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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
FN icon
776
Fabrinet
FN
$20.1B
$359K 0.04%
5,700
+2,100
+58% +$141K
SRPT icon
777
Sarepta Therapeutics
SRPT
$1.78B
$359K 0.04%
2,557
-1,382
-35% -$210K
IRTC icon
778
iRhythm Holdings
IRTC
$4.2B
$358K 0.04%
+1,505
New +$266K
DTE icon
779
DTE Energy
DTE
$29.2B
$357K 0.04%
3,650
-4,234
-54% -$414K
KALU icon
780
Kaiser Aluminum
KALU
$3.01B
$356K 0.04%
6,645
+3,356
+102% +$215K
SUM
781
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$354K 0.04%
+21,778
New +$349K
AMP icon
782
Ameriprise Financial
AMP
$48.8B
$353K 0.04%
2,289
-2,608
-53% -$402K
GBCI icon
783
Glacier Bancorp
GBCI
$6.36B
$352K 0.04%
+10,969
New +$379K
DBX icon
784
Dropbox
DBX
$8.11B
$351K 0.04%
18,200
-6,400
-26% -$133K
JLL icon
785
Jones Lang LaSalle
JLL
$16.8B
$351K 0.04%
+3,667
New +$369K
LYV icon
786
Live Nation Entertainment
LYV
$42.4B
$351K 0.04%
6,522
-7,699
-54% -$397K
EPAY
787
DELISTED
Bottomline Technologies Inc
EPAY
$350K 0.04%
8,307
-3,838
-32% -$182K
ZUMZ icon
788
Zumiez
ZUMZ
$336M
$349K 0.04%
12,527
+343
+3% +$8.97K
TRMK icon
789
Trustmark
TRMK
$2.76B
$348K 0.04%
+16,249
New +$373K
AA icon
790
Alcoa
AA
$13.1B
$347K 0.04%
+29,800
New +$400K
AEO icon
791
American Eagle Outfitters
AEO
$2.99B
$347K 0.04%
+23,400
New +$279K
GNRC icon
792
Generac Holdings
GNRC
$12.6B
$347K 0.04%
+1,794
New +$295K
SPB icon
793
Spectrum Brands
SPB
$2.08B
$347K 0.04%
+6,067
New +$333K
NGVT icon
794
Ingevity
NGVT
$2.66B
$346K 0.04%
7,000
-300
-4% -$16.9K
SLM icon
795
SLM Corp
SLM
$5.15B
$345K 0.04%
42,600
+19,900
+88% +$146K
ZEN
796
DELISTED
ZENDESK INC
ZEN
$345K 0.04%
3,354
-2,766
-45% -$259K
ICPT
797
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$340K 0.04%
8,191
+2,137
+35% +$98.2K
SSNC icon
798
SS&C Technologies
SSNC
$18.7B
$339K 0.04%
5,597
-23,755
-81% -$1.42M
ENV
799
DELISTED
ENVESTNET, INC.
ENV
$339K 0.04%
4,396
-2,019
-31% -$161K
CHGG icon
800
Chegg
CHGG
$102M
$338K 0.04%
4,731
+1,562
+49% +$115K
30 31
32
33 34

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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.