Systematic Portfolios LLC
Regulatory profile
From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.
Portfolio style
Measured from the filed 13F common-share book for Jun 30, 2024, never from the firm's own description.
Closest benchmark: the S&P 500 as of 2024-06-30, active share 95.4%; sector active share 30.5% against the combined 13F book's sector weights.
Over time 3 measured quarters
How the bands are measured
Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.
Clone Performance
Build a hypothetical price-return history from this filer's public 13F holdings.
View clone backtestPortfolio Concentration
60 tracked positions · as of Jun 30, 2024 · Δ vs Mar 31, 2024Portfolio Trend
Sector Breakdown
As of Jun 30, 2024| Sector | % Portfolio | Value |
|---|---|---|
| Industrials | 14.9% | $2,116,108 |
| Technology | 13.4% | $1,910,039 |
| Healthcare | 10.4% | $1,479,070 |
| Real Estate | 10.3% | $1,463,855 |
| Consumer Defensive | 9.1% | $1,299,232 |
| Utilities | 8.6% | $1,230,838 |
| Consumer Cyclical | 8.1% | $1,149,053 |
| Energy | 7.7% | $1,094,748 |
| Financial Services | 6.8% | $961,751 |
| Unclassified | 4.4% | $630,080 |
| Communication Services | 3.2% | $462,288 |
| Basic Materials | 3.1% | $446,134 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| — | +586 | 6,941 | $201,914 | ||
| CUBE | CubeSmart | +18 | 4,825 | $217,945 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| GIS | General Mills Inc | 5,882 | $372,095 | |
| PSA | Public Storage | 1,237 | $355,823 | |
| CVI | Cvr Energy Inc | 13,025 | $348,679 | |
| CHD | Church & Dwight Co Inc | 3,192 | $330,946 | |
| CAR | Avis Budget Group, Inc. | 2,988 | $312,305 | |
| SWX | Southwest Gas Holdings, Inc. | 4,369 | $307,490 | |
| SNX | Td Synnex Corp | 2,573 | $296,924 | |
| ESS | Essex Property Trust, Inc. | 1,088 | $296,153 | |
| CELH | Celsius Holdings, Inc. | 5,156 | $294,356 | |
| SM | SM Energy Co | 6,803 | $294,093 | |
| RTX | RTX Corp | 2,747 | $275,771 | |
| LNC | Lincoln National Corp | 8,867 | $275,763 | |
| — | 3,973 | $272,111 | ||
| TEVA | Teva Pharmaceutical Industries Ltd | 16,647 | $270,513 | |
| BDX | Becton Dickinson & Co | 1,145 | $267,597 | |
| RLI | Rli Corp | 1,900 | $267,311 | |
| ABT | Abbott Laboratories | 2,523 | $262,164 | |
| ADP | Automatic Data Processing Inc | 1,086 | $259,217 | |
| IP | International Paper Co | 5,943 | $256,440 | |
| RMD | Resmed Inc | 1,306 | $249,994 | |
| NSC | Norfolk Southern Corp | 1,156 | $248,181 | |
| ST | Sensata Technologies Holding plc | 6,584 | $246,175 | |
| WEC | Wec Energy Group, Inc. | 3,135 | $245,972 | |
| MPC | Marathon Petroleum Corp | 1,416 | $245,647 | |
| CMG | Chipotle Mexican Grill Inc | 3,905 | $244,648 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| YUM | Yum Brands Inc | 5,276 | $731,517 | |
| OGE | Oge Energy Corp. | 21,104 | $723,867 | |
| YUMC | Yum China Holdings, Inc. | 17,049 | $678,379 | |
| CMCSA | Comcast Corp | 15,322 | $664,208 | |
| RBLX | Roblox Corp | 17,160 | $655,168 | |
| — | 65,986 | $576,058 | ||
| SCCO | Southern Copper Corp | 5,024 | $546,184 | |
| PPL | PPL Corp | 18,762 | $516,517 | |
| CARR | CARRIER GLOBAL Corp | 8,677 | $504,394 | |
| NFE | New Fortress Energy Inc. | 16,453 | $503,297 | |
| LYB | LyondellBasell Industries N.V. | 4,779 | $488,796 | |
| AXTA | Axalta Coating Systems Ltd. | 13,128 | $451,471 | |
| COTY | Coty Inc. | 37,656 | $450,365 | |
| D | Dominion Energy, Inc | 7,950 | $391,060 | |
| ELS | Equity Lifestyle Properties Inc | 5,796 | $373,262 | |
| RPM | Rpm International Inc | 3,064 | $364,462 | |
| GOOGL | Alphabet Inc. | 2,411 | $363,892 | |
| T | At&T Inc. | 20,447 | $359,867 | |
| IRDM | Iridium Communications Inc. | 13,752 | $359,752 | |
| GLPI | Gaming & Leisure Properties, Inc. | 7,499 | $345,478 | |
| DOW | Dow Inc. | 5,796 | $335,762 | |
| MNST | Monster Beverage Corp | 5,649 | $334,872 | |
| ENB | Enbridge Inc | 9,235 | $334,122 | |
| PG | PROCTER & GAMBLE Co | 1,955 | $317,198 | |
| EXC | Exelon Corp | 8,342 | $313,408 | |
| No positions match the current search. | ||||
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| GIS |
General Mills Inc
Consumer Defensive
|
NEW | 5,882 | $372,095 | 2.61% | |
| PSA |
Public Storage
Real Estate
|
NEW | 1,237 | $355,823 | 2.50% | |
| CVI |
Cvr Energy Inc
Energy
|
NEW | 13,025 | $348,679 | 2.45% | |
| CHD |
Church & Dwight Co Inc
Consumer Defensive
|
NEW | 3,192 | $330,946 | 2.32% | |
| CAR |
Avis Budget Group, Inc.
