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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 | |
|---|---|---|---|---|---|---|
1026
Alaska Air
ALK
$5.66B
| $208K | 0.02% |
+5,683
| New | +$213K |
|
1027
Urban Outfitters
URBN
$6.65B
| $208K | 0.02% |
10,015
-5,248
| -34% | -$103K |
|
1028
Mid-America Apartment Communities
MAA
$15.5B
| $206K | 0.02% |
1,777
-2,023
| -53% | -$233K |
|
1029
Avantor
AVTR
$8.91B
| $205K | 0.02% |
+9,100
| New | +$189K |
|
1030
Pacira BioSciences
PCRX
$1.02B
| $205K | 0.02% |
3,414
-1,456
| -30% | -$84.6K |
|
|
UFS
1031
DELISTED
DOMTAR CORPORATION (New)
UFS
| $205K | 0.02% |
7,800
-2,215
| -22% | -$56.1K |
|
1032
Kennametal
KMT
$2.58B
| $204K | 0.02% |
+7,044
| New | +$204K |
|
1033
RenaissanceRe
RNR
$13.4B
| $204K | 0.02% |
1,199
-1,032
| -46% | -$183K |
|
1034
TTM Technologies
TTMI
$14.4B
| $204K | 0.02% |
+17,840
| New | +$209K |
|
1035
Malibu Boats
MBUU
$562M
| $202K | 0.02% |
4,070
-7,030
| -63% | -$382K |
|
|
EQC
1036
DELISTED
Equity Commonwealth
EQC
| $202K | 0.02% |
7,570
-10,094
| -57% | -$312K |
|
1037
Cousins Properties
CUZ
$4.91B
| $201K | 0.02% |
7,042
-11,599
| -62% | -$346K |
|
1038
Northwest Bancshares
NWBI
$2.29B
| $201K | 0.02% |
21,900
-1,379
| -6% | -$13.6K |
|
1039
Repligen
RGEN
$9B
| $201K | 0.02% |
+1,362
| New | +$195K |
|
1040
SSR Mining
SSRM
$5.87B
| $201K | 0.02% |
+10,775
| New | +$229K |
|
1041
Canadian Imperial Bank of Commerce
CM
$108B
| $200K | 0.02% |
+5,362
| New | +$196K |
|
1042
Hope Bancorp
HOPE
$1.78B
| $199K | 0.02% |
26,300
-19,500
| -43% | -$163K |
|
1043
Hewlett Packard
HPE
$69.4B
| $193K | 0.02% |
20,617
+6,417
| +45% | +$61.3K |
|
1044
Knowles
KN
$3.36B
| $193K | 0.02% |
12,935
-1,137
| -8% | -$17.2K |
|
1045
Empire State Realty Trust
ESRT
$843M
| $192K | 0.02% |
31,300
-2,900
| -8% | -$18.8K |
|
1046
Smith & Wesson
SWBI
$651M
| $192K | 0.02% |
+12,400
| New | +$219K |
|
1047
United Natural Foods
UNFI
$2.9B
| $185K | 0.02% |
+12,417
| New | +$236K |
|
|
WRI
1048
DELISTED
Weingarten Realty Investors
WRI
| $184K | 0.02% |
+10,821
| New | +$191K |
|
1049
Manulife Financial
MFC
$74B
| $183K | 0.02% |
13,173
-9,194
| -41% | -$132K |
|
|
AVTA
1050
DELISTED
Avantax, Inc. Common Stock
AVTA
| $181K | 0.02% |
19,211
-4,956
| -21% | -$54.8K |
|
Similar funds
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IC
WFA
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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.