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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
VMW
1
DELISTED
VMware, Inc
VMW
$3.27M 0.77%
41,580
+8,585
+26% +$666K
FFIV icon
2
F5
FFIV
$21.9B
$3.15M 0.74%
21,791
+8,814
+68% +$1.19M
SAFM
3
DELISTED
Sanderson Farms Inc
SAFM
$2.95M 0.7%
31,342
-7,259
-19% -$642K
DLB icon
4
Dolby
DLB
$4.65B
$2.82M 0.67%
62,498
+13,807
+28% +$666K
WMT icon
5
Walmart Inc
WMT
$863B
$2.77M 0.66%
120,450
-33,471
-22% -$781K
CSCO icon
6
Cisco
CSCO
$444B
$2.54M 0.6%
84,198
+4,977
+6% +$152K
INGR icon
7
Ingredion
INGR
$6.32B
$2.44M 0.58%
19,563
-4,506
-19% -$569K
THO icon
8
Thor Industries
THO
$3.9B
$2.42M 0.57%
24,211
-2,472
-9% -$223K
TSN icon
9
Tyson Foods
TSN
$20B
$2.36M 0.56%
38,294
-9,645
-20% -$634K
JNJ icon
10
Johnson & Johnson
JNJ
$624B
$2.29M 0.54%
19,845
-5,269
-21% -$609K
BBY icon
11
Best Buy
BBY
$17.8B
$2.27M 0.54%
53,166
+16,588
+45% +$705K
ADEA icon
12
Adeia
ADEA
$2.97B
$2.26M 0.53%
192,916
+67,110
+53% +$712K
RGC
13
DELISTED
Regal Entertainment Group
RGC
$2.15M 0.51%
104,576
+39,486
+61% +$877K
IBM icon
14
IBM
IBM
$194B
$2.15M 0.51%
13,553
+321
+2% +$48.9K
GOOGL icon
15
Alphabet (Google) Class A
GOOGL
$3.88T
$2.13M 0.5%
53,880
-13,680
-20% -$547K
DPZ icon
16
Domino's
DPZ
$10.7B
$2.1M 0.5%
13,219
+4,506
+52% +$732K
LRCX icon
17
Lam Research
LRCX
$400B
$2.1M 0.5%
198,540
+7,190
+4% +$73K
MSFT icon
18
Microsoft
MSFT
$2.83T
$2.05M 0.48%
33,051
+6,664
+25% +$401K
CA
19
DELISTED
CA, Inc.
CA
$2.04M 0.48%
64,046
-27,507
-30% -$878K
DOX icon
20
Amdocs
DOX
$5.4B
$2.02M 0.48%
34,696
-4,991
-13% -$294K
CSL icon
21
Carlisle Companies
CSL
$13.4B
$2M 0.47%
18,133
+3,459
+24% +$378K
PM icon
22
Philip Morris
PM
$298B
$1.99M 0.47%
21,765
+2,418
+12% +$224K
AAPL icon
23
Apple
AAPL
$4.72T
$1.98M 0.47%
68,472
+39,988
+140% +$1.13M
SPR
24
DELISTED
Spirit AeroSystems
SPR
$1.98M 0.47%
33,862
-16,628
-33% -$902K
AGO icon
25
Assured Guaranty
AGO
$3.73B
$1.97M 0.46%
52,035
+12,186
+31% +$409K
1
2 3 4 5

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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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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.