Systematic Alpha Investments, LLC
CIK 0001806755
Annualised vol
0.256747%
Beta
0.008136
HHI
683.990723
Top-10 weight
60.424453%
VaR 95%
0.022117%
VaR 99%
0.047543%
Max drawdown
0.705503%
Matched value
1.149763%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| RTX | UNCHANGED | 134,190 | 134,190 | 0.0% | 25,459,870 |
| SLM | UNCHANGED | 277,906 | 277,906 | 0.0% | 7,208,882 |
| HSBC | UNCHANGED | 23,000 | 23,000 | 0.0% | 2,187,070 |
| RILY | NEW | 20,200 | - | - | 1,849,714 |
| CBRE | UNCHANGED | 13,223 | 13,223 | 0.0% | 1,781,006 |
| APA | UNCHANGED | 48,003 | 48,003 | 0.0% | 1,563,458 |
| SLB | UNCHANGED | 21,425 | 21,425 | 0.0% | 996,048 |
| EBAY | UNCHANGED | 7,580 | 7,580 | 0.0% | 847,065 |
| ETSY | UNCHANGED | 7,528 | 7,528 | 0.0% | 567,084 |
| KT | UNCHANGED | 20,000 | 20,000 | 0.0% | 345,600 |
| NVDA | CLOSED OUT | 0 | 895,219 | -100.0% | 0 |
| AAPL | CLOSED OUT | 0 | 576,144 | -100.0% | 0 |
| GOOGL | CLOSED OUT | 0 | 467,358 | -100.0% | 0 |
| PFE | CLOSED OUT | 0 | 424,515 | -100.0% | 0 |
| AAMI | CLOSED OUT | 0 | 370,108 | -100.0% | 0 |
| CSCO | CLOSED OUT | 0 | 314,568 | -100.0% | 0 |
| VZ | CLOSED OUT | 0 | 308,920 | -100.0% | 0 |
| BMY | CLOSED OUT | 0 | 296,292 | -100.0% | 0 |
| MET | CLOSED OUT | 0 | 280,471 | -100.0% | 0 |
| MSFT | CLOSED OUT | 0 | 251,402 | -100.0% | 0 |
| SLF | CLOSED OUT | 0 | 250,808 | -100.0% | 0 |
| TFC | CLOSED OUT | 0 | 233,937 | -100.0% | 0 |
| ES | CLOSED OUT | 0 | 226,152 | -100.0% | 0 |
| AMZN | CLOSED OUT | 0 | 225,499 | -100.0% | 0 |
| AEP | CLOSED OUT | 0 | 217,000 | -100.0% | 0 |
| INTC | CLOSED OUT | 0 | 215,388 | -100.0% | 0 |
| TRV | CLOSED OUT | 0 | 215,208 | -100.0% | 0 |
| MO | CLOSED OUT | 0 | 212,638 | -100.0% | 0 |
| PEP | CLOSED OUT | 0 | 193,425 | -100.0% | 0 |
| KO | CLOSED OUT | 0 | 172,300 | -100.0% | 0 |
| NFLX | CLOSED OUT | 0 | 167,609 | -100.0% | 0 |
| WM | CLOSED OUT | 0 | 149,216 | -100.0% | 0 |
| KMB | CLOSED OUT | 0 | 131,859 | -100.0% | 0 |
| UL | CLOSED OUT | 0 | 131,449 | -100.0% | 0 |
| EIX | CLOSED OUT | 0 | 130,188 | -100.0% | 0 |
| ALL | CLOSED OUT | 0 | 126,941 | -100.0% | 0 |
| IVZ | CLOSED OUT | 0 | 126,193 | -100.0% | 0 |
| VFC | CLOSED OUT | 0 | 116,777 | -100.0% | 0 |
| TGT | CLOSED OUT | 0 | 114,786 | -100.0% | 0 |
| LRCX | CLOSED OUT | 0 | 104,380 | -100.0% | 0 |
| YUM | CLOSED OUT | 0 | 99,234 | -100.0% | 0 |
| ABBV | CLOSED OUT | 0 | 98,285 | -100.0% | 0 |
| UNP | CLOSED OUT | 0 | 93,348 | -100.0% | 0 |
| F | CLOSED OUT | 0 | 79,942 | -100.0% | 0 |
| MCHP | CLOSED OUT | 0 | 79,000 | -100.0% | 0 |
| HD | CLOSED OUT | 0 | 75,320 | -100.0% | 0 |
| META | CLOSED OUT | 0 | 73,470 | -100.0% | 0 |
| TMUS | CLOSED OUT | 0 | 73,020 | -100.0% | 0 |
| AVY | CLOSED OUT | 0 | 70,644 | -100.0% | 0 |
| AVGO | CLOSED OUT | 0 | 70,130 | -100.0% | 0 |
| MA | CLOSED OUT | 0 | 59,876 | -100.0% | 0 |
| UNH | CLOSED OUT | 0 | 57,323 | -100.0% | 0 |
| AMD | CLOSED OUT | 0 | 54,613 | -100.0% | 0 |
| FCX | CLOSED OUT | 0 | 53,157 | -100.0% | 0 |
| HPQ | CLOSED OUT | 0 | 53,000 | -100.0% | 0 |
