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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 | |
|---|---|---|---|---|---|---|
1001
The Ensign Group
ENSG
$10.6B
| $223K | 0.02% |
+3,900
| New | +$201K |
|
1002
CNO Financial Group
CNO
$5.14B
| $222K | 0.02% |
13,822
-6,227
| -31% | -$99.8K |
|
1003
Donaldson
DCI
$11.4B
| $222K | 0.02% |
4,792
-10,538
| -69% | -$512K |
|
1004
Carter's
CRI
$1.48B
| $221K | 0.02% |
2,558
-4,628
| -64% | -$385K |
|
1005
MSC Industrial Direct
MSM
$6.92B
| $221K | 0.02% |
3,486
-3,540
| -50% | -$235K |
|
1006
Old Republic International
ORI
$10.5B
| $220K | 0.02% |
+14,958
| New | +$239K |
|
1007
Hilltop Holdings
HTH
$2.25B
| $218K | 0.02% |
+10,614
| New | +$206K |
|
1008
Skywest
SKYW
$4.4B
| $218K | 0.02% |
7,286
-347
| -5% | -$10.8K |
|
|
SC
1009
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $218K | 0.02% |
+11,982
| New | +$213K |
|
1010
Brink's
BCO
$4.65B
| $217K | 0.02% |
+5,291
| New | +$233K |
|
|
SAFE
1011
DELISTED
Safehold Inc.
SAFE
| $217K | 0.02% |
+3,500
| New | +$190K |
|
1012
Mativ Holdings
MATV
$644M
| $216K | 0.02% |
+7,100
| New | +$223K |
|
1013
New Jersey Resources
NJR
$5.53B
| $216K | 0.02% |
+7,997
| New | +$243K |
|
|
VRE
1014
DELISTED
Veris Residential
VRE
| $215K | 0.02% |
+17,005
| New | +$232K |
|
|
EGOV
1015
DELISTED
NIC Inc
EGOV
| $214K | 0.02% |
+10,879
| New | +$235K |
|
1016
Hancock Whitney
HWC
$6.22B
| $213K | 0.02% |
11,324
-720
| -6% | -$14.1K |
|
1017
Invesco
IVZ
$14B
| $213K | 0.02% |
18,700
-9,700
| -34% | -$103K |
|
1018
Wintrust Financial
WTFC
$10.7B
| $212K | 0.02% |
+5,285
| New | +$226K |
|
1019
Amkor Technology
AMKR
$13.5B
| $211K | 0.02% |
18,800
+6,300
| +50% | +$78K |
|
|
ANSS
1020
DELISTED
Ansys
ANSS
| $211K | 0.02% |
+646
| New | +$202K |
|
1021
W.W. Grainger
GWW
$60.4B
| $211K | 0.02% |
591
-468
| -44% | -$161K |
|
|
MDRX
1022
DELISTED
Veradigm Inc. Common Stock
MDRX
| $211K | 0.02% |
25,900
+15,100
| +140% | +$123K |
|
1023
Arrow Electronics
ARW
$11.4B
| $209K | 0.02% |
2,659
-4,832
| -65% | -$357K |
|
1024
Badger Meter
BMI
$3.98B
| $209K | 0.02% |
+3,200
| New | +$204K |
|
1025
Terex
TEX
$7.47B
| $209K | 0.02% |
+10,776
| New | +$211K |
|
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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.