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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 | |
|---|---|---|---|---|---|---|
1151
Lear
LEA
$7.93B
| – | – |
-2,180
| Closed | -$238K |
|
1152
Leggett & Platt
LEG
$1.31B
| – | – |
-7,873
| Closed | -$277K |
|
1153
Littelfuse
LFUS
$11.7B
| – | – |
-1,522
| Closed | -$260K |
|
1154
McDonald's
MCD
$196B
| – | – |
-2,608
| Closed | -$481K |
|
1155
Maximus
MMS
$3.06B
| – | – |
-4,786
| Closed | -$337K |
|
1156
The Mosaic Company
MOS
$7.46B
| – | – |
-17,200
| Closed | -$215K |
|
1157
Mine Safety
MSA
$7.48B
| – | – |
-3,169
| Closed | -$363K |
|
1158
Strategy Inc
MSTR
$37.2B
| – | – |
-77,480
| Closed | -$917K |
|
1159
Meritage Homes
MTH
$4.71B
| – | – |
-5,664
| Closed | -$216K |
|
1160
Nordson
NDSN
$17.2B
| – | – |
-1,154
| Closed | -$219K |
|
1161
NewMarket
NEU
$8.21B
| – | – |
-800
| Closed | -$320K |
|
1162
NovaGold Resources
NG
$3.03B
| – | – |
-23,100
| Closed | -$212K |
|
1163
Nu Skin
NUS
$252M
| – | – |
-11,673
| Closed | -$446K |
|
1164
ONE Gas
OGS
$5B
| – | – |
-2,800
| Closed | -$216K |
|
1165
PagSeguro Digital
PAGS
$2.62B
| – | – |
-11,250
| Closed | -$398K |
|
1166
Patrick Industries
PATK
$2.87B
| – | – |
-5,525
| Closed | -$226K |
|
1167
Public Service Enterprise Group
PEG
$37.4B
| – | – |
-11,916
| Closed | -$586K |
|
1168
Penumbra
PEN
$12.8B
| – | – |
-1,500
| Closed | -$268K |
|
1169
Impinj
PI
$5.25B
| – | – |
-19,800
| Closed | -$544K |
|
1170
Planet Fitness
PLNT
$4.05B
| – | – |
-5,100
| Closed | -$309K |
|
1171
Insulet
PODD
$9.66B
| – | – |
-1,630
| Closed | -$317K |
|
1172
Portland General Electric
POR
$5.71B
| – | – |
-8,304
| Closed | -$347K |
|
1173
Protolabs
PRLB
$2.1B
| – | – |
-2,237
| Closed | -$252K |
|
1174
QuinStreet
QNST
$874M
| – | – |
-37,906
| Closed | -$396K |
|
1175
uniQure
QURE
$3.15B
| – | – |
-11,000
| Closed | -$496K |
|
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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.