| VTRS | CLOSED OUT | 0 | 52,730 | -100.0% | 0 |
| NWL | CLOSED OUT | 0 | 50,000 | -100.0% | 0 |
| WMT | CLOSED OUT | 0 | 44,100 | -100.0% | 0 |
| JPM | CLOSED OUT | 0 | 36,804 | -100.0% | 0 |
| NWSA | CLOSED OUT | 0 | 35,240 | -100.0% | 0 |
| SO | CLOSED OUT | 0 | 30,000 | -100.0% | 0 |
| MDT | CLOSED OUT | 0 | 29,701 | -100.0% | 0 |
| RF | CLOSED OUT | 0 | 29,615 | -100.0% | 0 |
| MGM | CLOSED OUT | 0 | 29,270 | -100.0% | 0 |
| TSLA | CLOSED OUT | 0 | 27,229 | -100.0% | 0 |
| ORLY | CLOSED OUT | 0 | 27,000 | -100.0% | 0 |
| CARR | CLOSED OUT | 0 | 25,789 | -100.0% | 0 |
| IX | CLOSED OUT | 0 | 24,810 | -100.0% | 0 |
| BKR | CLOSED OUT | 0 | 23,912 | -100.0% | 0 |
| ANET | CLOSED OUT | 0 | 23,296 | -100.0% | 0 |
| CDE | CLOSED OUT | 0 | 22,300 | -100.0% | 0 |
| LDOS | CLOSED OUT | 0 | 21,781 | -100.0% | 0 |
| BSX | CLOSED OUT | 0 | 21,760 | -100.0% | 0 |
| HMY | CLOSED OUT | 0 | 21,600 | -100.0% | 0 |
| CMG | CLOSED OUT | 0 | 21,600 | -100.0% | 0 |
| LNC | CLOSED OUT | 0 | 20,738 | -100.0% | 0 |
| BRC | CLOSED OUT | 0 | 20,200 | -100.0% | 0 |
| SKM | CLOSED OUT | 0 | 19,900 | -100.0% | 0 |
| UMC | CLOSED OUT | 0 | 19,400 | -100.0% | 0 |
| NESR | CLOSED OUT | 0 | 19,300 | -100.0% | 0 |
| CPRT | CLOSED OUT | 0 | 18,972 | -100.0% | 0 |
| KR | CLOSED OUT | 0 | 18,830 | -100.0% | 0 |
| OPLN | CLOSED OUT | 0 | 18,200 | -100.0% | 0 |
| GEN | CLOSED OUT | 0 | 17,776 | -100.0% | 0 |
| MS | CLOSED OUT | 0 | 17,326 | -100.0% | 0 |
| WDC | CLOSED OUT | 0 | 16,000 | -100.0% | 0 |
| CRM | CLOSED OUT | 0 | 15,624 | -100.0% | 0 |
| DXC | CLOSED OUT | 0 | 15,578 | -100.0% | 0 |
| SGHC | CLOSED OUT | 0 | 15,100 | -100.0% | 0 |
| CVX | CLOSED OUT | 0 | 14,854 | -100.0% | 0 |
| OTIS | CLOSED OUT | 0 | 14,610 | -100.0% | 0 |
| KEY | CLOSED OUT | 0 | 14,601 | -100.0% | 0 |
| PLOW | CLOSED OUT | 0 | 14,000 | -100.0% | 0 |
| HAL | CLOSED OUT | 0 | 13,816 | -100.0% | 0 |
| NCLH | CLOSED OUT | 0 | 12,708 | -100.0% | 0 |
| ACIW | CLOSED OUT | 0 | 12,600 | -100.0% | 0 |
| FANG | CLOSED OUT | 0 | 12,013 | -100.0% | 0 |
| MOS | CLOSED OUT | 0 | 11,633 | -100.0% | 0 |
| IBN | CLOSED OUT | 0 | 11,300 | -100.0% | 0 |
| ZTO | CLOSED OUT | 0 | 10,700 | -100.0% | 0 |
| PSKY | CLOSED OUT | 0 | 10,428 | -100.0% | 0 |
| BBWI | CLOSED OUT | 0 | 10,370 | -100.0% | 0 |
| FTNT | CLOSED OUT | 0 | 10,359 | -100.0% | 0 |
| BA | CLOSED OUT | 0 | 10,038 | -100.0% | 0 |
| CE | CLOSED OUT | 0 | 10,000 | -100.0% | 0 |
| ABCB | CLOSED OUT | 0 | 9,100 | -100.0% | 0 |
| PSA | CLOSED OUT | 0 | 9,030 | -100.0% | 0 |
| NEM | CLOSED OUT | 0 | 8,855 | -100.0% | 0 |
| TGLS | CLOSED OUT | 0 | 8,800 | -100.0% | 0 |
| V | CLOSED OUT | 0 | 8,673 | -100.0% | 0 |
| TER | CLOSED OUT | 0 | 8,500 | -100.0% | 0 |
| ADBE | CLOSED OUT | 0 | 8,120 | -100.0% | 0 |
| FTI | CLOSED OUT | 0 | 7,162 | -100.0% | 0 |
| BABA | CLOSED OUT | 0 | 7,100 | -100.0% | 0 |
| KB | CLOSED OUT | 0 | 6,600 | -100.0% | 0 |
| ALSN | CLOSED OUT | 0 | 6,600 | -100.0% | 0 |
| TEX | CLOSED OUT | 0 | 6,375 | -100.0% | 0 |
