (Facebook)
META
$1.49T
$26M 1.17%
73,470
– –
MA icon
22
Mastercard
MA
$498B
$25.5M 1.14%
59,876
– –
UNP icon
23
Union Pacific
UNP
$174B
$22.9M 1.03%
93,348
– –
GOOG icon
24
Alphabet (Google) Class C
GOOG
$4.11T
$22.4M 1%
158,759
-1
-0% -$136
SPY icon
25
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$20M 0.9%
42,170
+17,000
+68% +$7.57M
1
2 3 4 5

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AIP
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MSDF
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WG
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YC
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AHSSHC
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GS
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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.