We are live on ! Find out more
GS

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
LLL
426
DELISTED
L3 Technologies, Inc.
LLL
$304K 0.07%
1,998
-6,038
-75% -$910K
GD icon
427
General Dynamics
GD
$103B
$299K 0.07%
1,734
-1,577
-48% -$258K
MUSA icon
428
Murphy USA
MUSA
$11.5B
$299K 0.07%
4,868
-1,637
-25% -$110K
PEP icon
429
PepsiCo
PEP
$184B
$299K 0.07%
2,855
-3,064
-52% -$321K
WAB icon
430
Wabtec
WAB
$50.3B
$298K 0.07%
+3,590
New +$296K
WBMD
431
DELISTED
WebMD Health Corp.
WBMD
$295K 0.07%
5,950
-19,135
-76% -$989K
AM
432
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
$293K 0.07%
9,481
+5,045
+114% +$145K
Y
433
DELISTED
Alleghany Corp
Y
$288K 0.07%
473
-505
-52% -$282K
CB icon
434
Chubb
CB
$137B
$282K 0.07%
2,137
-3,291
-61% -$420K
CHMT
435
DELISTED
Chemtura Corporation
CHMT
$282K 0.07%
8,500
-1,303
-13% -$43K
AEM icon
436
Agnico Eagle Mines
AEM
$72.3B
$278K 0.07%
6,612
-2,874
-30% -$127K
SBH icon
437
Sally Beauty Holdings
SBH
$1.38B
$278K 0.07%
10,521
-14,858
-59% -$392K
TVPT
438
DELISTED
Travelport Worldwide Limited
TVPT
$278K 0.07%
+19,728
New +$275K
WEX icon
439
WEX
WEX
$5.94B
$274K 0.06%
2,451
+821
+50% +$88.8K
NDSN icon
440
Nordson
NDSN
$16.3B
$273K 0.06%
2,437
-3,938
-62% -$412K
MLM icon
441
Martin Marietta Materials
MLM
$32.8B
$272K 0.06%
1,229
+1,104
+883% +$227K
WCC
442
WESCO International
WCC
$16.1B
$269K 0.06%
4,039
+3,057
+311% +$194K
DAL icon
443
Delta Air Lines
DAL
$53.9B
$264K 0.06%
5,357
-159
-3% -$7.25K
AVP
444
DELISTED
Avon Products, Inc.
AVP
$263K 0.06%
52,256
+46,309
+779% +$269K
TMO icon
445
Thermo Fisher Scientific
TMO
$213B
$262K 0.06%
1,856
-1,510
-45% -$223K
NUE icon
446
Nucor
NUE
$54.9B
$258K 0.06%
4,342
-6,601
-60% -$369K
NEE icon
447
NextEra Energy
NEE
$187B
$257K 0.06%
8,620
-18,228
-68% -$545K
JPM icon
448
JPMorgan Chase
JPM
$930B
$255K 0.06%
+2,954
New +$225K
ABMD
449
DELISTED
Abiomed Inc
ABMD
$254K 0.06%
2,256
+1,253
+125% +$145K
AR icon
450
Antero Resources
AR
$10.9B
$252K 0.06%
10,666
+864
+9% +$22.2K
16 17
18
19 20

Similar funds

KRC
Kingdom Ridge Capital White Plains, New York $750M AUM 34.23% 1-Year Est. Return
GLRA
Gerald L. Ray & Associates Dallas, Texas $802M AUM 21.01% 1-Year Est. Return
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
Pacific Alternative Asset Management Company (PAAMCO) Irvine, California $913M AUM 18.29% 1-Year Est. Return
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.