# Systematic Portfolios LLC

> Institutional holdings reported to the SEC as of Q2 2024 on Form 13F. CIK 1963900. Source: https://holderbook.com/funds/1963900-systematic-portfolios-llc/

- Reported value: $14.4M
- Positions: 61
- Weight of the ten largest: 22.3%
- Filed: 2024-08-14

A 13F reports long US equity positions only. Short positions, bonds, foreign listings, private holdings and cash are not visible, so this is not the manager's whole book.

## Holdings

| Security | Ticker | Value | Shares | Weight | Quarters held |
|---|---|---|---|---|---|
| GENERAL MILLS INC | [GIS](https://holderbook.com/stocks/GIS/) | $372.1K | 5,882 | 2.6% | 1 |
| PUBLIC STORAGE | [PSA](https://holderbook.com/stocks/PSA/) | $355.8K | 1,237 | 2.5% | 1 |
| CVR ENERGY INC | [CVI](https://holderbook.com/stocks/CVI/) | $348.7K | 13,025 | 2.4% | 1 |
| CHURCH & DWIGHT CO INC | [CHD](https://holderbook.com/stocks/CHD/) | $330.9K | 3,192 | 2.3% | 1 |
| AVIS BUDGET GROUP INC | [CAR](https://holderbook.com/stocks/CAR/) | $312.3K | 2,988 | 2.2% | 1 |
| SOUTHWEST GAS HLDGS INC | [SWX](https://holderbook.com/stocks/SWX/) | $307.5K | 4,369 | 2.1% | 1 |
| TD SYNNEX CORPORATION | [SNX](https://holderbook.com/stocks/SNX/) | $296.9K | 2,573 | 2.1% | 1 |
| ESSEX PPTY TR INC | [ESS](https://holderbook.com/stocks/ESS/) | $296.2K | 1,088 | 2.1% | 1 |
| CELSIUS HLDGS INC | [CELH](https://holderbook.com/stocks/CELH/) | $294.4K | 5,156 | 2.0% | 1 |
| SM ENERGY COMPANY | [SM](https://holderbook.com/stocks/SM/) | $294.1K | 6,803 | 2.0% | 1 |
| RTX CORPORATION | [RTX](https://holderbook.com/stocks/RTX/) | $275.8K | 2,747 | 1.9% | 1 |
| LINCOLN NATL CORP IND | [LNC](https://holderbook.com/stocks/LNC/) | $275.8K | 8,867 | 1.9% | 1 |
| VERTIV HOLDINGS CO | [VRT](https://holderbook.com/stocks/VRT/) | $274.5K | 3,171 | 1.9% | 2 |
| INTRA-CELLULAR THERAPIES INC | [ITCI](https://holderbook.com/stocks/ITCI/) | $272.1K | 3,973 | 1.9% | 1 |
| TEVA PHARMACEUTICAL INDS LTD | [TEVA](https://holderbook.com/stocks/TEVA/) | $270.5K | 16,647 | 1.9% | 1 |
| BECTON DICKINSON & CO | [BDX](https://holderbook.com/stocks/BDX/) | $267.6K | 1,145 | 1.9% | 1 |
| RLI CORP | [RLI](https://holderbook.com/stocks/RLI/) | $267.3K | 1,900 | 1.9% | 1 |
| ABBOTT LABORATORIES | [ABT](https://holderbook.com/stocks/ABT/) | $262.2K | 2,523 | 1.8% | 1 |
| AUTOMATIC DATA PROCESSING IN | [ADP](https://holderbook.com/stocks/ADP/) | $259.2K | 1,086 | 1.8% | 1 |
| PG&E CORP | [PCG](https://holderbook.com/stocks/PCG/) | $258.3K | 14,792 | 1.8% | 2 |
| INTERNATIONAL PAPER CO | [IP](https://holderbook.com/stocks/IP/) | $256.4K | 5,943 | 1.8% | 1 |
| RESMED INC | [RMD](https://holderbook.com/stocks/RMD/) | $250.0K | 1,306 | 1.7% | 1 |
| NORFOLK SOUTHN CORP | [NSC](https://holderbook.com/stocks/NSC/) | $248.2K | 1,156 | 1.7% | 1 |
| SENSATA TECHNOLOGIES HLDG PL | [ST](https://holderbook.com/stocks/ST/) | $246.2K | 6,584 | 1.7% | 1 |
| WEC ENERGY GROUP INC | [WEC](https://holderbook.com/stocks/WEC/) | $246.0K | 3,135 | 1.7% | 1 |
| MARATHON PETE CORP | [MPC](https://holderbook.com/stocks/MPC/) | $245.6K | 1,416 | 1.7% | 1 |
| CHIPOTLE MEXICAN GRILL INC | [CMG](https://holderbook.com/stocks/CMG/) | $244.6K | 3,905 | 1.7% | 1 |
| AGNC INVT CORP | [AGNC](https://holderbook.com/stocks/AGNC/) | $243.9K | 25,570 | 1.7% | 1 |
| PENTAIR PLC | [PNR](https://holderbook.com/stocks/PNR/) | $243.7K | 3,178 | 1.7% | 1 |
| OMNICOM GROUP INC | [OMC](https://holderbook.com/stocks/OMC/) | $242.1K | 2,699 | 1.7% | 1 |
