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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
DNOW icon
351
DNOW Inc
DNOW
$2.63B
$436K 0.1%
21,313
+19,032
+834% +$403K
RS icon
352
Reliance Steel & Aluminium
RS
$20.4B
$433K 0.1%
5,448
-7,386
-58% -$563K
GG
353
DELISTED
Goldcorp Inc
GG
$432K 0.1%
31,750
-18,721
-37% -$261K
SPLS
354
DELISTED
Staples Inc
SPLS
$432K 0.1%
47,692
+17,716
+59% +$154K
ODFL icon
355
Old Dominion Freight Line
ODFL
$48.5B
$430K 0.1%
+15,036
New +$403K
AYR
356
DELISTED
Aircastle Ltd
AYR
$430K 0.1%
+20,601
New +$435K
INTU icon
357
Intuit
INTU
$80.1B
$425K 0.1%
3,708
-78
-2% -$8.73K
ED icon
358
Consolidated Edison
ED
$42.2B
$423K 0.1%
5,738
-5,455
-49% -$394K
CHS
359
DELISTED
Chicos FAS, Inc.
CHS
$423K 0.1%
29,390
+1,571
+6% +$21.7K
TECH icon
360
Bio-Techne
TECH
$11.2B
$420K 0.1%
16,344
-4,168
-20% -$110K
LCI
361
DELISTED
Lannett Company, Inc.
LCI
$418K 0.1%
4,735
-1,892
-29% -$175K
PFPT
362
DELISTED
Proofpoint, Inc.
PFPT
$413K 0.1%
5,847
+3,008
+106% +$226K
ASB icon
363
Associated Banc-Corp
ASB
$5.79B
$412K 0.1%
16,669
-7,914
-32% -$174K
AL
364
DELISTED
Air Lease Corp
AL
$410K 0.1%
+11,937
New +$393K
POST icon
365
Post Holdings
POST
$4.16B
$410K 0.1%
7,799
-1,505
-16% -$76K
YELP icon
366
Yelp
YELP
$1.38B
$410K 0.1%
+10,749
New +$397K
AVY icon
367
Avery Dennison
AVY
$12.1B
$408K 0.1%
5,811
-10,588
-65% -$769K
COF icon
368
Capital One
COF
$123B
$408K 0.1%
4,680
+1,567
+50% +$126K
LYV icon
369
Live Nation Entertainment
LYV
$41B
$408K 0.1%
+15,320
New +$422K
SON icon
370
Sonoco
SON
$5.6B
$407K 0.1%
7,731
-1,111
-13% -$58K
FULT icon
371
Fulton Financial
FULT
$4.69B
$403K 0.1%
21,416
+10,065
+89% +$169K
BERY
372
DELISTED
Berry Global Group, Inc.
BERY
$401K 0.09%
8,964
+5,450
+155% +$233K
DAR icon
373
Darling Ingredients
DAR
$9.99B
$396K 0.09%
30,659
+4,190
+16% +$56.8K
NVR icon
374
NVR
NVR
$17.1B
$394K 0.09%
236
-220
-48% -$351K
LNT icon
375
Alliant Energy
LNT
$19.5B
$393K 0.09%
10,376
-1,783
-15% -$65.8K
13 14
15
16 17

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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.