Stocks/Funds/CIK 1806755

Systematic Alpha Investments, LLC

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1806755
Assets
$2.73B
+4.3% YoY
Holdings
232
Lifetime alpha vs market
+1.39% annual
Average hold time
4.1 yr
median 4.8 yr

Quarterly history

Cum return +101% vs S&P +87% · α +14% lifetimeAUM $2.7B · peak $3.2BFlow $-416M (-13%)2020-122021-122022-122023-122024-122025-122026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-0.15%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.96%
baseline attrition
Rally response
+1.00%
adds into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
VOOVanguard S&P 500 ETF$677M24.8%5.5 yr
VTVVanguard Value ETF$176M6.4%5.5 yr
NVDANVIDIA Corporation$156M5.7%+60.9%5.5 yr
AAPLApple Inc.$146M5.4%+14.7%5.5 yr
AMATApplied Materials, Inc.$109M4.0%+137.6%5.5 yr
MSFTMicrosoft Corporation$93M3.4%-0.6%5.5 yr
GOOGLAlphabet Inc.$89M3.3%5.3 yr
VIGVanguard Dividend Apprec$76M2.8%5.5 yr
TRVThe Travelers Companies,$63M2.3%+12.0%5.5 yr
MRKMerck & Co., Inc.$49M1.8%+38.9%5.5 yr
SPYState Street SPDR S&P 50$47M1.7%+17.6%5.5 yr
AMZNAmazon.com, Inc.$47M1.7%+9.5%5.5 yr
GOOGAlphabet Inc.$46M1.7%+84.3%5.3 yr
METAMeta Platforms, Inc.$42M1.5%-0.4%5.5 yr
RZVInvesco S&P SmallCap 600$38M1.4%5.3 yr

Portfolio composition (YoY)

Industry mix
Asset Management40.0%+0.7pp$1.09B
Semiconductors12.6%+5.6pp$344M
Internet Content & Information6.5%+2.1pp$176M
Consumer Electronics5.4%+0.5pp$148M
Drug Manufacturers - General3.7%-8.4pp$101M
Software - Infrastructure3.5%-0.2pp$96M
Insurance - Property & Casualty3.3%+0.1pp$90M
Regulated Electric2.1%+0.2pp$57M
Specialty Retail1.9%+0.1pp$52M
Restaurants1.7%-0.1pp$46M
Country
US98.6%-0.1pp
CA0.6%+0.0pp
Unknown0.3%+0.3pp
KR0.1%+0.1pp
IE0.1%-0.0pp
GB0.1%-0.3pp
CN0.0%+0.0pp
TW0.0%+0.0pp
Top 5: 46.3% · Top 10: 59.8% · Top 25: 78.0%

Winners

TickerPrev $PnLYoY %
AMAT$46M+0.06B137.6%
NVDA$97M+0.06B60.9%
GOOG$25M+0.02B84.3%
AAPL$128M+0.02B14.7%
LRCX$8M+0.01B196.1%

Losers

TickerPrev $PnLYoY %
MA$33M-0.00B-8.5%
HD$28M-0.00B-8.0%
MET$23M-0.00B-9.3%
MSFT$94M-0.00B-0.6%
META$42M-0.00B-0.4%

Top buys this quarter · 6

TEX Terex Corporationnew+$0M
PARR Par Pacific Holdings, Inc.new+$0M
KB KB Financial Group Inc.+$0M
PAHC Phibro Animal Health Corporatinew+$0M
ZTO ZTO Express (Cayman) Inc.new+$0M
new+$0M

Top sells this quarter · 12

LLY Eli Lilly and Companyexit$257M
TSM Taiwan Semiconductor Manufactu$1M
UMC United Microelectronics Corpor$0M
NSIT Insight Enterprises, Inc.exit$0M
SPGI S&P Global Inc.exit$0M
VCYT Veracyte, Inc.exit$0M
KT KT Corporation$0M
MCO Moody's Corporationexit$0M
CCL Carnival Corporation & plcexit$0M
REVG REV Group, Inc.exit$0M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$2.73B232+21.34%+17.59%+3.75%-0.42B
2025-12-31$3.21B228+20.69%+17.72%+2.97%-0.07B
2025-09-30$3.04B226+9.87%+17.52%-7.65%+0.00B
2025-06-30$2.82B230+6.09%+14.94%-8.85%+0.03B
2025-03-31$2.62B222+3.96%+8.30%-4.35%-0.03B
2024-12-31$2.71B228+20.02%+24.89%-4.86%+0.04B
2024-09-30$2.73B221+36.84%+36.04%+0.80%+0.01B
2024-06-30$2.61B215+27.32%+24.49%+2.83%+0.01B
2024-03-31$2.49B220+33.95%+29.62%+4.32%-0.02B
2023-12-31$2.23B287+24.33%+26.18%-1.84%-0.00B
2023-09-30$2.00B297+21.34%+21.57%-0.23%-0.00B
2023-06-30$2.06B260+18.36%+19.42%-1.07%-0.02B
2023-03-31$1.90B303-3.14%-7.82%+4.67%-0.16B
2022-12-31$1.97B215-11.68%-18.17%+6.50%+0.16B
2022-09-30$1.66B210-10.09%-15.51%+5.42%+0.04B
2022-06-30$1.71B206-4.41%-10.62%+6.22%-0.13B