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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 | |
|---|---|---|---|---|---|---|
|
PGRE
851
DELISTED
Paramount Group
PGRE
| $303K | 0.03% |
42,800
+5,300
| +14% | +$38.6K |
|
852
Exelixis
EXEL
$13.2B
| $302K | 0.03% |
12,335
+2,274
| +23% | +$53.1K |
|
853
Guidewire Software
GWRE
$14B
| $302K | 0.03% |
2,896
+465
| +19% | +$52.2K |
|
854
Enphase Energy
ENPH
$5.57B
| $301K | 0.03% |
+3,649
| New | +$244K |
|
855
News Corp Class A
NWSA
$15.5B
| $301K | 0.03% |
21,440
-7,860
| -27% | -$110K |
|
856
Agree Realty
ADC
$9.41B
| $299K | 0.03% |
4,700
-257
| -5% | -$16.9K |
|
857
Cognex
CGNX
$11.5B
| $299K | 0.03% |
4,589
-572
| -11% | -$37K |
|
|
FLIR
858
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $299K | 0.03% |
8,329
-29,962
| -78% | -$1.14M |
|
859
ManpowerGroup
MAN
$2.68B
| $298K | 0.03% |
4,057
-9,045
| -69% | -$650K |
|
860
Atkore
ATKR
$3.16B
| $297K | 0.03% |
+13,050
| New | +$353K |
|
861
J&J Snack Foods
JJSF
$1.69B
| $297K | 0.03% |
2,281
-862
| -27% | -$112K |
|
862
Old National Bancorp
ONB
$10.2B
| $297K | 0.03% |
23,625
+6,441
| +37% | +$88.4K |
|
|
PCH
863
DELISTED
PotlatchDeltic
PCH
| $297K | 0.03% |
+7,054
| New | +$301K |
|
864
Ziff Davis
ZD
$1.98B
| $296K | 0.03% |
4,922
-7,199
| -59% | -$408K |
|
865
Installed Building Products
IBP
$6.48B
| $295K | 0.03% |
+2,900
| New | +$249K |
|
866
Karyopharm Therapeutics
KPTI
$45.3M
| $295K | 0.03% |
+1,347
| New | +$329K |
|
|
AAN.A
867
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $295K | 0.03% |
5,205
+78
| +2% | +$4.42K |
|
868
GE Aerospace
GE
$383B
| $294K | 0.03% |
9,470
-5,859
| -38% | -$190K |
|
869
Murphy USA
MUSA
$9.77B
| $294K | 0.03% |
2,292
-712
| -24% | -$94.2K |
|
870
Starwood Property Trust
STWD
$6B
| $294K | 0.03% |
19,452
+3,256
| +20% | +$49.7K |
|
871
Integer Holdings
ITGR
$4.26B
| $293K | 0.03% |
+4,972
| New | +$332K |
|
872
Nomad Foods
NOMD
$1.66B
| $293K | 0.03% |
11,500
-15,700
| -58% | -$373K |
|
873
Chewy
CHWY
$9.77B
| $291K | 0.03% |
+5,300
| New | +$286K |
|
874
NETSCOUT
NTCT
$2.83B
| $291K | 0.03% |
13,327
-8,533
| -39% | -$206K |
|
|
PDM
875
Piedmont Realty Trust
PDM
$1.2B
| $291K | 0.03% |
21,448
+10,886
| +103% | +$169K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.