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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 | |
|---|---|---|---|---|---|---|
151
HP
HPQ
$22.4B
| $1.06M | 0.24% |
90,899
-151,548
| -63% | -$1.97M |
|
|
PPLI
152
People Inc
PPLI
$3.14B
| $1.05M | 0.24% |
89,655
-26,287
| -23% | -$349K |
|
153
AutoZone
AZO
$47.7B
| $1.04M | 0.24% |
1,432
-4,400
| -75% | -$3.12M |
|
|
CVG
154
DELISTED
Convergys
CVG
| $1.04M | 0.24% |
+44,880
| New | +$1.07M |
|
155
Comcast
CMCSA
$78.3B
| $1.03M | 0.24% |
36,374
-78,844
| -68% | -$2.34M |
|
|
CAA
156
DELISTED
CalAtlantic Group, Inc.
CAA
| $1.03M | 0.24% |
+25,658
| New | +$1.12M |
|
157
Owens Corning
OC
$11.2B
| $1.01M | 0.23% |
24,183
-31,817
| -57% | -$1.4M |
|
|
SYNT
158
DELISTED
Syntel Inc
SYNT
| $1.01M | 0.23% |
+22,380
| New | +$981K |
|
159
Republic Services
RSG
$66.9B
| $1.01M | 0.23% |
24,597
-28,323
| -54% | -$1.17M |
|
160
McCormick & Company Non-Voting
MKC
$13.5B
| $1M | 0.23% |
24,340
-59,228
| -71% | -$2.41M |
|
|
VAR
161
DELISTED
Varian Medical Systems, Inc.
VAR
| $999K | 0.23% |
15,437
-13,676
| -47% | -$998K |
|
162
Cracker Barrel
CBRL
$1.16B
| $998K | 0.23% |
+6,778
| New | +$1.01M |
|
|
UFS
163
DELISTED
DOMTAR CORPORATION (New)
UFS
| $994K | 0.23% |
+27,803
| New | +$1.1M |
|
|
HCC
164
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $993K | 0.23% |
12,822
+208
| +2% | +$16.1K |
|
165
Flowers Foods
FLO
$1.64B
| $991K | 0.23% |
40,042
+20,222
| +102% | +$459K |
|
166
Magna International
MGA
$17.9B
| $989K | 0.23% |
+20,609
| New | +$1.07M |
|
167
CME Group
CME
$91.9B
| $986K | 0.23% |
10,629
-23,259
| -69% | -$2.21M |
|
168
Darden Restaurants
DRI
$22.2B
| $986K | 0.23% |
16,096
-32,141
| -67% | -$2.04M |
|
169
Encompass Health
EHC
$11B
| $979K | 0.23% |
+32,080
| New | +$1.12M |
|
170
Apple
AAPL
$4.72T
| $974K | 0.23% |
35,316
-83,560
| -70% | -$2.45M |
|
171
Universal Health Services
UHS
$9.16B
| $973K | 0.23% |
7,796
-10,075
| -56% | -$1.4M |
|
172
Lowe's Companies
LOW
$113B
| $972K | 0.23% |
14,109
-5,576
| -28% | -$383K |
|
173
MillerKnoll
MLKN
$1.46B
| $970K | 0.22% |
+33,644
| New | +$946K |
|
|
KING
174
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $969K | 0.22% |
+71,539
| New | +$1.03M |
|
175
PRA Group
PRAA
$616M
| $967K | 0.22% |
+18,279
| New | +$1.06M |
|
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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.