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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 | |
|---|---|---|---|---|---|---|
626
Enerpac Tool Group
EPAC
$1.92B
| $469K | 0.05% |
+24,955
| New | +$498K |
|
627
Tetra Tech
TTEK
$9.04B
| $469K | 0.05% |
+24,530
| New | +$436K |
|
628
Alkermes
ALKS
$8.24B
| $467K | 0.05% |
+28,177
| New | +$512K |
|
629
Agios Pharmaceuticals
AGIO
$1.9B
| $466K | 0.05% |
13,300
+6,683
| +101% | +$293K |
|
630
Grand Canyon Education
LOPE
$3.97B
| $465K | 0.05% |
5,813
-889
| -13% | -$80.5K |
|
631
Conagra Brands
CAG
$7.15B
| $464K | 0.05% |
13,006
-2,375
| -15% | -$87K |
|
632
Stride
LRN
$3.36B
| $464K | 0.05% |
+17,600
| New | +$681K |
|
633
Entegris
ENTG
$23.1B
| $460K | 0.05% |
6,190
-10,038
| -62% | -$673K |
|
634
Public Storage
PSA
$61.1B
| $459K | 0.05% |
2,062
-3,945
| -66% | -$806K |
|
|
REGI
635
DELISTED
Renewable Energy Group, Inc.
REGI
| $458K | 0.05% |
8,577
-3,302
| -28% | -$116K |
|
636
Advance Auto Parts
AAP
$3.47B
| $457K | 0.05% |
2,975
-525
| -15% | -$79.1K |
|
637
Wingstop
WING
$3.17B
| $456K | 0.05% |
+3,339
| New | +$491K |
|
|
ATSG
638
DELISTED
Air Transport Services Group
ATSG
| $456K | 0.05% |
+18,211
| New | +$454K |
|
|
BAND
639
Bandwidth Inc
BAND
$1.7B
| $454K | 0.05% |
2,600
| – | – |
|
640
Commercial Metals
CMC
$8.31B
| $453K | 0.05% |
22,679
-7,865
| -26% | -$163K |
|
641
JPMorgan Chase
JPM
$951B
| $452K | 0.05% |
4,698
-38,932
| -89% | -$3.82M |
|
642
Qualcomm
QCOM
$176B
| $452K | 0.05% |
3,843
+86
| +2% | +$9.19K |
|
643
Ambarella
AMBA
$3.88B
| $450K | 0.05% |
8,615
+971
| +13% | +$47K |
|
644
Choice Hotels
CHH
$4.8B
| $448K | 0.05% |
5,214
+838
| +19% | +$75.5K |
|
|
CYBR
645
DELISTED
CyberArk
CYBR
| $447K | 0.05% |
4,322
-3,674
| -46% | -$396K |
|
|
AMED
646
DELISTED
Amedisys
AMED
| $446K | 0.05% |
+1,887
| New | +$429K |
|
647
Lattice Semiconductor
LSCC
$18.9B
| $446K | 0.05% |
+15,400
| New | +$453K |
|
648
CAE Inc. Common Shares
CAE
$8.7B
| $445K | 0.05% |
+30,405
| New | +$460K |
|
649
Fortune Brands Innovations
FBIN
$6.09B
| $445K | 0.05% |
6,013
-1,770
| -23% | -$118K |
|
650
GoDaddy
GDDY
$11.5B
| $444K | 0.05% |
5,846
-7,499
| -56% | -$565K |
|
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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.