| HECLA MINING COMPANY | [HL](https://holderbook.com/stocks/HL/) | $241.2K | 49,741 | 1.7% | 1 |
| ONTO INNOVATION INC | [ONTO](https://holderbook.com/stocks/ONTO/) | $231.4K | 1,054 | 1.6% | 1 |
| INGERSOLL RAND INC | [IR](https://holderbook.com/stocks/IR/) | $231.4K | 2,547 | 1.6% | 1 |
| SYNOPSYS INC | [SNPS](https://holderbook.com/stocks/SNPS/) | $230.3K | 387 | 1.6% | 1 |
| EATON CORP PLC | [ETN](https://holderbook.com/stocks/ETN/) | $226.1K | 721 | 1.6% | 1 |
| BIO-TECHNE CORP | [TECH](https://holderbook.com/stocks/TECH/) | $224.2K | 3,129 | 1.6% | 1 |
| INTERNATIONAL BUSINESS MACHS | [IBM](https://holderbook.com/stocks/IBM/) | $223.5K | 1,292 | 1.6% | 1 |
| PENN ENTERTAINMENT INC | [PENN](https://holderbook.com/stocks/PENN/) | $222.9K | 11,516 | 1.6% | 1 |
| OREILLY AUTOMOTIVE INC | [ORLY](https://holderbook.com/stocks/ORLY/) | $220.7K | 209 | 1.5% | 1 |
| CABLE ONE INC | [CABO](https://holderbook.com/stocks/CABO/) | $220.2K | 622 | 1.5% | 1 |
| CUBESMART | [CUBE](https://holderbook.com/stocks/CUBE/) | $217.9K | 4,825 | 1.5% | 2 |
| PAYCHEX INC | [PAYX](https://holderbook.com/stocks/PAYX/) | $216.1K | 1,823 | 1.5% | 1 |
| AON PLC | [AON](https://holderbook.com/stocks/AON/) | $216.1K | 736 | 1.5% | 1 |
| ATMOS ENERGY CORP | [ATO](https://holderbook.com/stocks/ATO/) | $211.8K | 1,816 | 1.5% | 1 |
| CLEARWAY ENERGY INC | [CWEN](https://holderbook.com/stocks/CWEN/) | $207.3K | 8,395 | 1.4% | 1 |
| ORACLE CORP | [ORCL](https://holderbook.com/stocks/ORCL/) | $206.4K | 1,462 | 1.4% | 1 |
| TEXAS PACIFIC LAND CORPORATI | [TPL](https://holderbook.com/stocks/TPL/) | $206.3K | 281 | 1.4% | 1 |
| AIR PRODUCTS AND CHEMICALS I | [APD](https://holderbook.com/stocks/APD/) | $204.9K | 794 | 1.4% | 1 |
| THERMO FISHER SCIENTIFIC INC | [TMO](https://holderbook.com/stocks/TMO/) | $204.6K | 370 | 1.4% | 1 |
| SONOCO PRODS CO | [SON](https://holderbook.com/stocks/SON/) | $204.3K | 4,028 | 1.4% | 1 |
| SMUCKER J M CO | [SJM](https://holderbook.com/stocks/SJM/) | $203.5K | 1,866 | 1.4% | 1 |
| BROWN & BROWN INC | [BRO](https://holderbook.com/stocks/BRO/) | $202.6K | 2,266 | 1.4% | 1 |
| INTERPUBLIC GROUP COS INC | [IPG](https://holderbook.com/stocks/IPG/) | $201.9K | 6,941 | 1.4% | 2 |
| AMERICAN AIRLINES GROUP INC | [AAL](https://holderbook.com/stocks/AAL/) | $180.0K | 15,887 | 1.3% | 1 |
| SOUTHWESTERN ENERGY CO | [SWN](https://holderbook.com/stocks/SWN/) | $156.1K | 23,188 | 1.1% | 1 |
| APPLE HOSPITALITY REIT INC | [APLE](https://holderbook.com/stocks/APLE/) | $150.9K | 10,380 | 1.0% | 1 |
| RITHM CAPITAL CORP | [RITM](https://holderbook.com/stocks/RITM/) | $137.0K | 12,557 | 1.0% | 1 |
| NEW YORK CMNTY BANCORP INC | [NYCBXXXX](https://holderbook.com/stocks/NYCBXXXX/) | $136.6K | 42,422 | 0.9% | 2 |
| CNH INDL N V | [CNH](https://holderbook.com/stocks/CNH/) | $124.2K | 12,265 | 0.9% | 1 |
| NEWELL BRANDS INC | [NWL](https://holderbook.com/stocks/NWL/) | $98.4K | 15,346 | 0.7% | 1 |
| MEDICAL PROPERTIES TRUST INC | [MPT](https://holderbook.com/stocks/MPT/) | $62.1K | 14,403 | 0.4% | 2 |

## What the disclosed book did

Not the fund's return. This is the change in value of the positions disclosed on Form 13F, had they been left untouched, against SPY over the same quarter ends.

| Quarter | Book | Market | Difference | Priced |
|---|---|---|---|---|
| Q2 2024 | -3.5% | +4.0% | -7.6% | 105% |
| Q1 2024 | +8.3% | +10.0% | -1.7% | 100% |

## Quarter by quarter

| Quarter | Value | Positions |
|---|---|---|
| Q2 2024 | $14.4M | 61 |
| Q1 2024 | $30.4M | 104 |
| Q4 2023 | $33.0M | 121 |