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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
SYNT
201
DELISTED
Syntel Inc
SYNT
$868K 0.2%
+43,839
New +$944K
SYF icon
202
Synchrony
SYF
$23.3B
$867K 0.2%
23,898
+14,212
+147% +$454K
MDU icon
203
MDU Resources
MDU
$4.42B
$866K 0.2%
79,181
-1,764
-2% -$18.2K
FDX icon
204
FedEx
FDX
$74.7B
$863K 0.2%
4,637
+2,646
+133% +$486K
HAS icon
205
Hasbro
HAS
$12.4B
$860K 0.2%
11,054
-2,403
-18% -$198K
VAC icon
206
Marriott Vacations Worldwide
VAC
$3.22B
$843K 0.2%
9,937
-2,930
-23% -$221K
KSS icon
207
Kohl's
KSS
$2.06B
$840K 0.2%
17,009
+398
+2% +$19.7K
CFG icon
208
Citizens Financial Group
CFG
$30.3B
$837K 0.2%
+23,484
New +$712K
WM icon
209
Waste Management
WM
$95.3B
$835K 0.2%
11,779
-18,217
-61% -$1.22M
BAC icon
210
Bank of America
BAC
$430B
$834K 0.2%
+37,755
New +$727K
CNP icon
211
CenterPoint Energy
CNP
$28.9B
$834K 0.2%
33,860
+18,539
+121% +$433K
SJM icon
212
J.M. Smucker
SJM
$12.4B
$829K 0.2%
6,474
-1,445
-18% -$187K
MIC
213
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$820K 0.19%
+10,040
New +$823K
SNI
214
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$819K 0.19%
11,478
-5,248
-31% -$355K
NUVA
215
DELISTED
NuVasive, Inc.
NUVA
$818K 0.19%
12,149
-911
-7% -$58.7K
SPGI icon
216
S&P Global
SPGI
$124B
$816K 0.19%
7,584
+6,145
+427% +$734K
BWXT icon
217
BWX Technologies
BWXT
$16.2B
$815K 0.19%
20,534
-18,188
-47% -$707K
UNFI icon
218
United Natural Foods
UNFI
$2.94B
$813K 0.19%
17,033
-7,774
-31% -$349K
PNC icon
219
PNC Financial Services
PNC
$99.5B
$811K 0.19%
+6,937
New +$721K
RSG icon
220
Republic Services
RSG
$66.9B
$809K 0.19%
14,172
-10,497
-43% -$563K
WBD icon
221
Warner Bros
WBD
$65.1B
$806K 0.19%
29,394
-5,767
-16% -$156K
APO icon
222
Apollo Global Management
APO
$68.6B
$805K 0.19%
41,580
-2,987
-7% -$56.4K
AAL icon
223
American Airlines Group
AAL
$8.97B
$802K 0.19%
+17,167
New +$748K
FAF icon
224
First American
FAF
$7.03B
$800K 0.19%
21,845
+3,065
+16% +$118K
ADI icon
225
Analog Devices
ADI
$185B
$799K 0.19%
11,009
-2,121
-16% -$144K
7 8
9
10 11

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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.