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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 | |
|---|---|---|---|---|---|---|
901
Nutanix
NTNX
$16.7B
| $278K | 0.03% |
+12,527
| New | +$286K |
|
902
Curtiss-Wright
CW
$25.9B
| $277K | 0.03% |
+2,975
| New | +$286K |
|
903
FormFactor
FORM
$9.2B
| $277K | 0.03% |
11,100
-1,500
| -12% | -$41.8K |
|
904
SL Green Realty
SLG
$3.97B
| $277K | 0.03% |
+6,177
| New | +$286K |
|
905
Domo
DOMO
$183M
| $276K | 0.03% |
7,200
-2,100
| -23% | -$75.7K |
|
906
Manhattan Associates
MANH
$11.3B
| $276K | 0.03% |
+2,891
| New | +$274K |
|
907
Alexandria Real Estate Equities
ARE
$8.39B
| $274K | 0.03% |
1,711
-259
| -13% | -$43.2K |
|
|
BDN
908
Brandywine Realty Trust
BDN
$558M
| $274K | 0.03% |
26,511
+3,805
| +17% | +$41.1K |
|
909
AGNC Investment
AGNC
$12.9B
| $273K | 0.03% |
+19,607
| New | +$270K |
|
910
Icon
ICLR
$12.6B
| $273K | 0.03% |
1,429
-107
| -7% | -$19.7K |
|
911
Benchmark Electronics
BHE
$2.94B
| $272K | 0.03% |
13,510
-1,407
| -9% | -$28.6K |
|
912
Consolidated Edison
ED
$39.6B
| $270K | 0.03% |
3,470
-6,875
| -66% | -$507K |
|
|
VCRA
913
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $270K | 0.03% |
9,300
-3,100
| -25% | -$83.8K |
|
914
Cooper Companies
COO
$14.4B
| $269K | 0.03% |
3,188
-3,164
| -50% | -$243K |
|
915
Sysco
SYY
$39.9B
| $269K | 0.03% |
4,322
-39,338
| -90% | -$2.29M |
|
|
MGP
916
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $269K | 0.03% |
9,600
| – | – |
|
917
Freshpet
FRPT
$3.22B
| $268K | 0.03% |
+2,400
| New | +$244K |
|
918
Target
TGT
$67.1B
| $268K | 0.03% |
1,700
-7,842
| -82% | -$1.08M |
|
|
FLG
919
Flagstar Bank National Association
FLG
$5.86B
| $267K | 0.03% |
10,742
+6,322
| +143% | +$181K |
|
|
NATI
920
DELISTED
National Instruments Corp
NATI
| $267K | 0.03% |
7,466
-16,467
| -69% | -$598K |
|
|
PSB
921
DELISTED
PS Business Parks, Inc.
PSB
| $267K | 0.03% |
+2,184
| New | +$282K |
|
|
FBC
922
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $267K | 0.03% |
9,000
-600
| -6% | -$18.1K |
|
923
Casey's General Stores
CASY
$30.8B
| $266K | 0.03% |
1,496
-2,787
| -65% | -$471K |
|
924
Kinsale Capital Group
KNSL
$8.57B
| $266K | 0.03% |
+1,400
| New | +$257K |
|
925
Elanco Animal Health
ELAN
$11.6B
| $265K | 0.03% |
+9,500
| New | +$241K |
|
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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.