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GAM Systematic Portfolio holdings

AUM $696M
1-Year Est. Return 28.4%
This Fund
S&P 500
This Quarter Est. Return
+6.9%
1 Year Est. Return
+28.4%
3 Year Est. Return
+67.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$477M
AUM Growth
+$61.7M
Cap. Flow
+$45.9M
Cap. Flow %
9.62%
Top 10 Hldgs %
6.64%
Holding
729
New
110
Increased
287
Reduced
214
Closed
118

Top Buys

Rank Stock Value
1
IM
Ingram Micro
IM
+$2.25M
2
HRI icon
Herc Holdings
HRI
+$2.03M
3
WMT icon
Walmart Inc
WMT
+$1.81M
4
IDCC icon
InterDigital
IDCC
+$1.62M
5
GEN icon
Gen Digital
GEN
+$1.54M

Top Sells

Rank Stock Value
1
LUV icon
Southwest Airlines
LUV
+$1.73M
2
ALK icon
Alaska Air
ALK
+$1.31M
3
BRKR icon
Bruker
BRKR
+$1.29M
4
CPB icon
Campbell Soup
CPB
+$1.28M
5
EMR icon
Emerson Electric
EMR
+$1.26M

Sector Composition

Rank Sector Weight
1 Technology 21.26%
2 Industrials 16.68%
3 Consumer Discretionary 14.05%
4 Consumer Staples 10.98%
5 Healthcare 10.98%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LII icon
226
Lennox International
LII
$18.7B
$854K 0.18%
5,436
-1,276
-19% -$198K
MAR icon
227
Marriott International
MAR
$96.1B
$854K 0.18%
12,678
-767
-6% -$54.1K
JCI icon
228
Johnson Controls International
JCI
$87.4B
$853K 0.18%
18,340
+13,030
+245% +$604K
DNY
229
DELISTED
DONNELLEY R R & SONS CO
DNY
$852K 0.18%
54,185
+9,905
+22% +$156K
MIK
230
DELISTED
Michaels Stores, Inc
MIK
$848K 0.18%
35,073
+12,107
+53% +$310K
ADI icon
231
Analog Devices
ADI
$185B
$846K 0.18%
+13,130
New +$814K
TUP
232
DELISTED
Tupperware Brands Corporation
TUP
$844K 0.18%
12,918
-1,478
-10% -$93K
VR
233
DELISTED
Validus Hold Ltd
VR
$844K 0.18%
16,951
-1,259
-7% -$62.6K
ED icon
234
Consolidated Edison
ED
$41.6B
$843K 0.18%
11,193
-2,401
-18% -$187K
BKI
235
DELISTED
Black Knight, Inc. Common Stock
BKI
$841K 0.18%
20,553
+11,281
+122% +$442K
ACH
236
Accendra Health
ACH
$240M
$839K 0.18%
24,162
-8,588
-26% -$301K
CLGX
237
DELISTED
Corelogic, Inc.
CLGX
$839K 0.18%
21,392
+247
+1% +$9.85K
CNC icon
238
Centene
CNC
$31.5B
$838K 0.18%
25,044
+8,836
+55% +$307K
ROK icon
239
Rockwell Automation
ROK
$51.3B
$836K 0.18%
6,836
+3,070
+82% +$359K
GG
240
DELISTED
Goldcorp Inc
GG
$834K 0.17%
50,471
+25,501
+102% +$450K
CLX icon
241
Clorox
CLX
$11.3B
$833K 0.17%
6,655
-662
-9% -$86.7K
BBBY
242
DELISTED
Bed Bath & Beyond Inc
BBBY
$833K 0.17%
19,314
+3,860
+25% +$172K
BIO icon
243
Bio-Rad Laboratories Class A
BIO
$8.47B
$832K 0.17%
5,078
+3,778
+291% +$573K
TT icon
244
Trane Technologies
TT
$106B
$832K 0.17%
12,253
-1,669
-12% -$111K
MSCI icon
245
MSCI
MSCI
$40.2B
$826K 0.17%
9,844
+145
+1% +$12.3K
MAT icon
246
Mattel
MAT
$4.14B
$824K 0.17%
27,226
+5,662
+26% +$185K
J icon
247
Jacobs Solutions
J
$15.6B
$823K 0.17%
19,226
+8,947
+87% +$388K
MDLZ icon
248
Mondelez International
MDLZ
$77.1B
$821K 0.17%
18,705
-9,993
-35% -$438K
NEE icon
249
NextEra Energy
NEE
$187B
$821K 0.17%
26,848
-3,848
-13% -$121K
IT icon
250
Gartner
IT
$8.95B
$819K 0.17%
9,254
-658
-7% -$61.7K
8 9
10
11 12

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GLRA
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JPCCM
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NBC
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PAAMCP
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NTC
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SD
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DG
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GAM Systematic's Q3 2016 Portfolio in Review

As of Q3 2016, GAM Systematic held 729 positions worth $477M, up 15% from $415M the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.

GAM Systematic deployed $45.9M of net new capital in Q3 2016, opening 110 new positions and adding to 287 existing holdings. Its largest new stake was Herc Holdings: 60,405 shares worth $2.04M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 17% a quarter earlier, followed by Industrials and Consumer Discretionary.

On the sell side, the largest reduction was Alaska Air, an estimated $1.31M trimmed.

  • GAM Systematic's largest Q3 2016 buy was Herc Holdings: 60,405 shares worth $2.04M.
  • GAM Systematic added most to Ingram Micro in Q3 2016, an estimated $2.25M increase.
  • GAM Systematic's biggest Q3 2016 reduction was Alaska Air, cutting an estimated $1.31M.
  • GAM Systematic fully exited Southwest Airlines in Q3 2016, selling an estimated $1.73M.
  • GAM Systematic's ten largest holdings make up 6.6% of its $477M portfolio in Q3 2016.
  • GAM Systematic opened 110 new positions and closed 118 in Q3 2016.
  • GAM Systematic's portfolio value rose 15% quarter-over-quarter to $477M.

Based on GAM Systematic's 13F filing for Q3 2016, filed 14 Nov 2016.