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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
VRTX icon
251
Vertex Pharmaceuticals
VRTX
$123B
$1.02M 0.11%
3,765
-2,049
-35% -$565K
TAP icon
252
Molson Coors Class B
TAP
$7.95B
$1.02M 0.11%
30,525
-5,345
-15% -$193K
SON icon
253
Sonoco
SON
$5.64B
$1.02M 0.11%
20,041
+12,443
+164% +$658K
TRU icon
254
TransUnion
TRU
$15.2B
$1.02M 0.11%
12,105
+2,805
+30% +$242K
NTRS icon
255
Northern Trust
NTRS
$33.7B
$1.02M 0.11%
13,031
-18,215
-58% -$1.46M
PH icon
256
Parker-Hannifin
PH
$135B
$1.01M 0.11%
5,010
+3,316
+196% +$652K
PRDO icon
257
Perdoceo Education
PRDO
$2.03B
$1.01M 0.11%
82,857
+51,417
+164% +$747K
HMSY
258
DELISTED
HMS Holdings Corp.
HMSY
$1.01M 0.11%
+42,224
New +$1.24M
VYX icon
259
NCR Voyix
VYX
$1.15B
$1.01M 0.11%
74,212
+30,668
+70% +$364K
POST icon
260
Post Holdings
POST
$4.09B
$1.01M 0.11%
17,865
+11,114
+165% +$634K
TXN icon
261
Texas Instruments
TXN
$254B
$1M 0.11%
7,035
-8,159
-54% -$1.11M
PGR icon
262
Progressive
PGR
$125B
$999K 0.11%
10,556
+902
+9% +$81.1K
GIB icon
263
CGI
GIB
$15.4B
$995K 0.11%
14,689
-2,034
-12% -$139K
R icon
264
Ryder
R
$10.1B
$995K 0.11%
23,554
+16,001
+212% +$647K
NTGR icon
265
NETGEAR
NTGR
$652M
$992K 0.11%
32,179
+15,712
+95% +$477K
UGI icon
266
UGI
UGI
$7.35B
$989K 0.11%
29,985
-2,820
-9% -$93.5K
HUM icon
267
Humana
HUM
$44.1B
$981K 0.11%
2,369
+852
+56% +$343K
DOV icon
268
Dover
DOV
$28.4B
$975K 0.11%
8,999
-1,265
-12% -$135K
NEM icon
269
Newmont
NEM
$111B
$974K 0.11%
15,347
+9,791
+176% +$638K
FND icon
270
Floor & Decor
FND
$6.39B
$965K 0.1%
12,903
+7,538
+141% +$518K
REGN icon
271
Regeneron Pharmaceuticals
REGN
$79.5B
$959K 0.1%
1,714
+873
+104% +$529K
SO icon
272
Southern Company
SO
$107B
$959K 0.1%
17,693
-45,097
-72% -$2.41M
ADM icon
273
Archer Daniels Midland
ADM
$37.4B
$955K 0.1%
20,544
+10,729
+109% +$469K
INCY icon
274
Incyte
INCY
$24B
$950K 0.1%
+10,581
New +$1.02M
PXD
275
DELISTED
Pioneer Natural Resource Co.
PXD
$944K 0.1%
10,978
-4,012
-27% -$395K
9 10
11
12 13

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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.