13F HOLDINGS REPORT
Systematic Alpha Investments, LLC
Quarter ended Q1 2023 · Filed February 7, 2023 · Accession 0001806755-23-000001
Total Value
$1.97B
Positions
215
Other Managers
0
Confidential Omitted
No
Holdings (215)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | Vanguard S&P 500 ETF | 922908363 | 1,132,544 | $397.9M | 20.16% |
| 2 | Vanguard European Stock Index Fund Insti Plus | 922042627 | 1,232,597 | $163.2M | 8.27% |
| 3 | Vanguard Value ETF | 922908744 | 894,868 | $125.6M | 6.37% |
| 4 | Eli Lilly and Company | LLY | 279,303 | $102.2M | 5.18% |
| 5 | Apple Inc. | AAPL | 576,144 | $74.9M | 3.79% |
| 6 | Microsoft Corporation | MSFT | 245,702 | $58.9M | 2.99% |
| 7 | Vanguard Dividend Appreciation ETF | 921908844 | 353,000 | $53.6M | 2.72% |
| 8 | Merck & Co., Inc. | MRK | 410,682 | $45.6M | 2.31% |
| 9 | Travelers Companies, Inc. | TRV | 215,208 | $40.3M | 2.04% |
| 10 | PepsiCo, Inc. | PEP | 193,425 | $34.9M | 1.77% |
| 11 | Applied Materials, Inc. | 038222105 | 320,128 | $31.2M | 1.58% |
| 12 | UnitedHealth Group Incorporated | UNH | 58,323 | $30.9M | 1.57% |
| 13 | Vanguard Growth ETF | 922908736 | 130,672 | $27.8M | 1.41% |
| 14 | Alphabet Inc. Class A | GOOG | 308,600 | $27.2M | 1.38% |
| 15 | Invesco S&P Smallcap 600 Pure Value ETF | IVZ | 306,488 | $27.1M | 1.37% |
| 16 | Vanguard Information Technology ETF | 92204A702 | 82,300 | $26.3M | 1.33% |
| 17 | McDonald's Corporation | MCD | 96,001 | $25.3M | 1.28% |
| 18 | Waste Management, Inc. | 94106L109 | 160,416 | $25.2M | 1.28% |
| 19 | Home Depot, Inc. | HD | 75,320 | $23.8M | 1.21% |
| 20 | Vanguard Short-Term Inflation-Protected Securities ETF | 922020805 | 495,000 | $23.1M | 1.17% |
| 21 | Pfizer Inc. | PFE | 424,515 | $21.8M | 1.10% |
| 22 | Bristol-Myers Squibb Company | CELG-RI | 296,292 | $21.3M | 1.08% |
| 23 | Mastercard Incorporated Class A | MA | 59,876 | $20.8M | 1.06% |
| 24 | American Electric Power Company, Inc. | 025537101 | 217,000 | $20.6M | 1.04% |
| 25 | MetLife, Inc. | MET-PF | 280,471 | $20.3M | 1.03% |
| 26 | Union Pacific Corporation | UNP | 93,348 | $19.3M | 0.98% |
| 27 | Eversource Energy | ES | 226,152 | $19.0M | 0.96% |
| 28 | Amazon.com, Inc. | AMZN | 225,500 | $18.9M | 0.96% |
| 29 | Kimberly-Clark Corporation | KMB | 131,859 | $17.9M | 0.91% |
| 30 | Allstate Corporation | ALL-PJ | 126,941 | $17.2M | 0.87% |
| 31 | Target Corporation | TGT | 114,786 | $17.1M | 0.87% |
| 32 | AbbVie, Inc. | ABBV | 98,285 | $15.9M | 0.80% |
| 33 | Cisco Systems, Inc. | CSCO | 314,568 | $15.0M | 0.76% |
| 34 | Alphabet Inc. Class C | GOOG | 158,760 | $14.1M | 0.71% |
| 35 | Raytheon Technologies Corporation | RTX | 134,190 | $13.5M | 0.69% |
| 36 | NVIDIA Corporation | NVDA | 90,042 | $13.2M | 0.67% |
| 37 | Avery Dennison Corporation | AVY | 70,644 | $12.8M | 0.65% |
| 38 | Yum! Brands, Inc. | YUM | 99,234 | $12.7M | 0.64% |
| 39 | Verizon Communications Inc. | VZ | 308,920 | $12.2M | 0.62% |
| 40 | Sun Life Financial Inc. | SUNFF | 250,808 | $11.6M | 0.59% |
