Filed: 2/7/2023ACC: 0001806755-23-000001
📋 What this filing means
SYSTEMATIC ALPHA INVESTMENTS, LLC filed this quarterly 13F‑HR report disclosing 215 equity positions with a total reported market value of $1.97B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
215
Positions
$1.97B
Total AUM (reported)
16.76M
Total Shares
Allocation by class
COM$1.07B54.3%
ETF$714.45M36.2%
MF$174.14M8.8%
SPONSORED ADR$13.40M0.7%
UNSPONSORED ADR$124.8K0.0%
Portfolio Concentration
Top 3$686.68M34.8%
4–10$410.42M20.8%
11–25$372.72M18.9%
Rest$503.45M25.5%
Top 3 weight
34.8%
Top 10 weight
55.6%
Voting Authority Distribution
Total shares with voting rights: 16.76M
Sole
Full voting authority
16.76M
shares
% of voting shares100.0%
Shared
Joint voting authority
0.00
shares
% of voting shares0.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole215
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings215
Rows:
Vanguard S&P 500 ETF
SOLEShares1.13M
TypeSH
Market value$397.91M
20.16%
Sole
1.13M
Shared
0.00
None
0.00
Vanguard European Stock Index Fund Insti Plus
SOLEShares1.23M
TypeSH
Market value$163.16M
8.27%
Sole
1.23M
Shared
0.00
None
0.00
Vanguard Value ETF
SOLEShares894.87K
TypeSH
Market value$125.61M
6.37%
Sole
894.87K
Shared
0.00
None
0.00
Eli Lilly and Company
SOLEShares279.30K
TypeSH
Market value$102.18M
5.18%
Sole
279.30K
Shared
0.00
None
0.00
Apple Inc.
SOLEShares576.14K
TypeSH
Market value$74.86M
3.79%
Sole
576.14K
Shared
0.00
None
0.00
Microsoft Corporation
SOLEShares245.70K
TypeSH
Market value$58.92M
2.99%
Sole
245.70K
Shared
0.00
None
0.00
Vanguard Dividend Appreciation ETF
SOLEShares353K
TypeSH
Market value$53.60M
2.72%
Sole
353K
Shared
0.00
None
0.00
Merck & Co., Inc.
SOLEShares410.68K
TypeSH
Market value$45.57M
2.31%
Sole
410.68K
Shared
0.00
None
0.00
Travelers Companies, Inc.
SOLEShares215.21K
TypeSH
Market value$40.35M
2.04%
Sole
215.21K
Shared
0.00
None
0.00
PepsiCo, Inc.
SOLEShares193.43K
TypeSH
Market value$34.94M
1.77%
Sole
193.43K
Shared
0.00
None
0.00
Applied Materials, Inc.
SOLEShares320.13K
TypeSH
Market value$31.17M
1.58%
Sole
320.13K
Shared
0.00
None
0.00
UnitedHealth Group Incorporated
SOLEShares58.32K
TypeSH
Market value$30.92M
1.57%
Sole
58.32K
Shared
0.00
None
0.00
Vanguard Growth ETF
SOLEShares130.67K
TypeSH
Market value$27.85M
1.41%
Sole
130.67K
Shared
0.00
None
0.00
Alphabet Inc. Class A
SOLEShares308.60K
TypeSH
Market value$27.23M
1.38%
Sole
308.60K
Shared
0.00
None
0.00
Invesco S&P Smallcap 600 Pure Value ETF
SOLEShares306.49K
TypeSH
Market value$27.09M
1.37%
Sole
306.49K
Shared
0.00
None
0.00
Vanguard Information Technology ETF
SOLEShares82.30K
TypeSH
Market value$26.29M
1.33%
Sole
82.30K
Shared
0.00
None
0.00
McDonald's Corporation
SOLEShares96K
TypeSH
Market value$25.30M
1.28%
Sole
96K
Shared
0.00
None
0.00
Waste Management, Inc.
SOLEShares160.42K
TypeSH
Market value$25.17M
1.28%
Sole
160.42K
Shared
0.00
None
0.00
Home Depot, Inc.
SOLEShares75.32K
TypeSH
Market value$23.79M
1.21%
Sole
75.32K
Shared
0.00
None
0.00
Vanguard Short-Term Inflation-Protected Securities ETF
SOLEShares495K
TypeSH
Market value$23.12M
1.17%
Sole
495K
Shared
0.00
None
0.00
Pfizer Inc.
