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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 | |
|---|---|---|---|---|---|---|
601
Sensient Technologies
SXT
$5.55B
| $488K | 0.05% |
8,453
-4,295
| -34% | -$237K |
|
602
Dorman Products
DORM
$4.1B
| $486K | 0.05% |
5,373
-3,876
| -42% | -$310K |
|
603
Coca-Cola
KO
$375B
| $486K | 0.05% |
9,850
-40,425
| -80% | -$1.94M |
|
604
LyondellBasell Industries
LYB
$19.6B
| $486K | 0.05% |
6,898
+1,267
| +23% | +$87.6K |
|
605
MasTec
MTZ
$21.3B
| $485K | 0.05% |
+11,482
| New | +$494K |
|
606
Wynn Resorts
WYNN
$10.6B
| $485K | 0.05% |
6,756
+3,828
| +131% | +$304K |
|
607
East-West Bancorp
EWBC
$18.1B
| $483K | 0.05% |
14,739
+3,356
| +29% | +$119K |
|
|
608
Pfizer
PFE
$151B
| $483K | 0.05% |
13,878
-114,136
| -89% | -$4M |
|
|
FITB
609
Fifth Third Bancorp
FITB
$51.9B
| $481K | 0.05% |
22,568
-55,786
| -71% | -$1.12M |
|
610
Nexstar Media Group
NXST
$6.01B
| $481K | 0.05% |
5,347
+1,371
| +34% | +$124K |
|
611
Highwoods Properties
HIW
$3.5B
| $480K | 0.05% |
+14,299
| New | +$527K |
|
|
NXRT
612
NexPoint Residential Trust
NXRT
$652M
| $479K | 0.05% |
+10,800
| New | +$427K |
|
613
Pinnacle West Capital
PNW
$12.4B
| $479K | 0.05% |
6,428
+3,338
| +108% | +$256K |
|
614
Allison Transmission
ALSN
$9.76B
| $478K | 0.05% |
13,609
+1,184
| +10% | +$42.9K |
|
615
Carpenter Technology
CRS
$28.3B
| $478K | 0.05% |
+26,300
| New | +$569K |
|
616
Western Alliance Bancorporation
WAL
$8.93B
| $478K | 0.05% |
+15,108
| New | +$538K |
|
617
Tyler Technologies
TYL
$12.7B
| $477K | 0.05% |
1,369
+332
| +32% | +$115K |
|
618
Essential Utilities
WTRG
$11.4B
| $477K | 0.05% |
+11,863
| New | +$510K |
|
619
Tradeweb Markets
TW
$21.8B
| $476K | 0.05% |
+8,200
| New | +$451K |
|
620
Idacorp
IDA
$8.24B
| $475K | 0.05% |
5,944
+3,085
| +108% | +$272K |
|
621
Spire
SR
$4.82B
| $474K | 0.05% |
+8,908
| New | +$531K |
|
622
J.M. Smucker
SJM
$12.9B
| $473K | 0.05% |
4,095
-4,422
| -52% | -$493K |
|
|
SEM
623
DELISTED
Select Medical
SEM
| $471K | 0.05% |
41,957
+7,292
| +21% | +$71.8K |
|
|
FL
624
DELISTED
Foot Locker
FL
| $470K | 0.05% |
14,235
+6,837
| +92% | +$208K |
|
625
Liberty Broadband Class A
LBRDA
$5.18B
| $470K | 0.05% |
3,316
+1,524
| +85% | +$206K |
|
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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.