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
MKTX icon
276
MarketAxess Holdings
MKTX
$5.72B
$942K 0.1%
1,957
-446
-19% -$220K
BCPC
277
Balchem Corp
BCPC
$5.75B
$942K 0.1%
9,653
+6,853
+245% +$672K
VEEV icon
278
Veeva Systems
VEEV
$35.4B
$941K 0.1%
3,345
+1,469
+78% +$387K
ECOL
279
DELISTED
US Ecology, Inc.
ECOL
$932K 0.1%
28,536
+12,936
+83% +$453K
FNF icon
280
Fidelity National Financial
FNF
$14.1B
$931K 0.1%
30,937
+2,158
+7% +$67.6K
BRO icon
281
Brown & Brown
BRO
$23.8B
$925K 0.1%
20,426
+9,051
+80% +$404K
WEC icon
282
WEC Energy
WEC
$35.2B
$922K 0.1%
9,518
-2,947
-24% -$275K
AEIS icon
283
Advanced Energy
AEIS
$13B
$919K 0.1%
14,597
+6,900
+90% +$482K
AVB icon
284
AvalonBay Communities
AVB
$26.6B
$918K 0.1%
6,147
-2,440
-28% -$373K
HRC
285
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$918K 0.1%
10,998
+7,765
+240% +$760K
MSCI icon
286
MSCI
MSCI
$41.2B
$916K 0.1%
2,567
+354
+16% +$129K
BERY
287
DELISTED
Berry Global Group, Inc.
BERY
$915K 0.1%
20,614
+10,052
+95% +$461K
NLSN
288
DELISTED
Nielsen Holdings plc
NLSN
$914K 0.1%
64,427
+37,022
+135% +$555K
AIG icon
289
American International
AIG
$42.4B
$913K 0.1%
33,154
+3,877
+13% +$116K
QTWO icon
290
Q2 Holdings
QTWO
$3.95B
$909K 0.1%
+9,960
New +$929K
IDCC icon
291
InterDigital
IDCC
$8.47B
$906K 0.1%
15,881
+8,425
+113% +$506K
AXON
292
Axon Enterprise
AXON
$42.1B
$904K 0.1%
9,966
+6,973
+233% +$607K
CSGP icon
293
CoStar Group
CSGP
$12B
$904K 0.1%
+10,650
New +$849K
ONTO icon
294
Onto Innovation
ONTO
$13.4B
$902K 0.1%
30,300
+18,100
+148% +$600K
SMPL icon
295
Simply Good Foods
SMPL
$988M
$902K 0.1%
+40,912
New +$951K
NTLA icon
296
Intellia Therapeutics
NTLA
$1.57B
$901K 0.1%
+45,300
New +$945K
STZ icon
297
Constellation Brands
STZ
$22.6B
$900K 0.1%
4,750
+892
+23% +$163K
MRCY icon
298
Mercury Systems
MRCY
$6.53B
$899K 0.1%
+11,600
New +$880K
ABG icon
299
Asbury Automotive
ABG
$3.88B
$897K 0.1%
+9,208
New +$930K
GMED icon
300
Globus Medical
GMED
$11B
$896K 0.1%
18,085
-453
-2% -$23.4K
10 11
12
13 14

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.