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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
SBH icon
526
Sally Beauty Holdings
SBH
$1.53B
$561K 0.06%
64,547
+42,800
+197% +$515K
SUPN icon
527
Supernus Pharmaceuticals
SUPN
$2.73B
$561K 0.06%
+26,921
New +$611K
KRC icon
528
Kilroy Realty
KRC
$4.44B
$560K 0.06%
10,772
+4,162
+63% +$237K
KYNB
529
Kyntra Bio
KYNB
$29.2M
$559K 0.06%
+544
New +$585K
IRWD icon
530
Ironwood Pharmaceuticals
IRWD
$693M
$555K 0.06%
61,737
-846
-1% -$8.41K
GRA
531
DELISTED
W.R. Grace & Co.
GRA
$553K 0.06%
13,726
+5,184
+61% +$236K
KLIC icon
532
Kulicke & Soffa
KLIC
$4.92B
$551K 0.06%
24,588
-1,459
-6% -$34.5K
ENR icon
533
Energizer
ENR
$1.5B
$550K 0.06%
14,059
+8,459
+151% +$388K
RS icon
534
Reliance Steel & Aluminium
RS
$21.4B
$548K 0.06%
5,367
-174
-3% -$17.7K
EXPO icon
535
Exponent
EXPO
$3.26B
$547K 0.06%
+7,600
New +$604K
AAT
536
American Assets Trust
AAT
$1.4B
$546K 0.06%
22,670
+11,260
+99% +$292K
PB icon
537
Prosperity Bancshares
PB
$8.9B
$546K 0.06%
10,542
-237
-2% -$13K
WLY icon
538
John Wiley & Sons Class A
WLY
$2.75B
$546K 0.06%
17,229
+8,100
+89% +$275K
NVTA
539
DELISTED
Invitae Corporation
NVTA
$546K 0.06%
+12,600
New +$430K
CFG icon
540
Citizens Financial Group
CFG
$30.5B
$545K 0.06%
21,553
+8,077
+60% +$205K
THO icon
541
Thor Industries
THO
$4.15B
$542K 0.06%
+5,692
New +$590K
AMCR icon
542
Amcor
AMCR
$22.1B
$538K 0.06%
+9,740
New +$530K
HTGC icon
543
Hercules Capital
HTGC
$3.23B
$538K 0.06%
+46,500
New +$517K
RARE icon
544
Ultragenyx Pharmaceutical
RARE
$2.62B
$538K 0.06%
6,542
+3,800
+139% +$315K
AVAV icon
545
AeroVironment
AVAV
$8.72B
$536K 0.06%
8,931
+6,228
+230% +$462K
HXL icon
546
Hexcel
HXL
$7.68B
$536K 0.06%
+15,976
New +$644K
EQIX icon
547
Equinix
EQIX
$104B
$535K 0.06%
+704
New +$533K
L icon
548
Loews
L
$23.5B
$535K 0.06%
15,395
+7,931
+106% +$285K
DUK icon
549
Duke Energy
DUK
$97.3B
$531K 0.06%
5,992
-44,747
-88% -$3.69M
EXP icon
550
Eagle Materials
EXP
$6.65B
$531K 0.06%
6,149
-432
-7% -$34.9K
20 21
22
23 24

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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.