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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 | |
|---|---|---|---|---|---|---|
651
Horace Mann Educators
HMN
$2.12B
| $444K | 0.05% |
+13,300
| New | +$495K |
|
652
Landstar System
LSTR
$6.17B
| $444K | 0.05% |
3,535
-392
| -10% | -$49.4K |
|
653
CNA Financial
CNA
$14.1B
| $442K | 0.05% |
+14,747
| New | +$475K |
|
654
RLI Corp
RLI
$5.9B
| $441K | 0.05% |
+10,530
| New | +$462K |
|
655
Independent Bank
INDB
$4B
| $440K | 0.05% |
+8,400
| New | +$522K |
|
656
Rollins
ROL
$18.1B
| $439K | 0.05% |
12,141
-20,948
| -63% | -$724K |
|
657
Stanley Black & Decker
SWK
$15.7B
| $439K | 0.05% |
2,709
-3,395
| -56% | -$529K |
|
658
Vornado Realty Trust
VNO
$7.38B
| $437K | 0.05% |
+12,960
| New | +$462K |
|
659
Dick's Sporting Goods
DKS
$18.5B
| $436K | 0.05% |
7,530
+2,491
| +49% | +$121K |
|
660
Labcorp
LH
$25.9B
| $436K | 0.05% |
+2,698
| New | +$428K |
|
|
MASI
661
DELISTED
Masimo
MASI
| $436K | 0.05% |
1,847
-1,223
| -40% | -$274K |
|
662
Kemper
KMPR
$1.71B
| $435K | 0.05% |
+6,510
| New | +$494K |
|
663
Rush Enterprises Class A
RUSHA
$6.24B
| $435K | 0.05% |
+19,350
| New | +$411K |
|
|
DRNA
664
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $434K | 0.05% |
24,100
+10,600
| +79% | +$219K |
|
665
Blackbaud
BLKB
$2.09B
| $433K | 0.05% |
+7,750
| New | +$464K |
|
666
United Bankshares
UBSI
$6.64B
| $431K | 0.05% |
20,095
+12,389
| +161% | +$323K |
|
667
HUB Group
HUBG
$2.91B
| $430K | 0.05% |
17,120
-4,518
| -21% | -$117K |
|
668
Inogen
INGN
$163M
| $430K | 0.05% |
+14,832
| New | +$466K |
|
669
Intuit
INTU
$89.1B
| $429K | 0.05% |
1,314
-881
| -40% | -$276K |
|
|
DEA
670
Easterly Government Properties
DEA
$1.18B
| $428K | 0.05% |
7,640
+3,680
| +93% | +$218K |
|
|
THS
671
DELISTED
Treehouse Foods
THS
| $428K | 0.05% |
10,562
+3,333
| +46% | +$142K |
|
|
CMD
672
DELISTED
Cantel Medical Corporation
CMD
| $428K | 0.05% |
+9,732
| New | +$479K |
|
|
HES
673
DELISTED
Hess
HES
| $427K | 0.05% |
+10,443
| New | +$496K |
|
674
WEX
WEX
$6.39B
| $427K | 0.05% |
+3,076
| New | +$482K |
|
675
Bread Financial
BFH
$4.39B
| $426K | 0.05% |
12,712
+2,888
| +29% | +$103K |
|
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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.