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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
MDU icon
676
MDU Resources
MDU
$4.3B
$426K 0.05%
49,836
+2,950
+6% +$25.3K
STAG icon
677
STAG Industrial
STAG
$7.15B
$426K 0.05%
13,965
+6,373
+84% +$201K
TCBI icon
678
Texas Capital Bancshares
TCBI
$4.33B
$426K 0.05%
+13,700
New +$432K
WRB icon
679
W.R. Berkley
WRB
$26.6B
$426K 0.05%
15,671
-6,696
-30% -$184K
FAF icon
680
First American
FAF
$7.62B
$425K 0.05%
8,344
+3,597
+76% +$186K
LEN icon
681
Lennar Class A
LEN
$21.2B
$425K 0.05%
5,374
-2,150
-29% -$153K
ACHC icon
682
Acadia Healthcare
ACHC
$2.9B
$424K 0.05%
+14,381
New +$417K
FHB icon
683
First Hawaiian
FHB
$3.37B
$424K 0.05%
+29,300
New +$482K
NOV icon
684
NOV
NOV
$7.03B
$424K 0.05%
46,773
+12,058
+35% +$141K
COHR
685
DELISTED
Coherent Inc
COHR
$424K 0.05%
3,818
+1,600
+72% +$194K
SBNY
686
DELISTED
Signature Bank
SBNY
$424K 0.05%
+5,115
New +$509K
MXL icon
687
MaxLinear
MXL
$6.83B
$423K 0.05%
18,191
+214
+1% +$5.28K
AVNT icon
688
Avient
AVNT
$4.23B
$422K 0.05%
15,965
+7,774
+95% +$203K
LEVI icon
689
Levi Strauss
LEVI
$9.39B
$422K 0.05%
+31,500
New +$400K
CADE
690
DELISTED
Cadence Bank
CADE
$421K 0.05%
+21,738
New +$464K
FATE icon
691
Fate Therapeutics
FATE
$333M
$420K 0.05%
+10,500
New +$367K
UBER icon
692
Uber
UBER
$152B
$420K 0.05%
+11,500
New +$380K
WAB icon
693
Wabtec
WAB
$49.6B
$419K 0.05%
6,767
-3,615
-35% -$232K
MNTV
694
DELISTED
Momentive Global Inc. Common Stock
MNTV
$418K 0.05%
+18,900
New +$439K
TDS icon
695
Telephone and Data Systems
TDS
$3.71B
$417K 0.05%
22,606
+9,895
+78% +$208K
JWN
696
DELISTED
Nordstrom
JWN
$416K 0.05%
+34,905
New +$523K
RAMP icon
697
LiveRamp
RAMP
$2.3B
$416K 0.05%
8,044
+1,961
+32% +$98K
USFD icon
698
US Foods
USFD
$23.9B
$416K 0.05%
+18,700
New +$421K
MODN
699
DELISTED
MODEL N, INC.
MODN
$416K 0.05%
+11,800
New +$446K
AUB icon
700
Atlantic Union Bankshares
AUB
$5.95B
$415K 0.05%
19,400
+9,200
+90% +$209K
26 27
28
29 30

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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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.