| MPC | CLOSED OUT | 0 | 6,315 | -100.0% | 0 |
| NOW | CLOSED OUT | 0 | 6,234 | -100.0% | 0 |
| CENX | CLOSED OUT | 0 | 6,200 | -100.0% | 0 |
| TOL | CLOSED OUT | 0 | 5,900 | -100.0% | 0 |
| GM | CLOSED OUT | 0 | 5,830 | -100.0% | 0 |
| PYPL | CLOSED OUT | 0 | 5,761 | -100.0% | 0 |
| RJF | CLOSED OUT | 0 | 5,700 | -100.0% | 0 |
| PARR | CLOSED OUT | 0 | 5,600 | -100.0% | 0 |
| FCFS | CLOSED OUT | 0 | 5,500 | -100.0% | 0 |
| PAHC | CLOSED OUT | 0 | 5,300 | -100.0% | 0 |
| RMBS | CLOSED OUT | 0 | 5,300 | -100.0% | 0 |
| ALGN | CLOSED OUT | 0 | 5,266 | -100.0% | 0 |
| UAL | CLOSED OUT | 0 | 5,047 | -100.0% | 0 |
| DOW | CLOSED OUT | 0 | 5,020 | -100.0% | 0 |
| DIS | CLOSED OUT | 0 | 4,731 | -100.0% | 0 |
| DOX | CLOSED OUT | 0 | 4,700 | -100.0% | 0 |
| COP | CLOSED OUT | 0 | 4,610 | -100.0% | 0 |
| FLR | CLOSED OUT | 0 | 4,400 | -100.0% | 0 |
| C | CLOSED OUT | 0 | 4,238 | -100.0% | 0 |
| JCI | CLOSED OUT | 0 | 3,909 | -100.0% | 0 |
| ALNT | CLOSED OUT | 0 | 3,900 | -100.0% | 0 |
| TTMI | CLOSED OUT | 0 | 3,900 | -100.0% | 0 |
| TBBK | CLOSED OUT | 0 | 3,800 | -100.0% | 0 |
| STT | CLOSED OUT | 0 | 3,798 | -100.0% | 0 |
| CRDO | CLOSED OUT | 0 | 3,700 | -100.0% | 0 |
| LEN | CLOSED OUT | 0 | 3,639 | -100.0% | 0 |
| IR | CLOSED OUT | 0 | 3,562 | -100.0% | 0 |
| NUE | CLOSED OUT | 0 | 3,320 | -100.0% | 0 |
| GHC | CLOSED OUT | 0 | 3,300 | -100.0% | 0 |
| SYF | CLOSED OUT | 0 | 3,258 | -100.0% | 0 |
| GS | CLOSED OUT | 0 | 3,194 | -100.0% | 0 |
| LRN | CLOSED OUT | 0 | 2,950 | -100.0% | 0 |
| MCB | CLOSED OUT | 0 | 2,700 | -100.0% | 0 |
| EW | CLOSED OUT | 0 | 2,670 | -100.0% | 0 |
| TSM | CLOSED OUT | 0 | 2,500 | -100.0% | 0 |
| CDNS | CLOSED OUT | 0 | 2,498 | -100.0% | 0 |
| PWR | CLOSED OUT | 0 | 2,493 | -100.0% | 0 |
| MU | CLOSED OUT | 0 | 2,461 | -100.0% | 0 |
| HLT | CLOSED OUT | 0 | 2,438 | -100.0% | 0 |
| MOD | CLOSED OUT | 0 | 2,300 | -100.0% | 0 |
| OKE | CLOSED OUT | 0 | 2,218 | -100.0% | 0 |
| COF | CLOSED OUT | 0 | 2,181 | -100.0% | 0 |
| SNPS | CLOSED OUT | 0 | 2,053 | -100.0% | 0 |
| IBM | CLOSED OUT | 0 | 2,040 | -100.0% | 0 |
| PLMR | CLOSED OUT | 0 | 2,000 | -100.0% | 0 |
| PRIM | CLOSED OUT | 0 | 1,900 | -100.0% | 0 |
| LYV | CLOSED OUT | 0 | 1,847 | -100.0% | 0 |
| EXPE | CLOSED OUT | 0 | 1,837 | -100.0% | 0 |
| CRS | CLOSED OUT | 0 | 1,800 | -100.0% | 0 |
| URI | CLOSED OUT | 0 | 1,674 | -100.0% | 0 |
| CI | CLOSED OUT | 0 | 1,581 | -100.0% | 0 |
| ADI | CLOSED OUT | 0 | 1,567 | -100.0% | 0 |
| DRI | CLOSED OUT | 0 | 1,380 | -100.0% | 0 |
| BRK-B | CLOSED OUT | 0 | 1,346 | -100.0% | 0 |
| FN | CLOSED OUT | 0 | 1,300 | -100.0% | 0 |
| ODFL | CLOSED OUT | 0 | 1,162 | -100.0% | 0 |
| PH | CLOSED OUT | 0 | 1,120 | -100.0% | 0 |
| KLAC | CLOSED OUT | 0 | 1,061 | -100.0% | 0 |
| ISRG | CLOSED OUT | 0 | 1,029 | -100.0% | 0 |
| WAB | CLOSED OUT | 0 | 965 | -100.0% | 0 |
| ELV | CLOSED OUT | 0 | 947 | -100.0% | 0 |
| MCK | CLOSED OUT | 0 | 900 | -100.0% | 0 |
| LPLA | CLOSED OUT | 0 | 760 | -100.0% | 0 |