| 41 | Vanguard European Stock Index Fund Institutional Shares | 922042502 | 370,655 | $11.0M | 0.56% |
| 42 | Coca-Cola Company | KO | 172,300 | $11.0M | 0.56% |
| 43 | T-Mobile US, Inc. | TMUSZ | 73,020 | $10.2M | 0.52% |
| 44 | Truist Financial Corporation | 89832Q109 | 233,937 | $10.1M | 0.51% |
| 45 | Altria Group Inc | MO | 212,638 | $9.7M | 0.49% |
| 46 | SPDR S&P 500 ETF Trust | SPY | 25,170 | $9.6M | 0.49% |
| 47 | Financial Select Sector SPDR Fund | 81369Y605 | 248,410 | $8.5M | 0.43% |
| 48 | Meta Platforms Inc. Class A | META | 69,970 | $8.4M | 0.43% |
| 49 | Edison International | 281020107 | 130,188 | $8.3M | 0.42% |
| 50 | BrightSphere Investment Group, Inc. | AAMI | 370,108 | $7.6M | 0.39% |
| 51 | Unilever PLC Sponsored ADR | UNLYF | 147,881 | $7.4M | 0.38% |
| 52 | iShares Core U.S. Aggregate Bond ETF | 464287226 | 72,000 | $7.0M | 0.35% |
| 53 | SPDR Portfolio S&P 500 High Dividend ETF | 78468R788 | 147,601 | $5.8M | 0.30% |
| 54 | Intel Corporation | INTC | 215,388 | $5.7M | 0.29% |
| 55 | Netflix, Inc. | NFLX | 19,061 | $5.6M | 0.28% |
| 56 | Microchip Technology Incorporated | MCHPP | 79,000 | $5.5M | 0.28% |
| 57 | JPMorgan Chase & Co. | VYLD | 36,804 | $4.9M | 0.25% |
| 58 | SLM Corp | SLMBP | 277,906 | $4.6M | 0.23% |
| 59 | Lam Research Corporation | LRCX | 10,889 | $4.6M | 0.23% |
| 60 | Broadcom Inc. | AVGO | 7,356 | $4.1M | 0.21% |
| 61 | Chevron Corporation | CVX | 19,754 | $3.5M | 0.18% |
| 62 | Advanced Micro Devices, Inc. | AMD | 54,613 | $3.5M | 0.18% |
| 63 | Franklin Resources, Inc. | BEN | 126,200 | $3.3M | 0.17% |
| 64 | V.F. Corporation | VFC | 116,777 | $3.2M | 0.16% |
| 65 | Tesla Inc | TSLA | 24,129 | $3.0M | 0.15% |
| 66 | Adobe Incorporated | ADBE | 8,120 | $2.7M | 0.14% |
| 67 | Public Storage | PSA-PS | 9,030 | $2.5M | 0.13% |
| 68 | QUALCOMM Incorporated | QCOM | 22,342 | $2.5M | 0.12% |
| 69 | Medtronic Plc | MDT | 29,701 | $2.3M | 0.12% |
| 70 | Leidos Holdings, Inc. | LDOS | 21,781 | $2.3M | 0.12% |
| 71 | Invesco Ltd. | IVZ | 126,193 | $2.3M | 0.12% |
| 72 | APA Corp. | APA | 48,003 | $2.2M | 0.11% |
| 73 | Bank of America Corp | 060505104 | 67,508 | $2.2M | 0.11% |
| 74 | Southern Company | SOMN | 30,000 | $2.1M | 0.11% |
| 75 | Walmart Inc. | WMT | 14,700 | $2.1M | 0.11% |
| 76 | Salesforce, Inc. | CRM | 15,624 | $2.1M | 0.10% |
| 77 | Freeport-McMoRan, Inc. | FCX | 53,157 | $2.0M | 0.10% |
| 78 | Boeing Company | BA-PA | 10,038 | $1.9M | 0.10% |
| 79 | Visa Inc. Class A | V | 8,673 | $1.8M | 0.09% |
| 80 | Diamondback Energy, Inc. | FANG | 12,013 | $1.6M | 0.08% |
| 81 | O'Reilly Automotive, Inc. | 67103H107 | 1,800 | $1.5M | 0.08% |
| 82 | Morgan Stanley | MS-PQ | 17,326 | $1.5M | 0.07% |
| 83 | HP Inc. | HPQ | 53,000 | $1.4M | 0.07% |
| 84 | Walgreens Boots Alliance, Inc. | 931427108 | 36,400 | $1.4M | 0.07% |
| 85 | Thermo Fisher Scientific Inc. | TMO | 2,296 | $1.3M | 0.06% |
| 86 | Organon & Co. | OGN | 41,067 | $1.1M | 0.06% |
| 87 | Schlumberger NV | SLB | 21,425 | $1.1M | 0.06% |
| 88 | Otis Worldwide Corporation | OTIS | 14,610 | $1.1M | 0.06% |
