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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
COOP
1101
DELISTED
Mr. Cooper
COOP
– –
-11,273
Closed -$140K
CORT icon
1102
Corcept Therapeutics
CORT
$11.7B
– –
-37,295
Closed -$627K
CPB icon
1103
Campbell Soup
CPB
$6.73B
– –
-19,394
Closed -$963K
CRL icon
1104
Charles River Laboratories
CRL
$12.7B
– –
-1,213
Closed -$211K
CTRA
1105
DELISTED
Coterra Energy
CTRA
– –
-47,665
Closed -$819K
CVGW
1106
DELISTED
Calavo Growers
CVGW
– –
-4,149
Closed -$261K
CWK icon
1107
Cushman & Wakefield Ltd
CWK
$3.21B
– –
-10,150
Closed -$126K
DDD icon
1108
3D Systems Corp
DDD
$588M
– –
-20,280
Closed -$142K
DECK icon
1109
Deckers Outdoor
DECK
$13.3B
– –
-11,226
Closed -$367K
DFS
1110
DELISTED
Discover Financial Services
DFS
– –
-10,741
Closed -$538K
DHI icon
1111
D.R. Horton
DHI
$40.8B
– –
-6,843
Closed -$379K
DIOD icon
1112
Diodes
DIOD
$4.55B
– –
-5,288
Closed -$268K
DNLI icon
1113
Denali Therapeutics
DNLI
$3.92B
– –
-16,900
Closed -$409K
DRI icon
1114
Darden Restaurants
DRI
$24.1B
– –
-17,035
Closed -$1.29M
DY icon
1115
Dycom Industries
DY
$12B
– –
-5,783
Closed -$236K
EAT icon
1116
Brinker International
EAT
$9.75B
– –
-9,400
Closed -$226K
EEFT icon
1117
Euronet Worldwide
EEFT
$2.73B
– –
-7,037
Closed -$674K
EGBN icon
1118
Eagle Bancorp
EGBN
$849M
– –
-12,400
Closed -$406K
EHC icon
1119
Encompass Health
EHC
$12.4B
– –
-9,323
Closed -$459K
EMN icon
1120
Eastman Chemical
EMN
$8.4B
– –
-3,674
Closed -$256K
ENOV icon
1121
Enovis
ENOV
$1.52B
– –
-4,285
Closed -$206K
ENS icon
1122
EnerSys
ENS
$6.83B
– –
-4,438
Closed -$286K
EQH icon
1123
Equitable Holdings
EQH
$14.2B
– –
-14,100
Closed -$272K
ETN icon
1124
Eaton
ETN
$174B
– –
-2,463
Closed -$215K
FCPT icon
1125
Four Corners Property Trust
FCPT
$2.75B
– –
-9,638
Closed -$235K
43 44
45
46 47

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SCA
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IC
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WFA
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CA
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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.