| HCA | CLOSED OUT | 0 | 738 | -100.0% | 0 |
| IDCC | CLOSED OUT | 0 | 700 | -100.0% | 0 |
| TMO | CLOSED OUT | 0 | 696 | -100.0% | 0 |
| MTZ | CLOSED OUT | 0 | 629 | -100.0% | 0 |
| LIN | CLOSED OUT | 0 | 564 | -100.0% | 0 |
| BLK | CLOSED OUT | 0 | 230 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | VOO | ETF | 922908363 | 777,842,700 | 20.89 | 1132544.0 | |
| - | LLY | COM | 532457108 | 335,004,400 | 9.0 | 279303.0 | |
| - | AMAT | COM | 038222105 | 229,623,400 | 6.17 | 317598.0 | |
| - | VTV | ETF | 922908744 | 195,018,600 | 5.24 | 894868.0 | |
| - | NVDA | COM | 67066G104 | 179,124,600 | 4.81 | 895219.0 | |
| - | AAPL | COM | 037833100 | 166,713,000 | 4.48 | 576144.0 | |
| - | GOOGL | COM | 02079K305 | 110,284,400 | 2.96 | 308599.0 | |
| - | MSFT | COM | 594918104 | 93,777,980 | 2.52 | 251402.0 | |
| - | VIG | ETF | 921908844 | 83,526,860 | 2.24 | 353000.0 | |
| - | VGT | ETF | 92204A702 | 78,691,970 | 2.11 | 658400.0 | |
| - | TRV | COM | 89417E109 | 71,044,460 | 1.91 | 215208.0 | |
| - | VUG | ETF | 922908736 | 67,536,380 | 1.81 | 784030.0 | |
| - | AMZN | COM | 023135106 | 58,386,150 | 1.57 | 244969.0 | |
| - | GOOG | COM | 02079K107 | 56,094,670 | 1.51 | 158759.0 | |
| - | SPY | ETF | 78462F103 | 54,491,810 | 1.46 | 72970.0 | |
| - | MRK | COM | 58933Y105 | 52,772,640 | 1.42 | 410682.0 | |
| - | RZV | ETF | 46137V167 | 45,685,130 | 1.23 | 306488.0 | |
| - | LRCX | COM | 512807306 | 45,231,420 | 1.21 | 104380.0 | |
| - | META | COM | 30303M102 | 41,384,920 | 1.11 | 73470.0 | |
| - | CSCO | COM | 17275R102 | 36,949,160 | 0.99 | 314568.0 | |
| - | AMD | COM | 007903107 | 34,170,870 | 0.92 | 58823.0 | |
| - | WM | COM | 94106L109 | 33,257,260 | 0.89 | 149216.0 | |
| - | MA | COM | 57636Q104 | 31,558,670 | 0.85 | 61446.0 | |
| - | ALL | COM | 020002101 | 30,204,340 | 0.81 | 126941.0 | |
| - | INTC | COM | 458140100 | 30,074,630 | 0.81 | 215388.0 | |
| - | AEP | COM | 025537101 | 29,687,770 | 0.8 | 217000.0 | |
| - | HD | COM | 437076102 | 26,563,860 | 0.71 | 75320.0 | |
| - | AVGO | COM | 11135F101 | 26,491,980 | 0.71 | 70130.0 | |
| - | AAMI | COM | 10948W103 | 26,470,120 | 0.71 | 370108.0 | |
| - | PEP | COM | 713448108 | 26,189,740 | 0.7 | 193425.0 | |
| - | MCD | COM | 580135101 | 25,950,030 | 0.7 | 96001.0 | |
| RTX | UNCHANGED | RTX | COM | 75513E101 | 25,459,870 | 0.68 | 134190.0 |
| - | UNP | COM | 907818108 | 25,390,660 | 0.68 | 93348.0 | |
| - | ABBV | COM | 00287Y109 | 24,732,440 | 0.66 | 98285.0 | |
| - | UNH | COM | 91324P102 | 23,825,160 | 0.64 | 57323.0 | |
| - | MET | COM | 59156R108 | 23,730,650 | 0.64 | 280471.0 | |
| - | SLF | COM | 866796105 | 19,668,360 | 0.53 | 250808.0 | |
| - | BMY | COM | 110122108 | 17,072,350 | 0.46 | 296292.0 | |
| - | ES | COM | 30040W108 | 16,344,000 | 0.44 | 226152.0 | |
| - | YUM | COM | 988498101 | 15,863,550 | 0.43 | 99234.0 | |
| - | MO | COM | 02209S103 | 15,299,300 | 0.41 | 212638.0 | |
| - | TGT | COM | 87612E106 | 14,992,200 | 0.4 | 114786.0 | |
| - | KMB | COM | 494368103 | 14,474,160 | 0.39 | 131859.0 | |
