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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
WU icon
101
Western Union
WU
$2.6B
$1.26M 0.3%
58,006
-1,970
-3% -$40.9K
AFL icon
102
Aflac
AFL
$63.3B
$1.26M 0.3%
36,144
-11,608
-24% -$409K
EBAY icon
103
eBay
EBAY
$48.5B
$1.25M 0.29%
41,952
+6,739
+19% +$199K
FE icon
104
FirstEnergy
FE
$28.6B
$1.23M 0.29%
39,818
+24,292
+156% +$778K
VZ icon
105
Verizon
VZ
$183B
$1.23M 0.29%
23,041
-23,338
-50% -$1.17M
MELI icon
106
Mercado Libre
MELI
$91.2B
$1.21M 0.29%
7,774
+1,819
+31% +$301K
DGI
107
DELISTED
DigitalGlobe Inc.
DGI
$1.21M 0.29%
42,269
-1,139
-3% -$32.8K
CMA
108
DELISTED
Comerica
CMA
$1.21M 0.29%
+17,745
New +$1.04M
PWR icon
109
Quanta Services
PWR
$98.1B
$1.2M 0.28%
34,540
+3,797
+12% +$119K
MSM icon
110
MSC Industrial Direct
MSM
$7.03B
$1.19M 0.28%
12,921
-13,683
-51% -$1.13M
CAKE icon
111
Cheesecake Factory
CAKE
$4.2B
$1.19M 0.28%
19,806
-5,590
-22% -$316K
NTAP icon
112
NetApp
NTAP
$32.3B
$1.19M 0.28%
33,625
+10,748
+47% +$376K
CDW icon
113
CDW
CDW
$16.6B
$1.19M 0.28%
22,754
-1,486
-6% -$72.5K
UAL icon
114
United Airlines
UAL
$37.4B
$1.18M 0.28%
16,152
+14,289
+767% +$910K
T icon
115
AT&T
T
$160B
$1.17M 0.28%
36,497
-37,251
-51% -$1.1M
TWX
116
DELISTED
Time Warner Inc
TWX
$1.17M 0.28%
12,066
+1,947
+19% +$173K
DRI icon
117
Darden Restaurants
DRI
$22.2B
$1.16M 0.27%
15,876
-3,282
-17% -$228K
DD icon
118
DuPont de Nemours
DD
$18.6B
$1.15M 0.27%
7,963
-795
-9% -$111K
URI icon
119
United Rentals
URI
$71.4B
$1.15M 0.27%
10,881
-355
-3% -$32.3K
UNH icon
120
UnitedHealth
UNH
$385B
$1.15M 0.27%
7,169
-4,893
-41% -$731K
AKAM icon
121
Akamai
AKAM
$17.1B
$1.14M 0.27%
+17,103
New +$1.09M
PEG icon
122
Public Service Enterprise Group
PEG
$39.8B
$1.13M 0.27%
25,826
-7,050
-21% -$294K
MZTI
123
The Marzetti Company
MZTI
$2.92B
$1.13M 0.27%
7,985
+812
+11% +$110K
ALGN icon
124
Align Technology
ALGN
$12B
$1.12M 0.27%
11,684
-3,743
-24% -$348K
ESNT icon
125
Essent Group
ESNT
$5.94B
$1.12M 0.26%
34,664
+10,149
+41% +$299K
3 4
5
6 7

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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.