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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
PGRE
401
DELISTED
Paramount Group
PGRE
$343K 0.08%
+21,460
New +$339K
FNB icon
402
FNB Corp
FNB
$6.72B
$342K 0.08%
+21,315
New +$304K
APH icon
403
Amphenol
APH
$194B
$340K 0.08%
+20,212
New +$337K
CCK icon
404
Crown Holdings
CCK
$12.5B
$339K 0.08%
6,450
– –
LUMN icon
405
Lumen
LUMN
$6.73B
$337K 0.08%
14,185
-35,249
-71% -$895K
VYX icon
406
NCR Voyix
VYX
$1.05B
$335K 0.08%
13,478
+10,873
+417% +$244K
ABT icon
407
Abbott
ABT
$175B
$331K 0.08%
8,629
+2,143
+33% +$85K
WWW icon
408
Wolverine World Wide
WWW
$1.51B
$329K 0.08%
14,984
+3,146
+27% +$71.3K
TTWO icon
409
Take-Two Interactive
TTWO
$42.7B
$327K 0.08%
6,625
+595
+10% +$28.1K
DY icon
410
Dycom Industries
DY
$13.2B
$326K 0.08%
4,057
+3,833
+1,711% +$310K
NSC icon
411
Norfolk Southern
NSC
$78.3B
$325K 0.08%
3,009
+67
+2% +$6.77K
MBFI
412
DELISTED
MB Financial Corp
MBFI
$325K 0.08%
6,889
-4,938
-42% -$204K
AVGO icon
413
Broadcom
AVGO
$1.87T
$323K 0.08%
18,280
-17,010
-48% -$295K
TRV icon
414
Travelers Companies
TRV
$78.5B
$321K 0.08%
2,621
-3,621
-58% -$413K
JKHY icon
415
Jack Henry & Associates
JKHY
$10.5B
$317K 0.07%
3,569
-9,645
-73% -$823K
AVA icon
416
Avista
AVA
$3.49B
$315K 0.07%
7,887
-18,336
-70% -$742K
MIK
417
DELISTED
Michaels Stores, Inc
MIK
$314K 0.07%
15,362
-19,711
-56% -$458K
TXT icon
418
Textron
TXT
$16.2B
$312K 0.07%
6,426
-3,743
-37% -$163K
STT icon
419
State Street
STT
$50.6B
$308K 0.07%
+3,966
New +$299K
RTX icon
420
RTX Corp
RTX
$282B
$307K 0.07%
4,448
-1,134
-20% -$75.2K
CACI icon
421
CACI
CACI
$10.6B
$306K 0.07%
2,463
-788
-24% -$91K
EW icon
422
Edwards Lifesciences
EW
$48.3B
$306K 0.07%
9,783
-17,427
-64% -$565K
VC icon
423
Visteon
VC
$2.67B
$306K 0.07%
3,807
-5,401
-59% -$406K
FITB
424
Fifth Third Bancorp
FITB
$51.8B
$305K 0.07%
+11,316
New +$271K
DTE icon
425
DTE Energy
DTE
$30.8B
$304K 0.07%
3,623
-9,584
-73% -$770K
15 16
17
18 19

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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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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.