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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
BKI
151
DELISTED
Black Knight, Inc. Common Stock
BKI
$1.03M 0.24%
27,202
+6,649
+32% +$254K
CDNS icon
152
Cadence Design Systems
CDNS
$91.1B
$1.02M 0.24%
40,437
-1,174
-3% -$30.2K
MGA icon
153
Magna International
MGA
$17.9B
$1.01M 0.24%
23,298
+1,599
+7% +$67.2K
ROST icon
154
Ross Stores
ROST
$74.5B
$1.01M 0.24%
15,390
+6,171
+67% +$404K
S
155
DELISTED
Sprint Corporation
S
$1.01M 0.24%
119,877
+116,282
+3,235% +$861K
THG icon
156
Hanover Insurance
THG
$7.49B
$1M 0.24%
11,012
+10,941
+15,410% +$912K
ALSN icon
157
Allison Transmission
ALSN
$9.92B
$996K 0.24%
+29,561
New +$920K
PVH icon
158
PVH
PVH
$3.59B
$989K 0.23%
10,960
+2,204
+25% +$232K
IDCC icon
159
InterDigital
IDCC
$6.62B
$981K 0.23%
10,743
-19,354
-64% -$1.55M
M icon
160
Macy's
M
$6.14B
$978K 0.23%
27,317
+451
+2% +$17.5K
OMC icon
161
Omnicom Group
OMC
$22.2B
$978K 0.23%
11,494
-1,176
-9% -$98.6K
HRI icon
162
Herc Holdings
HRI
$5.45B
$970K 0.23%
24,141
-36,264
-60% -$1.31M
PF
163
DELISTED
Pinnacle Foods, Inc.
PF
$969K 0.23%
18,129
-2,670
-13% -$135K
PKG icon
164
Packaging Corp of America
PKG
$20.8B
$968K 0.23%
11,412
+5,199
+84% +$436K
BURL icon
165
Burlington
BURL
$21.4B
$959K 0.23%
11,311
-1,608
-12% -$130K
KMT icon
166
Kennametal
KMT
$2.66B
$959K 0.23%
+30,666
New +$963K
ALK icon
167
Alaska Air
ALK
$4.99B
$958K 0.23%
10,802
+792
+8% +$62.4K
USNA icon
168
Usana Health Sciences
USNA
$386M
$958K 0.23%
15,658
+1,880
+14% +$122K
CLGX
169
DELISTED
Corelogic, Inc.
CLGX
$948K 0.22%
25,736
+4,344
+20% +$168K
CMCSA icon
170
Comcast
CMCSA
$78.3B
$947K 0.22%
27,430
-5,162
-16% -$172K
HUM icon
171
Humana
HUM
$47.4B
$943K 0.22%
4,620
-3,274
-41% -$624K
ON icon
172
ON Semiconductor
ON
$35.1B
$941K 0.22%
73,745
-644
-0.9% -$7.69K
ENS icon
173
EnerSys
ENS
$7.29B
$939K 0.22%
12,024
-1,322
-10% -$96.9K
RAI
174
DELISTED
Reynolds American Inc
RAI
$938K 0.22%
16,742
+5,932
+55% +$315K
IDXX icon
175
Idexx Laboratories
IDXX
$42.5B
$936K 0.22%
7,982
-4,393
-35% -$501K
5 6
7
8 9

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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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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.