We are live on ! Find out more
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
UNM icon
1201
Unum
UNM
$14.2B
– –
-13,937
Closed -$231K
UPWK icon
1202
Upwork
UPWK
$1.16B
– –
-15,700
Closed -$227K
VAC icon
1203
Marriott Vacations Worldwide
VAC
$4.28B
– –
-3,620
Closed -$298K
VIAV icon
1204
Viavi Solutions
VIAV
$10B
– –
-13,040
Closed -$166K
VRNT
1205
DELISTED
Verint Systems
VRNT
– –
-25,923
Closed -$597K
VRRM icon
1206
Verra Mobility
VRRM
$778M
– –
-17,000
Closed -$175K
VSH icon
1207
Vishay Intertechnology
VSH
$5.03B
– –
-18,691
Closed -$285K
WBS icon
1208
Webster Financial
WBS
$12.8B
– –
-7,216
Closed -$206K
WDFC icon
1209
WD-40
WDFC
$3.1B
– –
-1,600
Closed -$317K
WSFS icon
1210
WSFS Financial
WSFS
$4.17B
– –
-10,100
Closed -$290K
XHR
1211
Xenia Hotels & Resorts
XHR
$1.82B
– –
-11,880
Closed -$111K
XRX icon
1212
Xerox
XRX
$424M
– –
-19,494
Closed -$298K
ZBH icon
1213
Zimmer Biomet
ZBH
$18.5B
– –
-3,514
Closed -$407K
SMAR
1214
DELISTED
Smartsheet Inc.
SMAR
– –
-4,500
Closed -$229K
AGR
1215
DELISTED
Avangrid, Inc.
AGR
– –
-5,500
Closed -$231K
NEWR
1216
DELISTED
New Relic, Inc.
NEWR
– –
-3,242
Closed -$223K
TRTN
1217
DELISTED
Triton International Limited
TRTN
– –
-14,700
Closed -$445K
BKI
1218
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-6,700
Closed -$486K
NUVA
1219
DELISTED
NuVasive, Inc.
NUVA
– –
-4,560
Closed -$254K
UMPQ
1220
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-12,438
Closed -$132K
GBT
1221
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-4,400
Closed -$278K
MTOR
1222
DELISTED
MERITOR, Inc.
MTOR
– –
-39,406
Closed -$780K
CDK
1223
DELISTED
CDK Global, Inc.
CDK
– –
-15,461
Closed -$640K
MIME
1224
DELISTED
Mimecast Limited
MIME
– –
-18,700
Closed -$779K
MGLN
1225
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-4,632
Closed -$338K
46 47 48
49
50

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.