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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 | |
|---|---|---|---|---|---|---|
576
Lincoln Electric
LECO
$15.3B
| $508K | 0.06% |
5,515
+2,315
| +72% | +$213K |
|
577
TE Connectivity
TEL
$62.3B
| $508K | 0.06% |
+5,200
| New | +$479K |
|
578
Markel Group
MKL
$23.2B
| $506K | 0.06% |
+520
| New | +$528K |
|
579
Sturm, Ruger & Co
RGR
$596M
| $504K | 0.05% |
+8,245
| New | +$608K |
|
|
SILK
580
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
| $504K | 0.05% |
+7,500
| New | +$409K |
|
581
LGI Homes
LGIH
$1.41B
| $502K | 0.05% |
4,322
+337
| +8% | +$37.3K |
|
|
EGRX
582
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $502K | 0.05% |
+11,815
| New | +$517K |
|
|
GMS
583
DELISTED
GMS Inc
GMS
| $501K | 0.05% |
+20,800
| New | +$509K |
|
584
Trinity Industries
TRN
$2.38B
| $501K | 0.05% |
25,698
+9,272
| +56% | +$189K |
|
585
Warner Bros
WBD
$67.1B
| $501K | 0.05% |
+23,031
| New | +$503K |
|
586
Allegiant Air
ALGT
$2.56B
| $500K | 0.05% |
4,170
+1,256
| +43% | +$152K |
|
587
Vail Resorts
MTN
$5.32B
| $500K | 0.05% |
2,338
+601
| +35% | +$124K |
|
588
Viatris
VTRS
$19.3B
| $500K | 0.05% |
33,708
-5,945
| -15% | -$94.9K |
|
589
DuPont de Nemours
DD
$19.6B
| $499K | 0.05% |
7,170
+3,520
| +96% | +$247K |
|
590
Kinder Morgan
KMI
$69.3B
| $499K | 0.05% |
40,496
+16,699
| +70% | +$233K |
|
591
Vanda Pharmaceuticals
VNDA
$303M
| $499K | 0.05% |
51,630
+33,212
| +180% | +$355K |
|
592
Essex Property Trust
ESS
$18.4B
| $498K | 0.05% |
2,478
-1,962
| -44% | -$427K |
|
|
ABMD
593
DELISTED
Abiomed Inc
ABMD
| $497K | 0.05% |
1,795
-252
| -12% | -$72.6K |
|
594
Skyworks Solutions
SWKS
$10.4B
| $495K | 0.05% |
3,401
-3,137
| -48% | -$436K |
|
595
Arthur J. Gallagher & Co
AJG
$64.1B
| $494K | 0.05% |
+4,675
| New | +$485K |
|
|
B
596
DELISTED
Barnes Group Inc.
B
| $493K | 0.05% |
13,784
+7,894
| +134% | +$300K |
|
597
Genpact
G
$5.81B
| $492K | 0.05% |
12,635
+2,257
| +22% | +$88.9K |
|
598
Universal Display
OLED
$4.16B
| $491K | 0.05% |
2,714
-1,586
| -37% | -$271K |
|
599
Baker Hughes
BKR
$62.3B
| $489K | 0.05% |
36,800
+15,490
| +73% | +$237K |
|
600
Pool Corp
POOL
$7.49B
| $489K | 0.05% |
1,463
+472
| +48% | +$146K |
|
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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.