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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
FFIN icon
1126
First Financial Bankshares
FFIN
$4.97B
– –
-8,736
Closed -$252K
FIBK icon
1127
First Interstate BancSystem
FIBK
$3.57B
– –
-10,200
Closed -$316K
FIVN icon
1128
FIVE9
FIVN
$2.17B
– –
-2,411
Closed -$267K
FLEX icon
1129
Flex
FLEX
$45.3B
– –
-28,325
Closed -$219K
FLS icon
1130
Flowserve
FLS
$10B
– –
-15,130
Closed -$432K
FUL icon
1131
H.B. Fuller
FUL
$3.18B
– –
-5,069
Closed -$226K
FWONK icon
1132
Liberty Media Series C
FWONK
$25B
– –
-12,296
Closed -$377K
GS icon
1133
Goldman Sachs
GS
$301B
– –
-3,030
Closed -$599K
GTLS
1134
DELISTED
Chart Industries
GTLS
– –
-4,174
Closed -$202K
H icon
1135
Hyatt Hotels
H
$16.9B
– –
-4,657
Closed -$234K
HAE icon
1136
Haemonetics
HAE
$3.87B
– –
-3,339
Closed -$299K
HAIN icon
1137
Hain Celestial
HAIN
$53.5M
– –
-9,007
Closed -$284K
HLI icon
1138
Houlihan Lokey
HLI
$8.92B
– –
-9,700
Closed -$540K
HRB icon
1139
H&R Block
HRB
$5.82B
– –
-13,218
Closed -$189K
HRTX icon
1140
Heron Therapeutics
HRTX
$94.5M
– –
-12,494
Closed -$184K
HUN icon
1141
Huntsman Corp
HUN
$1.78B
– –
-16,123
Closed -$290K
IBKR icon
1142
Interactive Brokers
IBKR
$38.8B
– –
-40,544
Closed -$423K
IMAX icon
1143
IMAX
IMAX
$2.73B
– –
-15,500
Closed -$174K
IPGP icon
1144
IPG Photonics
IPGP
$3.69B
– –
-5,183
Closed -$831K
JAZZ icon
1145
Jazz Pharmaceuticals
JAZZ
$16.7B
– –
-5,448
Closed -$601K
JBGS
1146
JBG SMITH
JBGS
$707M
– –
-7,200
Closed -$213K
JHG
1147
DELISTED
Janus Henderson
JHG
– –
-19,400
Closed -$411K
KBH icon
1148
KB Home
KBH
$3.49B
– –
-6,721
Closed -$206K
LAMR icon
1149
Lamar Advertising Co
LAMR
$16.2B
– –
-7,203
Closed -$481K
MZTI
1150
The Marzetti Company
MZTI
$3.02B
– –
-3,475
Closed -$539K
44 45
46
47 48

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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.