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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
WOOF
176
DELISTED
VCA Inc.
WOOF
$935K 0.22%
13,620
-6,890
-34% -$450K
EHC icon
177
Encompass Health
EHC
$11B
$921K 0.22%
28,064
+3,483
+14% +$113K
DFS
178
DELISTED
Discover Financial Services
DFS
$918K 0.22%
12,730
-1,135
-8% -$72.1K
DHI icon
179
D.R. Horton
DHI
$39.9B
$914K 0.22%
33,457
-6,352
-16% -$181K
APU
180
DELISTED
AmeriGas Partners, L.P.
APU
$914K 0.22%
19,083
+5,587
+41% +$256K
AAN.A
181
DELISTED
The Aaron's Company Inc Class A
AAN.A
$914K 0.22%
28,565
+10,537
+58% +$337K
VGR
182
DELISTED
Vector Group Ltd.
VGR
$913K 0.22%
65,507
+48,461
+284% +$629K
DST
183
DELISTED
DST Systems Inc.
DST
$913K 0.22%
17,050
-196
-1% -$10.3K
BR icon
184
Broadridge
BR
$16.7B
$910K 0.21%
13,725
-1,736
-11% -$113K
FL
185
DELISTED
Foot Locker
FL
$908K 0.21%
12,815
+1,712
+15% +$122K
MCHP icon
186
Microchip Technology
MCHP
$44.2B
$904K 0.21%
28,184
+6,986
+33% +$220K
UFS
187
DELISTED
DOMTAR CORPORATION (New)
UFS
$904K 0.21%
23,160
+20,178
+677% +$768K
EVER
188
DELISTED
Everbank Financial Corp
EVER
$896K 0.21%
+46,090
New +$892K
URBN icon
189
Urban Outfitters
URBN
$5.96B
$895K 0.21%
31,428
-22,561
-42% -$761K
MTZ icon
190
MasTec
MTZ
$28.4B
$892K 0.21%
23,324
-9,843
-30% -$334K
WAFD icon
191
WaFd
WAFD
$2.72B
$892K 0.21%
25,963
-228
-0.9% -$6.97K
RF icon
192
Regions Financial
RF
$26.2B
$891K 0.21%
62,029
+25,488
+70% +$315K
PHM icon
193
Pultegroup
PHM
$23.7B
$889K 0.21%
48,354
-4,525
-9% -$85.9K
CRUS icon
194
Cirrus Logic
CRUS
$6.74B
$887K 0.21%
15,695
-1,354
-8% -$75K
CFR icon
195
Cullen/Frost Bankers
CFR
$10.1B
$886K 0.21%
10,041
+6,262
+166% +$502K
HON icon
196
Honeywell
HON
$78B
$885K 0.21%
8,459
+2,972
+54% +$302K
MS icon
197
Morgan Stanley
MS
$338B
$881K 0.21%
+20,855
New +$789K
KS
198
DELISTED
KapStone Paper and Pack Corp.
KS
$880K 0.21%
+39,897
New +$810K
AMD icon
199
Advanced Micro Devices
AMD
$880B
$872K 0.21%
76,910
+1,474
+2% +$12.4K
CTXS
200
DELISTED
Citrix Systems Inc
CTXS
$868K 0.2%
12,209
-472
-4% -$32.6K
6 7
8
9 10

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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.