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ACM
AlphaCrest Capital Management Portfolio holdings
AUM
$1.64B
1-Year Est. Return
23.4%
This Fund
S&P 500
This Quarter
Est. Return
+4.51%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$920M
AUM Growth
+$319M
(+53%)
Cap. Flow
+$308M
Cap. Flow
% of AUM
33.42%
Top 10 Holdings %
Top 10 Hldgs %
7.27%
Holding
1,238
New
359
Increased
440
Reduced
272
Closed
164
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$9.25M |
| 2 |
AbbVie
ABBV
|
+$7.24M |
| 3 |
Altria Group
MO
|
+$5.5M |
| 4 |
Home Depot
HD
|
+$5.43M |
| 5 |
Walt Disney
DIS
|
+$5.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Medtronic
MDT
|
+$5.88M |
| 2 |
SCHW
Charles Schwab
SCHW
|
+$4.99M |
| 3 |
Ross Stores
ROST
|
+$4.49M |
| 4 |
TJX Companies
TJX
|
+$4.48M |
| 5 |
Pfizer
PFE
|
+$4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.45% |
| 2 | Financials | 14.46% |
| 3 | Healthcare | 13.79% |
| 4 | Industrials | 12.57% |
| 5 | Consumer Discretionary | 12.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SIVB
326
DELISTED
SVB Financial Group
SIVB
| $843K | 0.09% |
3,505
+1,363
| +64% | +$321K |
|
327
Open Text
OTEX
$6.23B
| $841K | 0.09% |
+19,901
| New | +$870K |
|
|
WWE
328
DELISTED
World Wrestling Entertainment
WWE
| $840K | 0.09% |
+20,755
| New | +$910K |
|
329
Cognizant
CTSH
$25.6B
| $835K | 0.09% |
+12,035
| New | +$783K |
|
330
Pegasystems
PEGA
$5.21B
| $835K | 0.09% |
13,800
+5,800
| +73% | +$333K |
|
331
Applied Materials
AMAT
$419B
| $831K | 0.09% |
+13,977
| New | +$863K |
|
332
AutoNation
AN
$6.99B
| $826K | 0.09% |
15,612
+2,766
| +22% | +$144K |
|
|
OPLN
333
Openlane
OPLN
$4.62B
| $826K | 0.09% |
+57,392
| New | +$897K |
|
334
Zoetis
ZTS
$32.4B
| $821K | 0.09% |
4,967
-1,191
| -19% | -$183K |
|
335
The Greenbrier Companies
GBX
$1.48B
| $819K | 0.09% |
+27,872
| New | +$752K |
|
|
336
Medtronic
MDT
$110B
| $817K | 0.09% |
7,858
-58,501
| -88% | -$5.88M |
|
337
FTI Consulting
FCN
$4.17B
| $816K | 0.09% |
+7,703
| New | +$875K |
|
338
Church & Dwight Co
CHD
$24.5B
| $813K | 0.09% |
8,681
-1,106
| -11% | -$100K |
|
339
DaVita
DVA
$11.5B
| $813K | 0.09% |
9,496
-9,514
| -50% | -$813K |
|
340
Paychex
PAYX
$42.7B
| $813K | 0.09% |
10,187
+5,514
| +118% | +$414K |
|
341
Yext
YEXT
$558M
| $813K | 0.09% |
53,552
+39,952
| +294% | +$674K |
|
|
BEAT
342
DELISTED
BioTelemetry, Inc.
BEAT
| $812K | 0.09% |
+17,808
| New | +$744K |
|
343
Commerce Bancshares
CBSH
$8.51B
| $809K | 0.09% |
19,253
+8,118
| +73% | +$349K |
|
344
C.H. Robinson
CHRW
$17.1B
| $809K | 0.09% |
7,921
+3,214
| +68% | +$302K |
|
345
Greif
GEF
$5.07B
| $809K | 0.09% |
+22,353
| New | +$824K |
|
346
Mercado Libre
MELI
$92.8B
| $809K | 0.09% |
+747
| New | +$811K |
|
347
Shake Shack
SHAK
$2.83B
| $805K | 0.09% |
+12,487
| New | +$724K |
|
348
ITT
ITT
$19.2B
| $800K | 0.09% |
+13,549
| New | +$821K |
|
349
Norfolk Southern
NSC
$76.9B
| $800K | 0.09% |
3,738
-5,436
| -59% | -$1.09M |
|
350
Scotiabank
BNS
$108B
| $797K | 0.09% |
19,193
-7,179
| -27% | -$301K |
|
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AlphaCrest Capital Management's Q3 2020 Portfolio in Review
As of Q3 2020, AlphaCrest Capital Management held 1,238 positions worth $920M, up 53% from $601M the previous quarter. Its ten largest holdings account for 7.3% of the portfolio.
AlphaCrest Capital Management deployed $308M of net new capital in Q3 2020, opening 359 new positions and adding to 440 existing holdings. Its largest new stake was Clorox: 13,830 shares worth $2.91M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was Medtronic, an estimated $5.88M trimmed.
- AlphaCrest Capital Management's largest Q3 2020 buy was Clorox: 13,830 shares worth $2.91M.
- AlphaCrest Capital Management added most to Cisco in Q3 2020, an estimated $9.25M increase.
- AlphaCrest Capital Management's biggest Q3 2020 reduction was Medtronic, cutting an estimated $5.88M.
- AlphaCrest Capital Management fully exited Charles Schwab in Q3 2020, selling an estimated $4.99M.
- AlphaCrest Capital Management's ten largest holdings make up 7.3% of its $920M portfolio in Q3 2020.
- AlphaCrest Capital Management opened 359 new positions and closed 164 in Q3 2020.
- AlphaCrest Capital Management's portfolio value rose 53% quarter-over-quarter to $920M.
Based on AlphaCrest Capital Management's 13F filing for Q3 2020, filed 12 Nov 2020.