| - | KO | COM | 191216100 | 14,002,820 | 0.38 | 172300.0 | |
| - | JPM | COM | 46625H100 | 13,768,810 | 0.37 | 42064.0 | |
| - | XLF | ETF | 81369Y605 | 13,317,260 | 0.36 | 248410.0 | |
| - | VZ | COM | 92343V104 | 13,079,670 | 0.35 | 308920.0 | |
| - | NFLX | COM | 64110L106 | 12,643,510 | 0.34 | 177079.0 | |
| - | TMUS | COM | 872590104 | 12,247,640 | 0.33 | 73020.0 | |
| - | TFC | COM | 89832Q109 | 11,654,740 | 0.31 | 233937.0 | |
| - | AVY | COM | 053611109 | 11,469,050 | 0.31 | 70644.0 | |
| - | TSLA | COM | 88160R101 | 11,452,530 | 0.31 | 27229.0 | |
| - | PFE | COM | 717081103 | 10,222,320 | 0.27 | 424515.0 | |
| - | WDC | COM | 958102105 | 10,219,520 | 0.27 | 16000.0 | |
| - | EIX | COM | 281020107 | 9,692,497 | 0.26 | 130188.0 | |
| - | SPYG | ETF | 78464A409 | 8,329,300 | 0.22 | 70000.0 | |
| - | UL | ADR | 904767803 | 7,902,760 | 0.21 | 131449.0 | |
| SLM | UNCHANGED | SLM | COM | 78442P106 | 7,208,882 | 0.19 | 277906.0 |
| - | MCHP | COM | 595017104 | 7,204,800 | 0.19 | 79000.0 | |
| - | AGG | ETF | 464287226 | 7,126,560 | 0.19 | 72000.0 | |
| - | SPYD | ETF | 78468R788 | 7,042,044 | 0.19 | 147601.0 | |
| - | IWM | ETF | 464287655 | 6,010,802 | 0.16 | 20006.0 | |
| - | MU | COM | 595112103 | 5,876,490 | 0.16 | 5091.0 | |
| - | FCX | COM | 35671D857 | 5,361,812 | 0.14 | 85257.0 | |
| - | WMT | COM | 931142103 | 4,994,771 | 0.13 | 44100.0 | |
| - | PBI | COM | 724479100 | 4,818,000 | 0.13 | 275000.0 | |
| - | SSNHZ | ETF | 796050888 | 4,311,625 | 0.12 | 800.0 | |
| - | BEN | COM | 354613101 | 4,198,674 | 0.11 | 126200.0 | |
| - | RCL | COM | V7780T103 | 4,195,842 | 0.11 | 13214.0 | |
| - | QCOM | COM | 747525103 | 4,128,578 | 0.11 | 22342.0 | |
| - | TER | COM | 880770102 | 4,112,640 | 0.11 | 8500.0 | |
| - | ANET | COM | 040413205 | 3,957,524 | 0.11 | 23296.0 | |
| - | BAC | COM | 060505104 | 3,846,606 | 0.1 | 67508.0 | |
| - | MS | COM | 617446448 | 3,621,827 | 0.1 | 17326.0 | |
| - | IVZ | COM | G491BT108 | 3,330,233 | 0.09 | 126193.0 | |
| - | GS | COM | 38141G104 | 3,230,316 | 0.09 | 3194.0 | |
| - | KLAC | COM | 482480100 | 3,201,143 | 0.09 | 10609.0 | |
| - | V | COM | 92826C839 | 2,975,620 | 0.08 | 8673.0 | |
| - | PSA | COM | 74460D109 | 2,874,339 | 0.08 | 9030.0 | |
| - | SO | COM | 842587107 | 2,871,300 | 0.08 | 30000.0 | |
| - | ORLY | COM | 67103H107 | 2,486,430 | 0.07 | 27000.0 | |
| - | CVX | COM | 166764100 | 2,462,199 | 0.07 | 14854.0 | |
| - | CRM | COM | 79466L302 | 2,447,656 | 0.07 | 15624.0 | |
| - | MDT | COM | G5960L103 | 2,323,509 | 0.06 | 29701.0 | |
| - | QQQ | ETF | 46090E103 | 2,304,932 | 0.06 | 3130.0 | |
| - | MAR | COM | 571903202 | 2,276,534 | 0.06 | 6143.0 | |
| - | LDOS | COM | 525327102 | 2,242,790 | 0.06 | 21781.0 | |
| HSBC | UNCHANGED | HSBC | ADR | 404280406 | 2,187,070 | 0.06 | 23000.0 |
| - | SFM | COM | 85208M102 | 2,176,666 | 0.06 | 25735.0 | |
| - | BA | COM | 097023105 | 2,172,926 | 0.06 | 10038.0 | |
| - | SCHW | COM | 808513105 | 2,135,220 | 0.06 | 23141.0 | |
