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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
DDS icon
326
Dillards
DDS
$8.91B
$488K 0.12%
7,778
-6,633
-46% -$436K
MAR icon
327
Marriott International
MAR
$98.5B
$488K 0.12%
5,906
-6,772
-53% -$510K
GT icon
328
Goodyear
GT
$2.07B
$487K 0.12%
15,790
+793
+5% +$24.5K
VLO icon
329
Valero Energy
VLO
$90.2B
$485K 0.11%
+7,099
New +$437K
CRL icon
330
Charles River Laboratories
CRL
$11B
$481K 0.11%
6,313
-1,890
-23% -$144K
GNRC icon
331
Generac Holdings
GNRC
$12.2B
$479K 0.11%
+11,747
New +$465K
MCO icon
332
Moody's
MCO
$82.2B
$476K 0.11%
+5,054
New +$510K
BAH icon
333
Booz Allen Hamilton
BAH
$8.99B
$473K 0.11%
13,111
-3,998
-23% -$136K
CI icon
334
Cigna
CI
$76.3B
$473K 0.11%
3,546
-475
-12% -$62.2K
APAM icon
335
Artisan Partners
APAM
$2.79B
$472K 0.11%
+15,867
New +$452K
AMBA icon
336
Ambarella
AMBA
$2.97B
$471K 0.11%
8,709
+8,162
+1,492% +$492K
AZPN
337
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$470K 0.11%
8,596
+5,961
+226% +$326K
SWFT
338
DELISTED
Swift Transportation Company
SWFT
$464K 0.11%
+19,064
New +$445K
GL icon
339
Globe Life
GL
$13.4B
$462K 0.11%
6,268
– –
TXRH icon
340
Texas Roadhouse
TXRH
$12.8B
$462K 0.11%
9,576
-17,501
-65% -$770K
SFLY
341
DELISTED
Shutterfly, Inc.
SFLY
$462K 0.11%
9,214
+3,175
+53% +$154K
ZION icon
342
Zions Bancorporation
ZION
$10.1B
$458K 0.11%
10,643
+1,678
+19% +$61.8K
JCI icon
343
Johnson Controls International
JCI
$87.8B
$457K 0.11%
11,085
-7,255
-40% -$318K
CHE icon
344
Chemed
CHE
$6.76B
$454K 0.11%
2,828
-2,194
-44% -$322K
FHN icon
345
First Horizon
FHN
$12.1B
$449K 0.11%
22,417
+11,876
+113% +$209K
DBI icon
346
Designer Brands
DBI
$281M
$442K 0.1%
19,514
-13,309
-41% -$302K
PARA
347
DELISTED
Paramount Global Class B
PARA
$440K 0.1%
6,918
-814
-11% -$48.3K
XRX icon
348
Xerox
XRX
$337M
$439K 0.1%
19,067
– –
TRMB icon
349
Trimble
TRMB
$12.3B
$438K 0.1%
14,538
+661
+5% +$18.9K
BNY
350
Bank of New York Mellon
BNY
$108B
$437K 0.1%
+9,224
New +$416K
12 13
14
15 16

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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 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.