| 89 | Align Technology, Inc. | ALGN | 5,266 | $1.1M | 0.06% |
| 90 | Goldman Sachs Group, Inc. | GSCE | 3,194 | $1.1M | 0.06% |
| 91 | Chipotle Mexican Grill, Inc. | CMG | 782 | $1.1M | 0.05% |
| 92 | Carrier Global Corp. | CARR | 25,789 | $1.1M | 0.05% |
| 93 | Pitney Bowes Inc. | PBI-PB | 275,000 | $1.0M | 0.05% |
| 94 | Celanese Corporation | CE | 10,000 | $1.0M | 0.05% |
| 95 | Charles Schwab Corp | SCHW-PJ | 11,901 | $990,877 | 0.05% |
| 96 | MGM Resorts International | MGM | 29,270 | $981,423 | 0.05% |
| 97 | Pioneer Natural Resources Company | 723787107 | 4,198 | $958,781 | 0.05% |
| 98 | Cigna Corporation | 125523100 | 2,821 | $934,710 | 0.05% |
| 99 | Ford Motor Company | 345370860 | 79,942 | $929,725 | 0.05% |
| 100 | Northrop Grumman Corp. | NOC | 1,700 | $927,537 | 0.05% |
| 101 | Nucor Corporation | NUE | 7,020 | $925,306 | 0.05% |
| 102 | Marriott International, Inc. Class A | 571903202 | 6,143 | $914,631 | 0.05% |
| 103 | Etsy, Inc. | ETSY | 7,528 | $901,704 | 0.05% |
| 104 | Samsung Electronics Co., Ltd. Sponsored GDR | 796050888 | 800 | $874,654 | 0.04% |
| 105 | Invesco QQQ Trust | IVZ | 3,130 | $833,456 | 0.04% |
| 106 | Elevance Health, Inc. | ELV | 1,597 | $819,213 | 0.04% |
| 107 | Amgen Inc. | AMGN | 3,001 | $788,183 | 0.04% |
| 108 | Hershey Company | HSY | 3,401 | $787,570 | 0.04% |
| 109 | Teradyne, Inc. | TER | 8,500 | $742,475 | 0.04% |
| 110 | KLA Corporation | KLAC | 1,961 | $739,356 | 0.04% |
| 111 | Marathon Petroleum Corporation | MARA | 6,315 | $735,003 | 0.04% |
| 112 | HSBC Holdings PLC Sponsored ADR | HBCYF | 23,000 | $716,680 | 0.04% |
| 113 | Arista Networks, Inc. | ANET | 5,824 | $706,743 | 0.04% |
| 114 | Marathon Oil Corporation | MARA | 26,098 | $706,473 | 0.04% |
| 115 | Hess Corporation | HESM | 4,980 | $706,264 | 0.04% |
| 116 | Baker Hughes Company Class A | BKR | 23,912 | $706,122 | 0.04% |
| 117 | Albemarle Corporation | ALB-PA | 3,237 | $701,976 | 0.04% |
| 118 | Big Lots, Inc. | 089302103 | 46,600 | $685,020 | 0.03% |
| 119 | Tecnoglass Inc. | TGLS | 21,500 | $661,555 | 0.03% |
| 120 | Synopsys, Inc. | SNPS | 2,053 | $655,503 | 0.03% |
| 121 | Newell Brands Inc | NWL | 50,000 | $654,000 | 0.03% |
| 122 | Royal Caribbean Group | V7780T103 | 13,214 | $653,168 | 0.03% |
| 123 | CBRE Group, Inc. Class A | CBRE | 8,328 | $640,923 | 0.03% |
| 124 | Regions Financial Corporation | RF-PF | 29,615 | $638,500 | 0.03% |
| 125 | Lincoln National Corp | 534187109 | 20,738 | $637,071 | 0.03% |
| 126 | Abbott Laboratories | ABLZF | 5,751 | $631,402 | 0.03% |
| 127 | Alibaba Group Holding Ltd. Sponsored ADR | BBAAY | 7,100 | $625,439 | 0.03% |
| 128 | Devon Energy Corporation | 25179M103 | 9,918 | $610,056 | 0.03% |
| 129 | Raymond James Financial, Inc. | 754730109 | 5,700 | $609,045 | 0.03% |
| 130 | SPDR S&P Dividend ETF | 78464A763 | 4,800 | $600,528 | 0.03% |
| 131 | Magnolia Oil & Gas Corp. Class A | MGY | 25,400 | $595,630 | 0.03% |
| 132 | United Rentals, Inc. | URI | 1,674 | $594,973 | 0.03% |