| - | FANG | COM | 25278X109 | 2,111,645 | 0.06 | 12013.0 | |
| - | VFC | COM | 918204108 | 1,947,840 | 0.05 | 116777.0 | |
| - | URI | COM | 911363109 | 1,896,458 | 0.05 | 1674.0 | |
| - | CARR | COM | 14448C104 | 1,891,623 | 0.05 | 25789.0 | |
| RILY | NEW | BRC | COM | 104674106 | 1,849,714 | 0.05 | 20200.0 |
| - | PHM | COM | 745867101 | 1,795,804 | 0.05 | 13088.0 | |
| - | PWR | COM | 74762E102 | 1,795,060 | 0.05 | 2493.0 | |
| CBRE | UNCHANGED | CBRE | COM | 12504L109 | 1,781,006 | 0.05 | 13223.0 |
| - | ADBE | COM | 00724F101 | 1,664,762 | 0.04 | 8120.0 | |
| - | MPC | COM | 56585A102 | 1,614,556 | 0.04 | 6315.0 | |
| - | FTNT | COM | 34959E109 | 1,591,503 | 0.04 | 10359.0 | |
| - | GE | COM | 369604301 | 1,585,736 | 0.04 | 4243.0 | |
| APA | UNCHANGED | APA | COM | 03743Q108 | 1,563,458 | 0.04 | 48003.0 |
| - | DECK | COM | 243537107 | 1,489,350 | 0.04 | 15000.0 | |
| - | MGM | COM | 552953101 | 1,399,399 | 0.04 | 29270.0 | |
| - | BKR | COM | 05722G100 | 1,327,116 | 0.04 | 23912.0 | |
| - | GEV | COM | 36828A101 | 1,233,603 | 0.03 | 1050.0 | |
| - | TSM | ADR | 874039100 | 1,193,925 | 0.03 | 2500.0 | |
| - | FCFS | COM | 33768G107 | 1,189,760 | 0.03 | 5500.0 | |
| - | HPQ | COM | 40434L105 | 1,162,820 | 0.03 | 53000.0 | |
| - | F | COM | 345370860 | 1,111,194 | 0.03 | 79942.0 | |
| - | CRS | COM | 144285103 | 1,110,312 | 0.03 | 1800.0 | |
| - | PH | COM | 701094104 | 1,095,494 | 0.03 | 1120.0 | |
| - | OTIS | COM | 68902V107 | 1,046,076 | 0.03 | 14610.0 | |
| - | KR | COM | 501044101 | 1,045,630 | 0.03 | 18830.0 | |
| - | CRDO | COM | G25457105 | 1,006,215 | 0.03 | 3700.0 | |
| SLB | UNCHANGED | SLB | COM | 806857108 | 996,048 | 0.03 | 21425.0 |
| - | TOL | COM | 889478103 | 972,025 | 0.03 | 5900.0 | |
| - | IX | ADR | 686330101 | 943,772 | 0.03 | 24810.0 | |
| - | CDNS | COM | 127387108 | 937,549 | 0.03 | 2498.0 | |
| - | BSX | COM | 101137107 | 928,716 | 0.02 | 21760.0 | |
| - | SNPS | COM | 871607107 | 915,781 | 0.02 | 2053.0 | |
| - | RF | COM | 7591EP100 | 894,373 | 0.02 | 29615.0 | |
| - | ALGN | COM | 016255101 | 888,163 | 0.02 | 5266.0 | |
| - | RJF | COM | 754730109 | 866,571 | 0.02 | 5700.0 | |
| - | NOC | COM | 666807102 | 865,827 | 0.02 | 1700.0 | |
| EBAY | UNCHANGED | EBAY | COM | 278642103 | 847,065 | 0.02 | 7580.0 |
| - | VTRS | COM | 92556V106 | 837,368 | 0.02 | 52730.0 | |
| - | NEM | COM | 651639106 | 827,057 | 0.02 | 8855.0 | |
| - | XOM | COM | 30233Q108 | 825,788 | 0.02 | 6040.0 | |
| - | ABCB | COM | 03076K108 | 821,366 | 0.02 | 9100.0 | |
| - | HLT | COM | 43300A203 | 805,661 | 0.02 | 2438.0 | |
| - | PLOW | COM | 25960R105 | 755,300 | 0.02 | 14000.0 | |
| - | OPLN | COM | 48238T109 | 750,568 | 0.02 | 18200.0 | |
| - | ALSN | COM | 01973R101 | 744,084 | 0.02 | 6600.0 | |
| - | NUE | COM | 670346105 | 739,530 | 0.02 | 3320.0 | |
| - | PLTR | COM | 69608A108 | 736,187 | 0.02 | 6310.0 | |
| - | CMG | COM | 169656105 | 734,400 | 0.02 | 21600.0 | |
| - | LNC | COM | 534187109 | 733,088 | 0.02 | 20738.0 | |
