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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
+7.37%
1 Year Est. Return
+28.4%
3 Year Est. Return
+67.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$424M
AUM Growth
-$53.3M
Cap. Flow
-$73.2M
Cap. Flow %
-17.28%
Top 10 Hldgs %
6.38%
Holding
710
New
99
Increased
159
Reduced
324
Closed
115

Top Buys

Rank Stock Value
1
CNK icon
Cinemark Holdings
CNK
+$1.41M
2
TER icon
Teradyne
TER
+$1.3M
3
FFIV icon
F5
FFIV
+$1.19M
4
LVS icon
Las Vegas Sands
LVS
+$1.19M
5
DE icon
Deere & Co
DE
+$1.18M

Top Sells

Rank Stock Value
1
IM
Ingram Micro
IM
+$3.28M
2
PFE icon
Pfizer
PFE
+$1.65M
3
IDCC icon
InterDigital
IDCC
+$1.55M
4
NYT icon
New York Times
NYT
+$1.5M
5
HII icon
Huntington Ingalls Industries
HII
+$1.43M

Sector Composition

Rank Sector Weight
1 Technology 24.43%
2 Industrials 16.59%
3 Consumer Discretionary 12.99%
4 Financials 12.11%
5 Consumer Staples 10.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMP icon
301
Compass Minerals
CMP
$1.23B
$564K 0.13%
+7,197
New +$547K
KEYS icon
302
Keysight
KEYS
$54B
$564K 0.13%
15,429
-3,372
-18% -$116K
STX icon
303
Seagate
STX
$192B
$559K 0.13%
14,639
-8,309
-36% -$310K
CVLT icon
304
Commault Systems
CVLT
$5.9B
$556K 0.13%
10,818
-8,238
-43% -$442K
SLM icon
305
SLM Corp
SLM
$4.54B
$552K 0.13%
50,113
-16,442
-25% -$148K
RTN
306
DELISTED
Raytheon Company
RTN
$550K 0.13%
3,873
-4,763
-55% -$677K
IPG
307
DELISTED
Interpublic Group of Companies
IPG
$541K 0.13%
23,121
-8,108
-26% -$187K
MTG icon
308
MGIC Investment
MTG
$6.27B
$539K 0.13%
52,862
+46,116
+684% +$416K
PG icon
309
Procter & Gamble
PG
$342B
$538K 0.13%
6,400
+1,255
+24% +$107K
EXP icon
310
Eagle Materials
EXP
$6.57B
$535K 0.13%
+5,433
New +$488K
UPS icon
311
United Parcel Service
UPS
$97.4B
$533K 0.13%
+4,648
New +$524K
TRMK icon
312
Trustmark
TRMK
$2.73B
$531K 0.13%
14,887
-10,878
-42% -$342K
HRL icon
313
Hormel Foods
HRL
$13.9B
$530K 0.13%
15,228
-20,241
-57% -$731K
CW icon
314
Curtiss-Wright
CW
$27.6B
$529K 0.12%
5,377
-4,595
-46% -$437K
CALM icon
315
Cal-Maine
CALM
$4.28B
$527K 0.12%
11,930
-3,221
-21% -$128K
AEE icon
316
Ameren
AEE
$31.4B
$523K 0.12%
9,972
-14,731
-60% -$730K
ANET icon
317
Arista Networks
ANET
$217B
$523K 0.12%
+86,496
New +$484K
AZO icon
318
AutoZone
AZO
$48.3B
$517K 0.12%
654
-457
-41% -$352K
UGI icon
319
UGI
UGI
$7.99B
$517K 0.12%
11,209
-2,336
-17% -$105K
TT icon
320
Trane Technologies
TT
$106B
$516K 0.12%
6,879
-5,374
-44% -$388K
AVNS icon
321
Avanos Medical
AVNS
$1.17B
$514K 0.12%
13,909
-1,916
-12% -$68.5K
CDK
322
DELISTED
CDK Global, Inc.
CDK
$514K 0.12%
8,618
-906
-10% -$51.8K
VRSN icon
323
VeriSign
VRSN
$25.1B
$513K 0.12%
6,748
-4,720
-41% -$373K
JBLU icon
324
JetBlue
JBLU
$1.96B
$504K 0.12%
22,501
– –
TPR icon
325
Tapestry
TPR
$28.8B
$493K 0.12%
14,065
-17,585
-56% -$642K
11 12
13
14 15

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GLRA
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JPCCM
J&P (China) Capital Management Hong Kong, China $586M AUM 82.64% 1-Year Est. Return
NBC
Neuberger Berman Canada Toronto, Ontario, Canada $542M AUM 14.17% 1-Year Est. Return
PAAMCP
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NTC
North Tide Capital Boston, Massachusetts $469M AUM 6.57% 1-Year Est. Return
SD
Sumway Development Shanghai, China $427M AUM 43.82% 1-Year Est. Return
DG
Davidson & Garrard Lynchburg, Virginia $425M AUM 14.62% 1-Year Est. Return

GAM Systematic's Q4 2016 Portfolio in Review

As of Q4 2016, GAM Systematic held 710 positions worth $424M, down 11% from $477M the previous quarter. Its ten largest holdings account for 6.4% of the portfolio.

GAM Systematic withdrew a net $73.2M in Q4 2016, closing 115 positions and reducing 324 holdings. Its most notable exit was Ingram Micro, an estimated $3.28M position sold in full.

By sector, the portfolio is most concentrated in Technology at 24% of assets, up from 21% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, GAM Systematic opened a new position in Teradyne worth $1.39M.

  • GAM Systematic's largest Q4 2016 buy was Teradyne: 54,786 shares worth $1.39M.
  • GAM Systematic added most to Cinemark Holdings in Q4 2016, an estimated $1.41M increase.
  • GAM Systematic's biggest Q4 2016 reduction was Pfizer, cutting an estimated $1.65M.
  • GAM Systematic fully exited Ingram Micro in Q4 2016, selling an estimated $3.28M.
  • GAM Systematic's ten largest holdings make up 6.4% of its $424M portfolio in Q4 2016.
  • GAM Systematic opened 99 new positions and closed 115 in Q4 2016.
  • GAM Systematic's portfolio value fell 11% quarter-over-quarter to $424M.

Based on GAM Systematic's 13F filing for Q4 2016, filed 14 Feb 2017.