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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
LAD icon
301
Lithia Motors
LAD
$8.26B
$891K 0.1%
3,908
+2,434
+165% +$547K
GIL icon
302
Gildan
GIL
$10.8B
$890K 0.1%
45,225
+28,125
+164% +$520K
MGA icon
303
Magna International
MGA
$18.1B
$889K 0.1%
+19,442
New +$935K
HEI icon
304
HEICO Corp
HEI
$50.8B
$884K 0.1%
8,446
+4,584
+119% +$474K
PLD icon
305
Prologis
PLD
$130B
$884K 0.1%
8,785
+4,181
+91% +$419K
GPN icon
306
Global Payments
GPN
$24B
$881K 0.1%
4,961
-4,613
-48% -$798K
JKHY icon
307
Jack Henry & Associates
JKHY
$11.2B
$879K 0.1%
5,407
+3,402
+170% +$591K
AEM icon
308
Agnico Eagle Mines
AEM
$85B
$876K 0.1%
11,009
+6,306
+134% +$482K
EXC icon
309
Exelon
EXC
$46.7B
$875K 0.1%
34,311
-21,337
-38% -$566K
FISV
310
Fiserv Inc
FISV
$28.9B
$874K 0.1%
8,484
-26,200
-76% -$2.61M
NBIX icon
311
Neurocrine Biosciences
NBIX
$16.2B
$874K 0.1%
9,090
+7,205
+382% +$833K
W icon
312
Wayfair
W
$14.3B
$874K 0.1%
3,005
+1,752
+140% +$479K
MDLZ icon
313
Mondelez International
MDLZ
$80.1B
$870K 0.09%
15,143
+1,374
+10% +$76.5K
HI
314
DELISTED
Hillenbrand
HI
$867K 0.09%
30,582
+12,403
+68% +$367K
RJF icon
315
Raymond James Financial
RJF
$34.4B
$867K 0.09%
17,876
-2,836
-14% -$137K
EA icon
316
Electronic Arts
EA
$865K 0.09%
6,635
+4,856
+273% +$662K
LOW icon
317
Lowe's Companies
LOW
$122B
$864K 0.09%
+5,207
New +$802K
PPG icon
318
PPG Industries
PPG
$26B
$864K 0.09%
7,076
-50
-0.7% -$5.84K
MPT
319
Medical Properties Trust
MPT
$2.75B
$863K 0.09%
48,950
+23,910
+95% +$445K
CIEN icon
320
Ciena
CIEN
$57.2B
$862K 0.09%
21,727
+17,167
+376% +$903K
BAP icon
321
Credicorp
BAP
$31.2B
$856K 0.09%
6,906
-1,322
-16% -$170K
WMB icon
322
Williams Companies
WMB
$87.8B
$855K 0.09%
+43,520
New +$886K
AMD icon
323
Advanced Micro Devices
AMD
$798B
$853K 0.09%
10,400
-900
-8% -$66.8K
NXPI icon
324
NXP Semiconductors
NXPI
$58.4B
$853K 0.09%
6,834
-1,813
-21% -$221K
PNC icon
325
PNC Financial Services
PNC
$101B
$843K 0.09%
7,668
-15,231
-67% -$1.64M
11 12
13
14 15

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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.