Systematic Portfolios LLC
Filing Date
Global Rank
#6,849
/ 7,299
▼ 612
Top Industry
Specialty Industrial Machinery
5.4%
3Y Alpha vs SPY
-8.8%
Period ended 1 year ago
Filed Aug 14, 2024 · 1y
3 quarters · since Dec 2023
Clone Performance
Feb 2024–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+28.0%
SPY
+52.9%
Annualised alpha
-8.8%
Max drawdown
−21.2%
Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.
Portfolio Concentration
57 positions · as of Jun 30, 2024 · Δ vs Mar 31, 2024Top Position
2.8%
−8.6 pts
Top 5
13.2%
−17.2 pts
Top 10
24.5%
−14.5 pts
HHI
191
Diversified−137
Portfolio Trend
3 quarters · across all stocks
Sector Breakdown
As of Jun 30, 2024| Sector | % Portfolio | Value |
|---|---|---|
| Industrials | 16.2% | $2,116,108 |
| Technology | 14.6% | $1,910,039 |
| Real Estate | 11.2% | $1,463,855 |
| Healthcare | 10.9% | $1,421,848 |
| Consumer Defensive | 9.9% | $1,299,232 |
| Utilities | 9.4% | $1,230,838 |
| Energy | 7.3% | $957,195 |
| Consumer Cyclical | 7.2% | $943,051 |
| Financial Services | 6.3% | $828,095 |
| Communication Services | 3.5% | $462,288 |
| Basic Materials | 3.4% | $446,134 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
1 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| CUBE | CubeSmart | +18 | 4,825 | $217,945 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter
25 positions
| 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 /De/ | 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 | |
| TEVA | Teva Pharmaceutical Industries Ltd | 16,647 | $270,513 | |
| ABT | Abbott Laboratories | 2,523 | $262,164 | |
| ADP | Automatic Data Processing Inc | 1,086 | $259,217 | |
| IP | International Paper Co /New/ | 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 | |
| AGNC | AGNC Investment Corp. | 25,570 | $243,937 | |
| PNR | PENTAIR plc | 3,178 | $243,657 | |
| OMC | Omnicom Group Inc. | 2,699 | $242,100 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| AGL | agilon health, inc. | 26,898 | $4,101,945 | |
| WAT | Waters Corp /De/ | 10,406 | $3,582,057 | |
| VST | Vistra Corp. | 24,917 | $1,735,469 | |
| 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 | |
| RBLX | Roblox Corp | 17,160 | $655,168 | |
| CMCSA | Comcast Corp | 15,322 | $622,500 | |
| PPL | PPL Corp | 18,762 | $516,517 | |
| SCCO | Southern Copper Corp/ | 5,024 | $511,190 | |
| 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/De/ | 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 | |
| No positions match the current search. | ||||
5 positions ·
$1,230,838 total
· Utilities only
· as of Jun 30, 2024
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| SWX |
Southwest Gas Holdings, Inc.
Utilities
|
NEW | 4,369 | $307,490 | 24.98% | |
| PCG |
PG&E Corp
Utilities
|
Reduced | 14,792 | $258,268 | 20.98% | |
| WEC |
Wec Energy Group, Inc.
Utilities
|
NEW | 3,135 | $245,972 | 19.98% | |
| ATO |
Atmos Energy Corp
Utilities
|
NEW | 1,816 | $211,836 | 17.21% | |
| CWEN |
Clearway Energy, Inc.
Utilities
|
NEW | 8,395 | $207,272 | 16.84% |