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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
Cap. Flow
+$308M
Cap. Flow %
33.42%
Top 10 Hldgs %
7.27%
Holding
1,238
New
359
Increased
440
Reduced
272
Closed
164

Top Buys

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$9.25M
2
ABBV icon
AbbVie
ABBV
+$7.24M
3
MO icon
Altria Group
MO
+$5.5M
4
HD icon
Home Depot
HD
+$5.43M
5
DIS icon
Walt Disney
DIS
+$5.43M

Top Sells

Rank Stock Value
1
MDT icon
Medtronic
MDT
+$5.88M
2
SCHW
Charles Schwab
SCHW
+$4.99M
3
ROST icon
Ross Stores
ROST
+$4.49M
4
TJX icon
TJX Companies
TJX
+$4.48M
5
PFE icon
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
CONE
226
DELISTED
CyrusOne Inc Common Stock
CONE
$1.11M 0.12%
15,787
+11,659
+282% +$914K
BOX icon
227
Box
BOX
$4.41B
$1.1M 0.12%
63,597
+37,536
+144% +$693K
PTC icon
228
PTC
PTC
$16B
$1.1M 0.12%
13,299
+5,160
+63% +$440K
DISCK
229
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.1M 0.12%
55,934
+13,342
+31% +$264K
CMI icon
230
Cummins
CMI
$88.7B
$1.09M 0.12%
5,187
+1,570
+43% +$313K
OSK icon
231
Oshkosh
OSK
$9.47B
$1.09M 0.12%
14,862
+5,762
+63% +$444K
NTAP icon
232
NetApp
NTAP
$37.6B
$1.09M 0.12%
24,792
+12,987
+110% +$567K
AAWW
233
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.09M 0.12%
+17,845
New +$979K
AOS icon
234
A.O. Smith
AOS
$8.56B
$1.08M 0.12%
20,547
+6,542
+47% +$327K
SNX icon
235
TD Synnex
SNX
$20.7B
$1.08M 0.12%
15,434
+4,222
+38% +$266K
CHRS icon
236
Coherus Oncology
CHRS
$194M
$1.07M 0.12%
58,574
+36,412
+164% +$677K
HLF icon
237
Herbalife
HLF
$1.19B
$1.07M 0.12%
22,986
+6,722
+41% +$330K
KMX icon
238
CarMax
KMX
$8.24B
$1.07M 0.12%
11,601
+8,294
+251% +$828K
WPM icon
239
Wheaton Precious Metals
WPM
$56.9B
$1.05M 0.11%
+21,412
New +$1.09M
UHS icon
240
Universal Health Services
UHS
$10.3B
$1.05M 0.11%
9,795
-1,438
-13% -$154K
BOKF icon
241
BOK Financial
BOKF
$8.78B
$1.04M 0.11%
+20,223
New +$1.11M
OKTA icon
242
Okta
OKTA
$24.9B
$1.04M 0.11%
4,870
+3,840
+373% +$801K
CSGS
243
DELISTED
CSG Systems International
CSGS
$1.04M 0.11%
25,400
+9,300
+58% +$387K
TJX icon
244
TJX Companies
TJX
$179B
$1.04M 0.11%
18,696
-83,063
-82% -$4.48M
GL icon
245
Globe Life
GL
$14.4B
$1.04M 0.11%
13,009
+6,182
+91% +$493K
SMG icon
246
ScottsMiracle-Gro
SMG
$3.61B
$1.04M 0.11%
+6,790
New +$1.05M
B
247
Barrick Mining
B
$69.3B
$1.03M 0.11%
+36,714
New +$1.05M
AYI icon
248
Acuity Brands
AYI
$10.7B
$1.03M 0.11%
10,070
+3,819
+61% +$392K
ABT icon
249
Abbott
ABT
$187B
$1.03M 0.11%
9,459
+5,524
+140% +$560K
UPBD icon
250
Upbound Group
UPBD
$1.14B
$1.03M 0.11%
34,400
+23,300
+210% +$689K
8 9
10
11 12

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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.