| 133 | Dollar General Corporation | 256677105 | 2,400 | $591,000 | 0.03% |
| 134 | Viatris, Inc. | VTRS | 52,731 | $586,896 | 0.03% |
| 135 | Copart, Inc. | CPRT | 9,486 | $577,603 | 0.03% |
| 136 | Chemed Corporation | CHE | 1,100 | $561,473 | 0.03% |
| 137 | ConocoPhillips | COP | 4,610 | $543,980 | 0.03% |
| 138 | Halliburton Company | HAL | 13,816 | $543,660 | 0.03% |
| 139 | Campbell Soup Company | CPB | 9,500 | $539,125 | 0.03% |
| 140 | Automatic Data Processing, Inc. | ADP | 2,200 | $525,492 | 0.03% |
| 141 | Grupo Aeroportuario del Sureste SAB de CV Sponsored ADR Class B | 400501102 | 2,200 | $512,578 | 0.03% |
| 142 | Mosaic Company | MOS | 11,633 | $510,340 | 0.03% |
| 143 | Fortinet, Inc. | FTNT | 10,360 | $506,500 | 0.03% |
| 144 | Western Digital Corporation | WDC | 16,000 | $504,800 | 0.03% |
| 145 | Centene Corporation | CNC | 6,134 | $503,049 | 0.03% |
| 146 | ServiceNow, Inc. | NOW | 1,247 | $484,173 | 0.02% |
| 147 | Companhia de Saneamento Basico do Estado de Sao Paulo SABESP Sponsored ADR | SBS | 44,800 | $477,568 | 0.02% |
| 148 | Atkore Inc | ATKR | 4,200 | $476,364 | 0.02% |
| 149 | Univar Solutions Inc. | 91336L107 | 14,700 | $467,460 | 0.02% |
| 150 | Bath & Body Works, Inc. | BBWI | 10,370 | $436,992 | 0.02% |
| 151 | Corteva Inc | CTVA | 7,400 | $434,972 | 0.02% |
| 152 | Kroger Co. | KR | 9,700 | $432,426 | 0.02% |
| 153 | News Corporation Class A | NWSLL | 23,740 | $432,068 | 0.02% |
| 154 | Berkshire Hathaway Inc. Class B | BRK-A | 1,346 | $415,779 | 0.02% |
| 155 | Paycom Software, Inc. | PAYC | 1,337 | $414,885 | 0.02% |
| 156 | DXC Technology Co. | DXC | 15,578 | $412,817 | 0.02% |
| 157 | Walt Disney Company | 254687106 | 4,731 | $411,029 | 0.02% |
| 158 | PayPal Holdings, Inc. | PYPL | 5,761 | $410,298 | 0.02% |
| 159 | Cadence Design Systems, Inc. | CDNS | 2,498 | $401,279 | 0.02% |
| 160 | ORIX Corporation Sponsored ADR | ORXCF | 4,962 | $399,540 | 0.02% |
| 161 | Vanguard FTSE Emerging Markets ETF | 922042858 | 10,115 | $394,283 | 0.02% |
| 162 | KT Corporation Sponsored ADR | KT | 28,500 | $384,750 | 0.02% |
| 163 | Gen Digital Inc. | GENVR | 17,776 | $380,940 | 0.02% |
| 164 | FMC Corporation | FMC | 3,000 | $374,400 | 0.02% |
| 165 | ON Semiconductor Corporation | ON | 6,000 | $374,220 | 0.02% |
| 166 | American Tower Corporation | 03027X100 | 1,764 | $373,721 | 0.02% |
| 167 | CTS Corporation | CTS | 9,360 | $368,971 | 0.02% |
| 168 | Webster Financial Corporation | 947890109 | 7,792 | $368,873 | 0.02% |
| 169 | General Electric Company | 369604301 | 4,243 | $355,521 | 0.02% |
| 170 | Quanta Services, Inc. | 74762E102 | 2,493 | $355,253 | 0.02% |
| 171 | SVB Financial Group | 78486Q101 | 1,470 | $338,306 | 0.02% |
| 172 | Grupo Financiero Banorte SAB de CV Sponsored ADR Class O | 40052P107 | 9,400 | $338,240 | 0.02% |
| 173 | McKesson Corporation | MCK | 900 | $337,608 | 0.02% |
| 174 | Lennar Corporation Class A | LEN-B | 3,639 | $329,330 | 0.02% |
| 175 | Taiwan Semiconductor Manufacturing Co., Ltd. Sponsored ADR | 874039100 | 4,400 | $327,756 | 0.02% |
