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
MHK icon
651
Mohawk Industries
MHK
$6.71B
– –
-104
Closed -$21K
MTW icon
652
Manitowoc
MTW
$503M
– –
-2,156
Closed -$41K
NRG icon
653
NRG Energy
NRG
$30.2B
– –
-1,846
Closed -$21K
NWE icon
654
NorthWestern Energy
NWE
$4.46B
– –
-657
Closed -$38K
NXST icon
655
Nexstar Media Group
NXST
$5.53B
– –
-1,039
Closed -$60K
NYT icon
656
New York Times
NYT
$11.4B
– –
-125,167
Closed -$1.5M
ORLY icon
657
O'Reilly Automotive
ORLY
$71.4B
– –
-4,245
Closed -$79K
OSK icon
658
Oshkosh
OSK
$9.48B
– –
-20,762
Closed -$1.16M
PAYX icon
659
Paychex
PAYX
$39.4B
– –
-5,879
Closed -$340K
PBI icon
660
Pitney Bowes
PBI
$2.42B
– –
-14,296
Closed -$260K
PCG icon
661
PG&E
PCG
$38.6B
– –
-8,002
Closed -$489K
PPG icon
662
PPG Industries
PPG
$25.4B
– –
-332
Closed -$34K
QRVO icon
663
Qorvo
QRVO
$7.65B
– –
-2,716
Closed -$151K
RMBS icon
664
Rambus
RMBS
$11.2B
– –
-10,567
Closed -$132K
SAM icon
665
Boston Beer
SAM
$1.82B
– –
-765
Closed -$119K
SBGI icon
666
Sinclair Inc
SBGI
$965M
– –
-9,722
Closed -$281K
SCS
667
DELISTED
Steelcase
SCS
– –
-15,943
Closed -$221K
SHW icon
668
Sherwin-Williams
SHW
$76.6B
– –
-4,857
Closed -$448K
TDC icon
669
Teradata
TDC
$2.6B
– –
-3,594
Closed -$111K
TFX icon
670
Teleflex
TFX
$5.81B
– –
-4,216
Closed -$708K
TGNA
671
DELISTED
TEGNA Inc
TGNA
– –
-41,484
Closed -$580K
THS
672
DELISTED
Treehouse Foods
THS
– –
-2,074
Closed -$181K
TKR icon
673
Timken Company
TKR
$9.79B
– –
-8,300
Closed -$292K
TPH
674
DELISTED
Tri Pointe Homes
TPH
– –
-1,066
Closed -$14K
V icon
675
Visa
V
$669B
– –
-1,896
Closed -$157K
25 26
27
28 29

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.