Industrials
|
NEW | 2,988 | $312,305 | 2.19% | |
| SWX |
Southwest Gas Holdings, Inc.
Utilities
|
NEW | 4,369 | $307,490 | 2.16% | |
| SNX |
Td Synnex Corp
Technology
|
NEW | 2,573 | $296,924 | 2.08% | |
| ESS |
Essex Property Trust, Inc.
Real Estate
|
NEW | 1,088 | $296,153 | 2.08% | |
| CELH |
Celsius Holdings, Inc.
Consumer Defensive
|
NEW | 5,156 | $294,356 | 2.07% | |
| SM |
SM Energy Co
Energy
|
NEW | 6,803 | $294,093 | 2.06% | |
| RTX |
RTX Corp
Industrials
|
NEW | 2,747 | $275,771 | 1.94% | |
| LNC |
Lincoln National Corp
Financial Services
|
NEW | 8,867 | $275,763 | 1.94% | |
| VRT |
Vertiv Holdings Co
Industrials
|
Reduced | 3,171 | $274,513 | 1.93% | |
|
|
NEW | 3,973 | $272,111 | 1.91% | ||
| TEVA |
Teva Pharmaceutical Industries Ltd
Healthcare
|
NEW | 16,647 | $270,513 | 1.90% | |
| BDX |
Becton Dickinson & Co
Healthcare
|
NEW | 1,145 | $267,597 | 1.88% | |
| RLI |
Rli Corp
Financial Services
|
NEW | 1,900 | $267,311 | 1.88% | |
| ABT |
Abbott Laboratories
Healthcare
|
NEW | 2,523 | $262,164 | 1.84% | |
| ADP |
Automatic Data Processing Inc
Technology
|
NEW | 1,086 | $259,217 | 1.82% | |
| PCG |
PG&E Corp
Utilities
|
Reduced | 14,792 | $258,268 | 1.81% | |
| IP |
International Paper Co
Consumer Cyclical
|
NEW | 5,943 | $256,440 | 1.80% | |
| RMD |
Resmed Inc
Healthcare
|
NEW | 1,306 | $249,994 | 1.76% | |
| NSC |
Norfolk Southern Corp
Industrials
|
NEW | 1,156 | $248,181 | 1.74% | |
| ST |
Sensata Technologies Holding plc
Technology
|
NEW | 6,584 | $246,175 | 1.73% | |
| WEC |
Wec Energy Group, Inc.
Utilities
|
NEW | 3,135 | $245,972 | 1.73% | |
| MPC |
Marathon Petroleum Corp
Energy
|
NEW | 1,416 | $245,647 | 1.72% | |
| CMG |
Chipotle Mexican Grill Inc
Consumer Cyclical
|
NEW | 3,905 | $244,648 | 1.72% | |
| AGNC |
AGNC Investment Corp.
Real Estate
|
NEW | 25,570 | $243,937 | 1.71% | |
| PNR |
PENTAIR plc
Industrials
|
NEW | 3,178 | $243,657 | 1.71% | |
| OMC |
Omnicom Group Inc.
Communication Services
|
NEW | 2,699 | $242,100 | 1.70% | |
| HL |
Hecla Mining Co
Basic Materials
|
NEW | 49,741 | $241,243 | 1.69% | |
| ONTO |
Onto Innovation Inc.
Technology
|
NEW | 1,054 | $231,416 | 1.62% | |
| IR |
Ingersoll Rand Inc.
Industrials
|
NEW | 2,547 | $231,369 | 1.62% | |
| SNPS |
Synopsys Inc
Technology
|
NEW | 387 | $230,288 | 1.62% | |
| ETN |
Eaton Corp plc
Industrials
|
NEW | 721 | $226,069 | 1.59% | |
| TECH |
BIO-TECHNE Corp
Healthcare
|
NEW | 3,129 | $224,192 | 1.57% | |
| IBM |
International Business Machines Corp
Technology
|
NEW | 1,292 | $223,451 | 1.57% | |
| PENN |
PENN Entertainment, Inc.
Consumer Cyclical
|
NEW | 11,516 | $222,949 | 1.57% | |
| ORLY |
O Reilly Automotive Inc
Consumer Cyclical
|
NEW | 209 | $220,716 | 1.55% | |
| CABO |
Cable One, Inc.
Communication Services
|
NEW | 622 | $220,188 | 1.55% | |
| CUBE |
CubeSmart
Real Estate
|
Added | 4,825 | $217,945 | 1.53% | |
| PAYX |
Paychex Inc
Technology
|
NEW | 1,823 | $216,134 | 1.52% | |
| AON |
Aon plc
Financial Services
|
NEW | 736 | $216,074 | 1.52% | |
| ATO |
Atmos Energy Corp
Utilities
|
NEW | 1,816 | $211,836 | 1.49% | |
| CWEN |
Clearway Energy, Inc.
Utilities
|
NEW | 8,395 | $207,272 | 1.46% | |
| ORCL |
Oracle Corp
Technology
|
NEW | 1,462 | $206,434 | 1.45% | |
| TPL |
Texas Pacific Land Corp
Energy
|
NEW | 281 | $206,329 | 1.45% | |
| APD |
Air Products & Chemicals, Inc.
Basic Materials
|
NEW | 794 | $204,891 | 1.44% | |
| TMO |
Thermo Fisher Scientific Inc.
Healthcare
|
NEW | 370 | $204,610 | 1.44% | |
| SON |
Sonoco Products Co
Consumer Cyclical
|
NEW | 4,028 | $204,300 | 1.43% |
Showing the top 50 of 60 positions. Create a free account to see every position, past quarters, search, filters and CSV export.
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.