| - | FN | COM | G3323L100 | 730,704 | 0.02 | 1300.0 | |
| - | SDY | ETF | 78464A763 | 730,464 | 0.02 | 4800.0 | |
| - | TTMI | COM | 87305R109 | 729,378 | 0.02 | 3900.0 | |
| - | KB | ADR | 48241A105 | 692,736 | 0.02 | 6600.0 | |
| - | UAL | COM | 910047109 | 686,341 | 0.02 | 5047.0 | |
| - | EEM | ETF | 464287234 | 685,331 | 0.02 | 10018.0 | |
| - | BABA | ADR | 01609W102 | 681,458 | 0.02 | 7100.0 | |
| - | MCK | COM | 58155Q103 | 680,040 | 0.02 | 900.0 | |
| - | BRK.B | COM | 084670702 | 673,524 | 0.02 | 1346.0 | |
| - | STT | COM | 857477103 | 644,140 | 0.02 | 3798.0 | |
| - | SKM | ADR | 78440P306 | 639,984 | 0.02 | 19900.0 | |
| - | ADI | COM | 032654105 | 622,365 | 0.02 | 1567.0 | |
| - | NOW | COM | 81762P102 | 619,010 | 0.02 | 6234.0 | |
| - | MOD | COM | 607828100 | 614,146 | 0.02 | 2300.0 | |
| - | VWO | ETF | 922042858 | 603,764 | 0.02 | 10115.0 | |
| - | WBS | COM | 947890109 | 595,464 | 0.02 | 7792.0 | |
| - | C | COM | 172967424 | 593,150 | 0.02 | 4238.0 | |
| - | NWSA | COM | 65249B109 | 589,464 | 0.02 | 23740.0 | |
| - | NESR | COM | G6375R107 | 577,649 | 0.02 | 19300.0 | |
| - | IBM | COM | 459200101 | 573,668 | 0.02 | 2040.0 | |
| - | JCI | COM | G51502105 | 571,144 | 0.02 | 3909.0 | |
| ETSY | UNCHANGED | ETSY | COM | 29786A106 | 567,084 | 0.02 | 7528.0 |
| - | OGN | COM | 68622V106 | 556,047 | 0.01 | 41067.0 | |
| - | CPRT | COM | 217204106 | 534,820 | 0.01 | 18972.0 | |
| - | UMC | ADR | 910873405 | 527,874 | 0.01 | 19400.0 | |
| - | COP | COM | 20825C104 | 479,255 | 0.01 | 4610.0 | |
| - | FTI | COM | G87110105 | 474,840 | 0.01 | 7162.0 | |
| - | EXPE | COM | 30212P303 | 470,051 | 0.01 | 1837.0 | |
| - | HAL | COM | 406216101 | 469,053 | 0.01 | 13816.0 | |
| - | SIMO | ADR | 82706C108 | 466,662 | 0.01 | 1400.0 | |
| - | TEX | COM | 880779103 | 461,486 | 0.01 | 6375.0 | |
| - | CE | COM | 150870103 | 460,000 | 0.01 | 10000.0 | |
| - | DIS | COM | 254687106 | 455,358 | 0.01 | 4731.0 | |
| - | GM | COM | 37045V100 | 449,376 | 0.01 | 5830.0 | |
| - | GEN | COM | 668771108 | 442,444 | 0.01 | 17776.0 | |
| - | COF | COM | 14040H105 | 437,552 | 0.01 | 2181.0 | |
| - | CI | COM | 125523100 | 435,850 | 0.01 | 1581.0 | |
| - | EA | COM | 285512109 | 414,180 | 0.01 | 2020.0 | |
| - | TGLS | COM | 87877F103 | 411,928 | 0.01 | 8800.0 | |
| - | DVN | COM | 25179M103 | 409,811 | 0.01 | 9918.0 | |
| - | ISRG | COM | 46120E602 | 409,212 | 0.01 | 1029.0 | |
| - | GHM | COM | 384556106 | 408,507 | 0.01 | 3300.0 | |
| - | IVV | ETF | 464287200 | 407,396 | 0.01 | 544.0 | |
| - | ALNT | COM | 019330109 | 401,427 | 0.01 | 3900.0 | |
| - | CDE | COM | 192108504 | 363,936 | 0.01 | 22300.0 | |
| - | NSIT | COM | 45765U103 | 359,310 | 0.01 | 2950.0 | |
| - | TMO | COM | 883556102 | 348,946 | 0.01 | 696.0 | |
| KT | UNCHANGED | KT | ADR | 48268K101 | 345,600 | 0.01 | 20000.0 |
| - | LYV | COM | 538034109 | 338,204 | 0.01 | 1847.0 | |
| - | KEY | COM | 493267108 | 336,553 | 0.01 | 14601.0 | |
| - | LEN | COM | 526057104 | 329,293 | 0.01 | 3639.0 | |
