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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
-4.5%
1 Year Est. Return
+28.4%
3 Year Est. Return
+67.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$432M
AUM Growth
-$358M
(-45%)
Cap. Flow
-$329M
Cap. Flow
% of AUM
-76.24%
Top 10 Holdings %
Top 10 Hldgs %
5.4%
Holding
670
New
308
Increased
35
Reduced
270
Closed
56
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SAFM
Sanderson Farms Inc
SAFM
|
+$2.47M |
| 2 |
CTB
Cooper Tire & Rubber Co.
CTB
|
+$2.4M |
| 3 |
AHL
ASPEN Insurance Holding Limited
AHL
|
+$2.38M |
| 4 |
Unifirst Corp
UNF
|
+$2.07M |
| 5 |
Bio-Techne
TECH
|
+$2.01M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
DST
DST Systems Inc.
DST
|
+$7.69M |
| 2 |
DTV
DIRECTV COM STK (DE)
DTV
|
+$6.58M |
| 3 |
Ingredion
INGR
|
+$6.29M |
| 4 |
Johnson & Johnson
JNJ
|
+$6.09M |
| 5 |
Pfizer
PFE
|
+$5.62M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 16.74% |
| 2 | Financials | 16.49% |
| 3 | Technology | 16.37% |
| 4 | Consumer Discretionary | 15.72% |
| 5 | Industrials | 12.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
BOK Financial
BOKF
$8.69B
| $426K | 0.1% |
6,590
-1,993
| -23% | -$130K |
|
377
Carnival Corporation Ltd
CCL
$36.3B
| $425K | 0.1% |
+8,553
| New | +$435K |
|
|
AMAG
378
DELISTED
AMAG Pharmaceuticals
AMAG
| $424K | 0.1% |
+10,661
| New | +$662K |
|
379
Xerox
XRX
$341M
| $423K | 0.1% |
16,495
-56,900
| -78% | -$1.58M |
|
380
Citizens Financial Group
CFG
$30.4B
| $422K | 0.1% |
+17,683
| New | +$452K |
|
381
AerCap
AER
$23.9B
| $421K | 0.1% |
+11,013
| New | +$487K |
|
382
Aflac
AFL
$63.6B
| $419K | 0.1% |
14,410
+3,592
| +33% | +$109K |
|
383
Walt Disney
DIS
$165B
| $419K | 0.1% |
4,097
-7,824
| -66% | -$852K |
|
|
JWN
384
DELISTED
Nordstrom
JWN
| $419K | 0.1% |
5,838
-9,763
| -63% | -$735K |
|
|
AYR
385
DELISTED
Aircastle Ltd
AYR
| $418K | 0.1% |
+20,281
| New | +$446K |
|
|
CBI
386
DELISTED
Chicago Bridge & Iron Nv
CBI
| $415K | 0.1% |
10,456
+6,537
| +167% | +$303K |
|
387
Gentex
GNTX
$4.79B
| $412K | 0.1% |
26,581
-35,537
| -57% | -$565K |
|
|
NATI
388
DELISTED
National Instruments Corp
NATI
| $410K | 0.1% |
+14,754
| New | +$419K |
|
|
FRC
389
DELISTED
First Republic Bank
FRC
| $409K | 0.09% |
6,517
+736
| +13% | +$46.1K |
|
390
Teradyne
TER
$56B
| $408K | 0.09% |
+22,676
| New | +$418K |
|
391
Advance Auto Parts
AAP
$3.29B
| $404K | 0.09% |
+2,133
| New | +$370K |
|
|
ATVI
392
DELISTED
Activision Blizzard
ATVI
| $402K | 0.09% |
13,013
-14,129
| -52% | -$394K |
|
393
Boeing
BA
$167B
| $400K | 0.09% |
3,057
-2,722
| -47% | -$378K |
|
394
Stanley Black & Decker
SWK
$14.2B
| $400K | 0.09% |
4,121
-3,028
| -42% | -$312K |
|
395
Westlake Corp
WLK
$9.53B
| $399K | 0.09% |
7,681
-22,535
| -75% | -$1.32M |
|
|
BNY
396
Bank of New York Mellon
BNY
$108B
| $398K | 0.09% |
+10,155
| New | +$422K |
|
397
Huron Consulting
HURN
$1.81B
| $398K | 0.09% |
+6,369
| New | +$456K |
|
398
Wintrust Financial
WTFC
$10.7B
| $395K | 0.09% |
+7,401
| New | +$391K |
|
399
EPAM Systems
EPAM
$4.75B
| $394K | 0.09% |
+5,289
| New | +$382K |
|
400
Lazard
LAZ
$4.38B
| $393K | 0.09% |
9,065
-2,525
| -22% | -$130K |
|
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GAM Systematic's Q3 2015 Portfolio in Review
As of Q3 2015, GAM Systematic held 670 positions worth $432M, down 45% from $790M the previous quarter. Its ten largest holdings account for 5.4% of the portfolio.
GAM Systematic withdrew a net $329M in Q3 2015, closing 56 positions and reducing 270 holdings. Its most notable exit was DIRECTV COM STK (DE), an estimated $6.58M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 17% of assets, down from 17% a quarter earlier, followed by Financials and Technology.
Against the trend, GAM Systematic opened a new position in Sanderson Farms Inc worth $2.42M.
- GAM Systematic's largest Q3 2015 buy was Sanderson Farms Inc: 35,223 shares worth $2.42M.
- GAM Systematic added most to CHUBB CORPORATION in Q3 2015, an estimated $1.07M increase.
- GAM Systematic's biggest Q3 2015 reduction was DST Systems Inc., cutting an estimated $7.69M.
- GAM Systematic fully exited DIRECTV COM STK (DE) in Q3 2015, selling an estimated $6.58M.
- GAM Systematic's ten largest holdings make up 5.4% of its $432M portfolio in Q3 2015.
- GAM Systematic opened 308 new positions and closed 56 in Q3 2015.
- GAM Systematic's portfolio value fell 45% quarter-over-quarter to $432M.
Based on GAM Systematic's 13F filing for Q3 2015, filed 13 Nov 2015.