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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
CMG icon
351
Chipotle Mexican Grill
CMG
$41.8B
$797K 0.09%
32,050
-3,600
-10% -$86.8K
WCN
352
Waste Connections
WCN
$42.2B
$794K 0.09%
7,654
+4,284
+127% +$428K
EG icon
353
Everest Group
EG
$14.1B
$792K 0.09%
4,009
+295
+8% +$63.2K
CCOI icon
354
Cogent Communications
CCOI
$546M
$791K 0.09%
13,179
+5,767
+78% +$421K
DMC
355
Del Monte Corp
DMC
$1.44B
$791K 0.09%
+34,510
New +$810K
GPC icon
356
Genuine Parts
GPC
$18.4B
$790K 0.09%
8,297
+2,327
+39% +$217K
DGX icon
357
Quest Diagnostics
DGX
$26.2B
$787K 0.09%
6,877
-335
-5% -$39.6K
CNP icon
358
CenterPoint Energy
CNP
$26.6B
$785K 0.09%
40,577
+14,938
+58% +$293K
NI icon
359
NiSource
NI
$20.4B
$783K 0.09%
35,610
+21,038
+144% +$488K
PRGS icon
360
Progress Software
PRGS
$1.75B
$782K 0.09%
21,321
-18,606
-47% -$677K
VVV icon
361
Valvoline
VVV
$4.53B
$776K 0.08%
+40,772
New +$842K
TNET icon
362
TriNet
TNET
$3.05B
$775K 0.08%
+13,068
New +$839K
EME icon
363
Emcor
EME
$36.4B
$774K 0.08%
11,432
+6,005
+111% +$417K
PRU icon
364
Prudential Financial
PRU
$41.7B
$774K 0.08%
12,188
-26,916
-69% -$1.77M
TNDM icon
365
Tandem Diabetes Care
TNDM
$1.31B
$774K 0.08%
+6,818
New +$716K
SHOO icon
366
Steven Madden
SHOO
$3.53B
$772K 0.08%
39,605
+30,837
+352% +$663K
VMC icon
367
Vulcan Materials
VMC
$36.8B
$772K 0.08%
5,695
+1,320
+30% +$166K
SINA
368
DELISTED
Sina Corp
SINA
$767K 0.08%
18,002
+6,082
+51% +$244K
UPS icon
369
United Parcel Service
UPS
$88.1B
$766K 0.08%
+4,600
New +$670K
COR
370
DELISTED
Coresite Realty Corporation
COR
$763K 0.08%
6,417
+1,244
+24% +$152K
CVNA icon
371
Carvana
CVNA
$78B
$758K 0.08%
+17,000
New +$603K
IR icon
372
Ingersoll Rand
IR
$34.3B
$758K 0.08%
21,300
-1,000
-4% -$33.5K
YETI icon
373
Yeti Holdings
YETI
$3.91B
$757K 0.08%
16,700
+11,400
+215% +$540K
DEI icon
374
Douglas Emmett
DEI
$1.92B
$752K 0.08%
29,951
+15,792
+112% +$445K
MYOK
375
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$750K 0.08%
+5,500
New +$585K
13 14
15
16 17

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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.