| - | HMY | ADR | 413216300 | 328,536 | 0.01 | 21600.0 | |
| - | IBN | ADR | 45104G104 | 328,039 | 0.01 | 11300.0 | |
| - | NWS | COM | 65249B208 | 322,690 | 0.01 | 11500.0 | |
| - | PARR | COM | 69888T207 | 314,048 | 0.01 | 5600.0 | |
| - | BKZHY | ADR | 80280M104 | 308,682 | 0.01 | 9000.0 | |
| - | NWL | COM | 651229106 | 307,000 | 0.01 | 50000.0 | |
| - | LIN | COM | G54950103 | 292,682 | 0.01 | 564.0 | |
| - | IR | COM | 45687V106 | 292,048 | 0.01 | 3562.0 | |
| - | AMT | COM | 03027X100 | 288,537 | 0.01 | 1764.0 | |
| - | VSXY | COM | 926400102 | 288,506 | 0.01 | 3456.0 | |
| - | HCA | COM | 40412C101 | 287,738 | 0.01 | 738.0 | |
| - | CENX | COM | 156431108 | 285,262 | 0.01 | 6200.0 | |
| - | DRI | COM | 237194105 | 284,293 | 0.01 | 1380.0 | |
| - | PGR | COM | 743315103 | 274,591 | 0.01 | 1257.0 | |
| - | CFG | COM | 174610105 | 270,470 | 0.01 | 3860.0 | |
| - | NCLH | COM | G66721104 | 268,265 | 0.01 | 12708.0 | |
| - | MCB | COM | 591774104 | 266,652 | 0.01 | 2700.0 | |
| - | MTZ | COM | 576323109 | 261,701 | 0.01 | 629.0 | |
| - | WAB | COM | 929740108 | 260,164 | 0.01 | 965.0 | |
| - | LRN | COM | 86333M108 | 254,408 | 0.01 | 2950.0 | |
| - | PLMR | COM | 69753M105 | 252,780 | 0.01 | 2000.0 | |
| - | ODFL | COM | 679580100 | 251,689 | 0.01 | 1162.0 | |
| - | PYPL | COM | 70450Y103 | 248,760 | 0.01 | 5761.0 | |
| - | SYF | COM | 87165B103 | 247,770 | 0.01 | 3258.0 | |
| - | APH | COM | 032095101 | 246,848 | 0.01 | 1400.0 | |
| - | MOS | COM | 61945C103 | 246,503 | 0.01 | 11633.0 | |
| - | EW | COM | 28176E108 | 241,528 | 0.01 | 2670.0 | |
| - | BBWI | COM | 070830104 | 239,858 | 0.01 | 10370.0 | |
| - | ZTO | ADR | 98980A105 | 239,466 | 0.01 | 10700.0 | |
| - | TBBK | COM | 05969A105 | 238,032 | 0.01 | 3800.0 | |
| - | XPRO | COM | N3144W105 | 236,320 | 0.01 | 16000.0 | |
| - | PVH | COM | 693656100 | 235,329 | 0.01 | 3169.0 | |
| - | BLK | COM | 09290D101 | 221,158 | 0.01 | 230.0 | |
| - | LPLA | COM | 50212V100 | 214,076 | 0.01 | 760.0 | |
| - | MDY | ETF | 78467Y107 | 211,002 | 0.01 | 300.0 | |
| - | SGHC | COM | G8588X103 | 204,605 | 0.01 | 15100.0 | |
| - | PM | COM | 718172109 | 203,704 | 0.01 | 1126.0 | |
| - | QRVO | COM | 74736K101 | 201,463 | 0.01 | 2160.0 | |
| - | DXC | COM | 23355L106 | 137,865 | 0.0 | 15578.0 | |
| - | PSKY | COM | 69932A204 | 102,820 | 0.0 | 10428.0 | |
| - | CIG.C | ADR | 204409882 | 55,510 | 0.0 | 18200.0 | |
| - | BIGGQ | COM | 089302103 | 13 | 0.0 | 46600.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-13 | 3,723,009,143 | 233 | 0.256747 | 0.008136 | 0.705503 |
| 2026-03-31 | 2026-05-18 | 2,844,315,655 | 234 | 10.015985 | 0.498649 | 16.920165 |
| 2025-12-31 | 2026-02-12 | 3,205,552,471 | 229 | 9.559736 | 0.476903 | 15.903944 |
| 2025-09-30 | 2025-11-12 | 3,040,054,972 | 227 | 10.027473 | 0.501087 | 16.770722 |
| 2025-03-31 | 2025-05-16 | 2,617,752,524 | 222 | 9.108155 | 0.454819 | 16.478641 |
| 2024-12-31 | 2025-02-13 | 2,714,546,926 | 228 | 9.578723 | 0.479569 | 16.644232 |