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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 | |
|---|---|---|---|---|---|---|
701
CVB Financial
CVBF
$3.99B
| $415K | 0.05% |
24,972
+2,942
| +13% | +$52.5K |
|
702
Thomson Reuters
TRI
$44.1B
| $415K | 0.05% |
4,932
-12,502
| -72% | -$973K |
|
703
New York Times
NYT
$10.2B
| $412K | 0.04% |
+9,617
| New | +$421K |
|
704
American Homes 4 Rent
AMH
$12.5B
| $411K | 0.04% |
14,446
+603
| +4% | +$17K |
|
705
Boise Cascade
BCC
$3.02B
| $411K | 0.04% |
+10,290
| New | +$446K |
|
706
Cabot Corp
CBT
$4.52B
| $411K | 0.04% |
+11,394
| New | +$433K |
|
707
Lincoln National
LNC
$8.81B
| $409K | 0.04% |
13,066
-4,038
| -24% | -$144K |
|
708
First Solar
FSLR
$26.9B
| $406K | 0.04% |
+6,131
| New | +$407K |
|
709
Kirby Corp
KEX
$6.93B
| $405K | 0.04% |
11,185
+5,768
| +106% | +$254K |
|
|
TWOU
710
DELISTED
2U Inc
TWOU
| $404K | 0.04% |
+398
| New | +$473K |
|
|
AZPN
711
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $404K | 0.04% |
3,192
-383
| -11% | -$48.5K |
|
|
CVA
712
DELISTED
Covanta Holding Corporation
CVA
| $403K | 0.04% |
52,000
+32,000
| +160% | +$294K |
|
713
Lamb Weston
LW
$7.19B
| $402K | 0.04% |
+6,067
| New | +$389K |
|
714
Omnicom Group
OMC
$23.4B
| $402K | 0.04% |
8,126
-2,413
| -23% | -$129K |
|
715
Polaris
PII
$4.07B
| $402K | 0.04% |
+4,256
| New | +$419K |
|
716
Kohl's
KSS
$2.19B
| $399K | 0.04% |
21,549
-6,416
| -23% | -$136K |
|
717
Assured Guaranty
AGO
$3.34B
| $398K | 0.04% |
+18,551
| New | +$409K |
|
|
AYX
718
DELISTED
Alteryx Inc
AYX
| $397K | 0.04% |
+3,500
| New | +$477K |
|
719
Keysight
KEYS
$58.3B
| $396K | 0.04% |
4,004
-3,441
| -46% | -$338K |
|
720
Liberty Global Class A
LBTYA
$3.6B
| $395K | 0.04% |
18,813
-25,599
| -58% | -$575K |
|
|
DRE
721
DELISTED
Duke Realty Corp.
DRE
| $395K | 0.04% |
+10,702
| New | +$403K |
|
|
ECHO
722
EchoStar
ECHO
$26.2B
| $394K | 0.04% |
15,811
+7,909
| +100% | +$221K |
|
|
AVYA
723
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $394K | 0.04% |
25,900
-2,600
| -9% | -$36.7K |
|
|
HR
724
DELISTED
Healthcare Realty Trust Incorporated
HR
| $393K | 0.04% |
13,038
+1,290
| +11% | +$37.1K |
|
725
Affiliated Managers Group
AMG
$9.76B
| $392K | 0.04% |
+5,738
| New | +$401K |
|
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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.