SOLEShares424.51K
TypeSH
Market value$21.75M
1.10%
Sole
424.51K
Shared
0.00
None
0.00
Bristol-Myers Squibb Company
SOLEShares296.29K
TypeSH
Market value$21.32M
1.08%
Sole
296.29K
Shared
0.00
None
0.00
Mastercard Incorporated Class A
SOLEShares59.88K
TypeSH
Market value$20.82M
1.06%
Sole
59.88K
Shared
0.00
None
0.00
American Electric Power Company, Inc.
SOLEShares217K
TypeSH
Market value$20.60M
1.04%
Sole
217K
Shared
0.00
None
0.00
MetLife, Inc.
SOLEShares280.47K
TypeSH
Market value$20.30M
1.03%
Sole
280.47K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
Vanguard S&P 500 ETFSOLE | ETF | 1.13M | SH | $397.91M 20.16% | 1.13M | 0.00 | 0.00 |
Vanguard European Stock Index Fund Insti PlusSOLE | MF | 1.23M | SH | $163.16M 8.27% | 1.23M | 0.00 | 0.00 |
Vanguard Value ETFSOLE | ETF | 894.87K | SH | $125.61M 6.37% | 894.87K | 0.00 | 0.00 |
Eli Lilly and CompanySOLE | COM | 279.30K | SH | $102.18M 5.18% | 279.30K | 0.00 | 0.00 |
Apple Inc.SOLE | COM | 576.14K | SH | $74.86M 3.79% | 576.14K | 0.00 | 0.00 |
Microsoft CorporationSOLE | COM | 245.70K | SH | $58.92M 2.99% | 245.70K | 0.00 | 0.00 |
Vanguard Dividend Appreciation ETFSOLE | ETF | 353K | SH | $53.60M 2.72% | 353K | 0.00 | 0.00 |
Merck & Co., Inc.SOLE | COM | 410.68K | SH | $45.57M 2.31% | 410.68K | 0.00 | 0.00 |
Travelers Companies, Inc.SOLE | COM | 215.21K | SH | $40.35M 2.04% | 215.21K | 0.00 | 0.00 |
PepsiCo, Inc.SOLE | COM | 193.43K | SH | $34.94M 1.77% | 193.43K | 0.00 | 0.00 |
Applied Materials, Inc.SOLE | COM | 320.13K | SH | $31.17M 1.58% | 320.13K | 0.00 | 0.00 |
UnitedHealth Group IncorporatedSOLE | COM | 58.32K | SH | $30.92M 1.57% | 58.32K | 0.00 | 0.00 |
Vanguard Growth ETFSOLE | ETF | 130.67K | SH | $27.85M 1.41% | 130.67K | 0.00 | 0.00 |
Alphabet Inc. Class ASOLE | COM | 308.60K | SH | $27.23M 1.38% | 308.60K | 0.00 | 0.00 |
Invesco S&P Smallcap 600 Pure Value ETFSOLE | ETF | 306.49K | SH | $27.09M 1.37% | 306.49K | 0.00 | 0.00 |
Vanguard Information Technology ETFSOLE | ETF | 82.30K | SH | $26.29M 1.33% | 82.30K | 0.00 | 0.00 |
McDonald's CorporationSOLE | COM | 96K | SH | $25.30M 1.28% | 96K | 0.00 | 0.00 |
Waste Management, Inc.SOLE | COM | 160.42K | SH | $25.17M 1.28% | 160.42K | 0.00 | 0.00 |
Home Depot, Inc.SOLE | COM | 75.32K | SH | $23.79M 1.21% | 75.32K | 0.00 | 0.00 |
Vanguard Short-Term Inflation-Protected Securities ETFSOLE | ETF | 495K | SH | $23.12M 1.17% | 495K | 0.00 | 0.00 |
Pfizer Inc.SOLE | COM | 424.51K | SH | $21.75M 1.10% | 424.51K | 0.00 | 0.00 |
Bristol-Myers Squibb CompanySOLE | COM | 296.29K | SH | $21.32M 1.08% | 296.29K | 0.00 | 0.00 |
Mastercard Incorporated Class ASOLE | COM | 59.88K | SH | $20.82M 1.06% | 59.88K | 0.00 | 0.00 |
American Electric Power Company, Inc.SOLE | COM | 217K | SH | $20.60M 1.04% | 217K | 0.00 | 0.00 |
MetLife, Inc.SOLE | COM | 280.47K | SH | $20.30M 1.03% | 280.47K | 0.00 | 0.00 |
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