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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
RCL icon
1176
Royal Caribbean
RCL
$85.7B
– –
-5,694
Closed -$286K
RDN icon
1177
Radian Group
RDN
$4.82B
– –
-15,149
Closed -$235K
REG icon
1178
Regency Centers
REG
$14.1B
– –
-8,165
Closed -$375K
RGA icon
1179
Reinsurance Group of America
RGA
$15.5B
– –
-9,334
Closed -$732K
RPM icon
1180
RPM International
RPM
$14.8B
– –
-2,984
Closed -$224K
RTX icon
1181
RTX Corp
RTX
$301B
– –
-26,579
Closed -$1.64M
SANM icon
1182
Sanmina
SANM
$11B
– –
-25,709
Closed -$644K
SCHW
1183
Charles Schwab
SCHW
$187B
– –
-147,805
Closed -$4.99M
SFNC icon
1184
Simmons First National
SFNC
$3.4B
– –
-23,048
Closed -$394K
SHEN icon
1185
Shenandoah Telecom
SHEN
$742M
– –
-5,000
Closed -$246K
SHO icon
1186
Sunstone Hotel Investors
SHO
$2.1B
– –
-30,051
Closed -$245K
SPSC icon
1187
SPS Commerce
SPSC
$2.59B
– –
-6,900
Closed -$518K
SSTK icon
1188
Shutterstock
SSTK
$218M
– –
-17,523
Closed -$613K
ST icon
1189
Sensata Technologies
ST
$6.74B
– –
-10,769
Closed -$401K
STRA icon
1190
Strategic Education
STRA
$1.86B
– –
-2,189
Closed -$336K
STX icon
1191
Seagate
STX
$193B
– –
-33,694
Closed -$1.63M
SYF icon
1192
Synchrony
SYF
$25.6B
– –
-19,017
Closed -$421K
SYK icon
1193
Stryker
SYK
$129B
– –
-19,012
Closed -$3.43M
TCMD icon
1194
Tactile Systems Technology
TCMD
$651M
– –
-6,100
Closed -$253K
TEAM icon
1195
Atlassian
TEAM
$28B
– –
-2,700
Closed -$487K
TENB icon
1196
Tenable Holdings
TENB
$3.98B
– –
-9,100
Closed -$271K
TMO icon
1197
Thermo Fisher Scientific
TMO
$214B
– –
-1,312
Closed -$475K
UFPI icon
1198
UFP Industries
UFPI
$5.07B
– –
-5,800
Closed -$287K
UHAL icon
1199
U-Haul Holding Co
UHAL
$14.6B
– –
-9,880
Closed -$299K
UI icon
1200
Ubiquiti
UI
$34.3B
– –
-3,798
Closed -$663K
46 47
48
49 50

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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.