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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
GOSS icon
1051
Gossamer Bio
GOSS
$87.2M
$180K 0.02%
+14,500
New +$192K
MDP
1052
DELISTED
Meredith Corporation
MDP
$179K 0.02%
13,678
+2,145
+19% +$30K
FMBI
1053
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$170K 0.02%
15,769
+4,600
+41% +$56.7K
KIM icon
1054
Kimco Realty
KIM
$16.4B
$169K 0.02%
15,000
-1,316
-8% -$15.5K
LNTH icon
1055
Lantheus
LNTH
$6.6B
$167K 0.02%
+13,200
New +$181K
EAF icon
1056
GrafTech
EAF
$199M
$163K 0.02%
2,380
-500
-17% -$34.9K
CXP
1057
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$161K 0.02%
14,760
-749
-5% -$8.93K
VLY icon
1058
Valley National Bancorp
VLY
$8B
$157K 0.02%
22,898
+12,100
+112% +$89.9K
SBRA icon
1059
Sabra Healthcare REIT
SBRA
$5.34B
$151K 0.02%
+10,947
New +$161K
ADEA icon
1060
Adeia
ADEA
$3.12B
$142K 0.02%
+46,551
New +$172K
FTI icon
1061
TechnipFMC
FTI
$27.3B
$140K 0.02%
29,837
+5,779
+24% +$32.5K
KEY icon
1062
KeyCorp
KEY
$24.3B
$139K 0.02%
11,641
-19,723
-63% -$240K
ZNGA
1063
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$137K 0.01%
+15,000
New +$140K
SSYS icon
1064
Stratasys
SSYS
$760M
$134K 0.01%
+10,757
New +$157K
HST icon
1065
Host Hotels & Resorts
HST
$16B
$130K 0.01%
12,048
-26,912
-69% -$297K
FLXN
1066
DELISTED
Flexion Therapeutics, Inc.
FLXN
$129K 0.01%
+12,400
New +$152K
AKR icon
1067
Acadia Realty Trust
AKR
$2.84B
$126K 0.01%
+12,011
New +$144K
FULT icon
1068
Fulton Financial
FULT
$4.67B
$123K 0.01%
+13,154
New +$129K
CNX icon
1069
CNX Resources
CNX
$5.2B
$119K 0.01%
+12,600
New +$128K
JBLU icon
1070
JetBlue
JBLU
$2.34B
$116K 0.01%
+10,223
New +$115K
ALEC icon
1071
Alector
ALEC
$203M
$111K 0.01%
+10,500
New +$170K
UE icon
1072
Urban Edge Properties
UE
$2.71B
$104K 0.01%
10,700
-9,600
-47% -$102K
DVN icon
1073
Devon Energy
DVN
$47.4B
$102K 0.01%
10,732
-4,284
-29% -$45.1K
FNB icon
1074
FNB Corp
FNB
$6.75B
$70K 0.01%
+10,356
New +$76K
ABCB icon
1075
Ameris Bancorp
ABCB
$5.92B
– –
-18,995
Closed -$448K
41 42
43
44 45

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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.