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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 | |
|---|---|---|---|---|---|---|
826
Halozyme
HALO
$11.9B
| $320K | 0.03% |
+12,195
| New | +$340K |
|
|
AERI
827
DELISTED
Aerie Pharmaceuticals
AERI
| $320K | 0.03% |
27,171
+10,832
| +66% | +$132K |
|
828
Healthcare Realty
HR
$6.9B
| $319K | 0.03% |
12,263
+3,563
| +41% | +$93.5K |
|
829
Ventas
VTR
$47.6B
| $318K | 0.03% |
+7,569
| New | +$303K |
|
830
Nektar Therapeutics
NKTR
$2.5B
| $316K | 0.03% |
+1,268
| New | +$399K |
|
|
CVSA
831
Covista Inc
CVSA
$4.76B
| $315K | 0.03% |
12,849
+396
| +3% | +$12.8K |
|
832
NorthWestern Energy
NWE
$4.46B
| $315K | 0.03% |
6,476
-267
| -4% | -$14.2K |
|
833
Wolverine World Wide
WWW
$1.55B
| $315K | 0.03% |
+12,184
| New | +$298K |
|
|
FRC
834
DELISTED
First Republic Bank
FRC
| $313K | 0.03% |
2,868
+64
| +2% | +$7.11K |
|
835
American Financial Group
AFG
$12.1B
| $312K | 0.03% |
4,659
+650
| +16% | +$41.9K |
|
836
Capital One
COF
$133B
| $312K | 0.03% |
4,340
-6,851
| -61% | -$458K |
|
837
Franklin Electric
FELE
$4.84B
| $312K | 0.03% |
+5,300
| New | +$301K |
|
838
Clearway Energy Class C
CWEN
$6.78B
| $310K | 0.03% |
+11,499
| New | +$284K |
|
839
ABM Industries
ABM
$2.87B
| $309K | 0.03% |
8,437
+1,279
| +18% | +$46.8K |
|
840
Flowers Foods
FLO
$1.56B
| $309K | 0.03% |
+12,696
| New | +$297K |
|
841
ACI Worldwide
ACIW
$5.43B
| $308K | 0.03% |
11,775
-2,903
| -20% | -$80.4K |
|
842
EXL Service
EXLS
$5.28B
| $307K | 0.03% |
+23,250
| New | +$298K |
|
|
HBI
843
DELISTED
Hanesbrands
HBI
| $307K | 0.03% |
+19,500
| New | +$286K |
|
844
Deluxe
DLX
$1.14B
| $306K | 0.03% |
+11,911
| New | +$307K |
|
845
Bank OZK
OZK
$5.64B
| $306K | 0.03% |
14,349
+4,184
| +41% | +$97.5K |
|
846
Selective Insurance
SIGI
$5.73B
| $306K | 0.03% |
+5,945
| New | +$328K |
|
|
LSXMA
847
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $305K | 0.03% |
12,510
-3,403
| -21% | -$87.6K |
|
848
CubeSmart
CUBE
$9.41B
| $304K | 0.03% |
9,405
+1,738
| +23% | +$52.6K |
|
849
Frontdoor
FTDR
$6.53B
| $303K | 0.03% |
7,800
-700
| -8% | -$29.9K |
|
850
Home BancShares
HOMB
$6.19B
| $303K | 0.03% |
+20,015
| New | +$322K |
|
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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.