Algert Global Portfolio holdings
Algert Global is a systematic equity manager that uses data science and machine learning to rank stocks against each other. Peter Algert, a former head of research for stock selection strategies at Barclays Global Investors, co-founded the firm in 2002 and is its chief executive and co-chief investment officer. The firm, called Algert Coldiron Investors until 2014, runs long-only, extension and market neutral strategies: the extension strategies take both long and short positions, and the market neutral strategy aims for returns that do not depend on the direction of global markets. Its clients include pension funds, insurance companies and sovereign wealth funds, and its employees own it.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
QTS
QTS REALTY TRUST, INC.
QTS
|
+$4.27M |
| 2 |
Unum
UNM
|
+$3.3M |
| 3 |
Jazz Pharmaceuticals
JAZZ
|
+$2.88M |
| 4 |
General Mills
GIS
|
+$2.26M |
| 5 |
8x8 Inc
EGHT
|
+$1.92M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Sunrun
RUN
|
+$2.73M |
| 2 |
Microsoft
MSFT
|
+$2.41M |
| 3 |
Fabrinet
FN
|
+$2.38M |
| 4 |
J&J Snack Foods
JJSF
|
+$2.25M |
| 5 |
OneSpan
OSPN
|
+$1.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.75% |
| 2 | Healthcare | 18.05% |
| 3 | Consumer Discretionary | 14.21% |
| 4 | Industrials | 12.71% |
| 5 | Financials | 10.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Amazon
AMZN
$2.93T
| $5.81M | 1.84% |
36,880
+980
| +3% | +$154K |
2019 Q2
5 quarters
|
|
2
Apple
AAPL
$5.06T
| $4.09M | 1.3% |
35,351
+1,879
| +6% | +$205K |
2019 Q2
5 quarters
|
|
|
QTS
3
DELISTED
QTS REALTY TRUST, INC.
QTS
| $4.04M | 1.28% |
+64,041
| New | +$4.27M |
2020 Q3
0 quarters
|
|
4
Box
BOX
$5.84B
| $3.39M | 1.08% |
195,471
-19,610
| -9% | -$362K |
2020 Q1
2 quarters
|
|
|
5
Jazz Pharmaceuticals
JAZZ
$15.6B
| $3.31M | 1.05% |
+23,218
| New | +$2.88M |
2020 Q3
0 quarters
|
|
|
6
Unum
UNM
$12.4B
| $3.13M | 0.99% |
+185,775
| New | +$3.3M |
2020 Q3
0 quarters
|
|
7
Home Depot
HD
$350B
| $3.01M | 0.96% |
10,830
+158
| +1% | +$42.8K |
2020 Q1
2 quarters
|
|
8
UnitedHealth
UNH
$363B
| $2.97M | 0.94% |
9,525
+492
| +5% | +$151K |
2019 Q2
5 quarters
|
|
9
Dolby
DLB
$6.07B
| $2.89M | 0.92% |
43,571
| – | – |
2019 Q2
5 quarters
|
|
|
10
Microsoft
MSFT
$3.96T
| $2.82M | 0.9% |
13,427
-11,496
| -46% | -$2.41M |
2019 Q2
5 quarters
|
|
11
DELISTED
LivePerson
LPSN
| $2.82M | 0.9% |
3,620
-1,240
| -26% | -$931K |
2020 Q1
2 quarters
|
|
12
ePlus
PLUS
$2.51B
| $2.8M | 0.89% |
76,424
| – | – |
2019 Q3
4 quarters
|
|
13
Texas Instruments
TXN
$275B
| $2.57M | 0.82% |
18,028
-1,422
| -7% | -$193K |
2019 Q2
5 quarters
|
|
14
Yeti Holdings
YETI
$3.35B
| $2.54M | 0.81% |
56,149
+25,145
| +81% | +$1.19M |
2020 Q1
2 quarters
|
|
15
Trex
TREX
$5.87B
| $2.49M | 0.79% |
34,823
-2,221
| -6% | -$154K |
2020 Q1
2 quarters
|
|
16
CareTrust REIT
CTRE
$10B
| $2.48M | 0.79% |
139,134
+29,437
| +27% | +$535K |
2020 Q2
1 quarter
|
|
17
DELISTED
M.D.C. Holdings, Inc.
MDC
| $2.46M | 0.78% |
56,411
+10,266
| +22% | +$409K |
2020 Q2
1 quarter
|
|
18
McGrath RentCorp
MGRC
$3.15B
| $2.46M | 0.78% |
41,244
+3,824
| +10% | +$230K |
2019 Q4
3 quarters
|
|
|
CORE
19
DELISTED
Core Mark Holding Co., Inc.
CORE
| $2.4M | 0.76% |
82,989
-9,705
| -10% | -$284K |
2018 Q3
8 quarters
|
|
20
Adobe
ADBE
$92.1B
| $2.36M | 0.75% |
4,812
+636
| +15% | +$296K |
2019 Q2
5 quarters
|
|
21
Equinix
EQIX
$104B
| $2.36M | 0.75% |
3,103
+1,327
| +75% | +$1M |
2020 Q2
1 quarter
|
|
22
Intercontinental Exchange
ICE
$98.6B
| $2.35M | 0.74% |
23,444
+8,479
| +57% | +$836K |
2020 Q1
2 quarters
|
|
23
D.R. Horton
DHI
$42.2B
| $2.33M | 0.74% |
30,761
+19,733
| +179% | +$1.35M |
2019 Q3
4 quarters
|
|
24
Elevance Health
ELV
$92.8B
| $2.29M | 0.73% |
8,536
+2,579
| +43% | +$694K |
2020 Q2
1 quarter
|
|
25
DELISTED
Perficient Inc
PRFT
| $2.27M | 0.72% |
53,137
-7,818
| -13% | -$315K |
2019 Q4
3 quarters
|
|
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Algert Global's Q3 2020 Portfolio in Review
As of Q3 2020, Algert Global held 527 positions worth $315M, up 6.9% from $295M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Algert Global's Q3 2020 filing shows 116 new, 106 increased, 122 reduced and 134 closed positions. Its largest new stake was QTS REALTY TRUST, INC.: 64,041 shares worth $4.04M. The largest sale was Sunrun, an estimated $2.73M.
By sector, the portfolio is most concentrated in Technology at 21% of assets, down from 23% a quarter earlier, followed by Healthcare and Consumer Discretionary.
- Algert Global's largest Q3 2020 buy was QTS REALTY TRUST, INC.: 64,041 shares worth $4.04M.
- Algert Global added most to Everpure Inc in Q3 2020, an estimated $1.65M increase.
- Algert Global's biggest Q3 2020 reduction was Sunrun, cutting an estimated $2.73M.
- Algert Global fully exited J&J Snack Foods in Q3 2020, selling an estimated $2.25M.
- Algert Global's ten largest holdings make up 11% of its $315M portfolio in Q3 2020.
- Algert Global opened 116 new positions and closed 134 in Q3 2020.
- Algert Global's portfolio value rose 6.9% quarter-over-quarter to $315M.
Based on Algert Global's 13F filing for Q3 2020, filed 16 Nov 2020.