| 176 | Dollar Tree, Inc. | DLTR | 2,262 | $319,937 | 0.02% |
| 177 | Danaher Corporation | 235851102 | 1,205 | $319,831 | 0.02% |
| 178 | eBay Inc. | EBAY | 7,580 | $314,343 | 0.02% |
| 179 | Kinsale Capital Group, Inc. | 49714P108 | 1,200 | $313,824 | 0.02% |
| 180 | Hilton Worldwide Holdings Inc | HLT | 2,438 | $308,066 | 0.02% |
| 181 | Activision Blizzard, Inc. | 00507V109 | 3,908 | $299,157 | 0.02% |
| 182 | Insight Enterprises, Inc. | NSIT | 2,950 | $295,797 | 0.01% |
| 183 | State Street Corporation | STT-PG | 3,798 | $294,611 | 0.01% |
| 184 | AMN Healthcare Services, Inc. | 001744101 | 2,800 | $287,896 | 0.01% |
| 185 | International Business Machines Corporation | INTR | 2,040 | $287,416 | 0.01% |
| 186 | Intuitive Surgical, Inc. | ISRG | 1,029 | $273,045 | 0.01% |
| 187 | United Microelectronics Corp. Sponsored ADR | UMC | 41,800 | $272,954 | 0.01% |
| 188 | Academy Sports and Outdoors, Inc. | ASO | 5,100 | $267,954 | 0.01% |
| 189 | CVB Financial Corp. | 126600105 | 10,400 | $267,800 | 0.01% |
| 190 | Analog Devices, Inc. | ADI | 1,567 | $257,035 | 0.01% |
| 191 | KeyCorp | 493267108 | 14,601 | $254,349 | 0.01% |
| 192 | UFP Industries, Inc. | UFPI | 3,200 | $253,600 | 0.01% |
| 193 | Dr. Reddy's Laboratories Ltd. Sponsored ADR | 256135203 | 4,900 | $253,575 | 0.01% |
| 194 | Dow, Inc. | DOW | 5,020 | $252,958 | 0.01% |
| 195 | Johnson Controls International plc | G51502105 | 3,909 | $250,176 | 0.01% |
| 196 | Discover Financial Services | 254709108 | 2,547 | $249,173 | 0.01% |
| 197 | ICICI Bank Limited Sponsored ADR | IBN | 11,300 | $247,357 | 0.01% |
| 198 | Electronic Arts Inc. | EA | 2,020 | $246,804 | 0.01% |
| 199 | DexCom, Inc. | DXCM | 2,172 | $245,957 | 0.01% |
| 200 | PulteGroup, Inc. | 745867101 | 5,288 | $240,763 | 0.01% |
| 201 | LKQ Corporation | LKQ | 4,336 | $231,586 | 0.01% |
| 202 | PVH Corp. | PVH | 3,169 | $223,700 | 0.01% |
| 203 | Capri Holdings Limited | CPRI | 3,875 | $222,115 | 0.01% |
| 204 | Sendas Distribuidora SA Sponsored ADR | 81689T104 | 12,000 | $219,720 | 0.01% |
| 205 | Western Alliance Bancorp | WAL-PA | 3,620 | $215,607 | 0.01% |
| 206 | World Wrestling Entertainment, Inc. Class A | 98156Q108 | 3,100 | $212,412 | 0.01% |
| 207 | News Corporation Class B | NWSLL | 11,500 | $212,060 | 0.01% |
| 208 | iShares Core S&P 500 ETF | 464287200 | 544 | $209,010 | 0.01% |
| 209 | Capital One Financial Corp | 14040H105 | 2,181 | $202,746 | 0.01% |
| 210 | Paramount Global Class B | 92556H206 | 10,428 | $176,025 | 0.01% |
| 211 | FinVolution Group Sponsored ADR Class A | FVGPY | 34,100 | $169,136 | 0.01% |
| 212 | Norwegian Cruise Line Holdings Ltd. | NCLH | 12,708 | $155,546 | 0.01% |
| 213 | CSPC Pharmaceutical Group Limited Unsponsored ADR | 12591J207 | 29,700 | $124,829 | 0.01% |
| 214 | BB Seguridade Participacoes SA Sponsored ADR | 05541J103 | 13,900 | $88,752 | 0.00% |
| 215 | Companhia Energetica de Minas Gerais SA Sponsored ADR | 204409882 | 14,000 | $42,560 | 0.00% |