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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
DOC icon
801
Healthpeak Properties
DOC
$14.7B
$337K 0.04%
+12,399
New +$340K
PFSI icon
802
PennyMac Financial
PFSI
$4.01B
$337K 0.04%
+5,800
New +$287K
TGTX icon
803
TG Therapeutics
TGTX
$7.63B
$337K 0.04%
12,600
+1,400
+13% +$32.2K
CSOD
804
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$336K 0.04%
9,230
-2,820
-23% -$101K
PHM icon
805
Pultegroup
PHM
$25.3B
$335K 0.04%
7,239
-54,810
-88% -$2.35M
TNL icon
806
Travel + Leisure Co
TNL
$4.69B
$335K 0.04%
10,894
+3,526
+48% +$105K
GKOS icon
807
Glaukos
GKOS
$10.5B
$334K 0.04%
6,742
+342
+5% +$15K
INVA icon
808
Innoviva
INVA
$1.47B
$334K 0.04%
31,989
+14,489
+83% +$184K
DLR icon
809
Digital Realty Trust
DLR
$71.5B
$332K 0.04%
+2,265
New +$339K
LZB icon
810
La-Z-Boy
LZB
$1.66B
$332K 0.04%
+10,508
New +$319K
RL icon
811
Ralph Lauren
RL
$23.8B
$332K 0.04%
4,880
+967
+25% +$68.9K
ZWS icon
812
Zurn Elkay Water Solutions
ZWS
$8.52B
$331K 0.04%
23,010
+284
+1% +$4.05K
STLD icon
813
Steel Dynamics
STLD
$37.4B
$329K 0.04%
11,485
-9,830
-46% -$282K
MIDD icon
814
Middleby
MIDD
$6.07B
$327K 0.04%
3,646
+932
+34% +$84.4K
TSEM icon
815
Tower Semiconductor
TSEM
$28.3B
$326K 0.04%
17,905
-7,540
-30% -$152K
HOLX
816
DELISTED
Hologic
HOLX
$325K 0.04%
4,887
-10,872
-69% -$688K
VBTX
817
DELISTED
Veritex Holdings
VBTX
$324K 0.04%
19,000
+7,300
+62% +$126K
VOYA icon
818
Voya Financial
VOYA
$9.27B
$324K 0.04%
6,766
-6,850
-50% -$337K
CNH
819
CNH Industrial
CNH
$17.7B
$324K 0.04%
47,569
-11,260
-19% -$74.6K
JELD icon
820
JELD-WEN Holding
JELD
$166M
$323K 0.04%
+14,300
New +$293K
WST icon
821
West Pharmaceutical
WST
$25B
$323K 0.04%
+1,176
New +$311K
NTR icon
822
Nutrien
NTR
$30.9B
$322K 0.04%
8,200
-15,800
-66% -$575K
EXPE icon
823
Expedia Group
EXPE
$37B
$321K 0.03%
3,500
+637
+22% +$57.3K
OPI
824
DELISTED
Office Properties Income Trust
OPI
$321K 0.03%
+15,508
New +$374K
GTN icon
825
Gray Television
GTN
$531M
$320K 0.03%
23,266
+605
+3% +$8.84K
31 32
33
34 35

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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.