We are live on ! Find out more
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
MKSI icon
726
MKS Inc
MKSI
$20.6B
$392K 0.04%
3,588
+684
+24% +$80.2K
EGO icon
727
Eldorado Gold
EGO
$9.89B
$390K 0.04%
+37,000
New +$415K
HUBB icon
728
Hubbell
HUBB
$27.2B
$390K 0.04%
2,851
+966
+51% +$133K
LII icon
729
Lennox International
LII
$15.2B
$390K 0.04%
1,430
-1,255
-47% -$335K
ANF icon
730
Abercrombie & Fitch
ANF
$5B
$389K 0.04%
27,896
+13,310
+91% +$155K
RYN icon
731
Rayonier
RYN
$6.55B
$389K 0.04%
+16,218
New +$404K
WH icon
732
Wyndham Hotels & Resorts
WH
$5.48B
$389K 0.04%
+7,700
New +$376K
VSAT icon
733
Viasat
VSAT
$11.1B
$388K 0.04%
11,284
-3,441
-23% -$130K
NHI icon
734
National Health Investors
NHI
$3.65B
$387K 0.04%
6,419
+2,605
+68% +$161K
EYE icon
735
National Vision
EYE
$1.81B
$386K 0.04%
+10,100
New +$351K
SIG icon
736
Signet Jewelers
SIG
$3.76B
$383K 0.04%
+20,500
New +$298K
AIV
737
Aimco
AIV
$384M
$382K 0.04%
84,992
-69,581
-45% -$337K
SCCO icon
738
Southern Copper
SCCO
$166B
$380K 0.04%
9,046
-8,623
-49% -$358K
ATRC icon
739
AtriCure
ATRC
$2.11B
$379K 0.04%
+9,507
New +$403K
PTCT icon
740
PTC Therapeutics
PTCT
$6.12B
$379K 0.04%
8,104
+4,111
+103% +$202K
TPH
741
DELISTED
Tri Pointe Homes
TPH
$379K 0.04%
+20,900
New +$354K
ROKU icon
742
Roku
ROKU
$22.7B
$378K 0.04%
+2,000
New +$316K
WLK icon
743
Westlake Corp
WLK
$9.89B
$378K 0.04%
+5,987
New +$354K
AKAM icon
744
Akamai
AKAM
$16.1B
$377K 0.04%
3,407
-25
-0.7% -$2.77K
VCYT icon
745
Veracyte
VCYT
$3.8B
$377K 0.04%
11,600
+1,847
+19% +$58.7K
CDP icon
746
COPT Defense Properties
CDP
$4.21B
$376K 0.04%
+15,832
New +$395K
OSIS icon
747
OSI Systems
OSIS
$3.89B
$376K 0.04%
4,848
-2,928
-38% -$218K
EPZM
748
DELISTED
Epizyme, Inc
EPZM
$376K 0.04%
31,500
+18,400
+140% +$246K
VICI icon
749
VICI Properties
VICI
$29.4B
$375K 0.04%
+16,063
New +$361K
WSC icon
750
WillScot Mobile Mini Holdings
WSC
$4.41B
$374K 0.04%
22,400
+8,400
+60% +$134K
28 29
30
31 32

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.