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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 | |
|---|---|---|---|---|---|---|
976
ICU Medical
ICUI
$4.16B
| $239K | 0.03% |
+1,305
| New | +$246K |
|
977
Itron
ITRI
$4.5B
| $239K | 0.03% |
3,929
+364
| +10% | +$23.1K |
|
978
Rapid7
RPD
$694M
| $239K | 0.03% |
+3,900
| New | +$232K |
|
979
Semtech
SMTC
$12.6B
| $239K | 0.03% |
4,507
-3,169
| -41% | -$178K |
|
980
Upland Software
UPLD
$12.6M
| $238K | 0.03% |
630
-160
| -20% | -$57.7K |
|
|
LTC
981
LTC Properties
LTC
$2.13B
| $237K | 0.03% |
6,785
-3,835
| -36% | -$141K |
|
982
ON Semiconductor
ON
$18.6B
| $237K | 0.03% |
+10,943
| New | +$232K |
|
983
Avista
AVA
$3.22B
| $236K | 0.03% |
6,931
-1,207
| -15% | -$43.7K |
|
984
First Industrial Realty Trust
FR
$8.4B
| $234K | 0.03% |
+5,881
| New | +$243K |
|
|
RCM
985
DELISTED
R1 RCM Inc. Common Stock
RCM
| $234K | 0.03% |
13,671
-11,568
| -46% | -$169K |
|
|
CNST
986
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
| $233K | 0.03% |
+11,500
| New | +$281K |
|
|
NSTG
987
DELISTED
NanoString Technologies, Inc.
NSTG
| $232K | 0.03% |
+5,200
| New | +$202K |
|
988
Travere Therapeutics
TVTX
$5.89B
| $231K | 0.03% |
+12,500
| New | +$243K |
|
989
Emergent Biosolutions
EBS
$272M
| $230K | 0.03% |
+2,229
| New | +$240K |
|
|
CALY
990
Callaway Golf Company
CALY
$3.1B
| $230K | 0.03% |
+11,999
| New | +$225K |
|
991
QuidelOrtho
QDEL
$1.11B
| $230K | 0.03% |
+1,049
| New | +$234K |
|
992
Forward Air
FWRD
$601M
| $229K | 0.02% |
3,986
-2,652
| -40% | -$146K |
|
|
PMT
993
PennyMac Mortgage Investment
PMT
$814M
| $228K | 0.02% |
+14,193
| New | +$251K |
|
994
Elastic
ESTC
$7.27B
| $227K | 0.02% |
+2,100
| New | +$206K |
|
|
PS
995
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $226K | 0.02% |
13,200
+200
| +2% | +$3.83K |
|
996
Freeport-McMoran
FCX
$95.5B
| $225K | 0.02% |
+14,400
| New | +$208K |
|
|
WIFI
997
DELISTED
Boingo Wireless, Inc.
WIFI
| $225K | 0.02% |
22,100
+7,900
| +56% | +$102K |
|
998
Bank of Hawaii
BOH
$3.12B
| $224K | 0.02% |
+4,438
| New | +$248K |
|
999
Myriad Genetics
MYGN
$304M
| $224K | 0.02% |
17,152
+6,874
| +67% | +$87K |
|
1000
Sun Communities
SUI
$14.7B
| $224K | 0.02% |
1,595
-1,315
| -45% | -$189K |
|
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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.