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
LLY icon
26
Eli Lilly
LLY
$1.02T
$3.4M 0.37%
23,001
+12,836
+126% +$1.99M
COST icon
27
Costco
COST
$422B
$3.38M 0.37%
9,534
-10,804
-53% -$3.63M
MMM icon
28
3M
MMM
$90.9B
$3.32M 0.36%
24,813
+20,414
+464% +$2.75M
HSY icon
29
Hershey
HSY
$35.2B
$3.29M 0.36%
22,926
+16,706
+269% +$2.37M
LKQ icon
30
LKQ Corp
LKQ
$5.68B
$3.27M 0.36%
118,054
+56,425
+92% +$1.66M
KR icon
31
Kroger
KR
$35.4B
$3.24M 0.35%
95,480
+84,731
+788% +$2.93M
ELV icon
32
Elevance Health
ELV
$81.5B
$3.18M 0.35%
11,828
+2,230
+23% +$600K
USB icon
33
US Bancorp
USB
$98.2B
$3.14M 0.34%
87,490
+70,532
+416% +$2.58M
BMY icon
34
Bristol-Myers Squibb
BMY
$133B
$3.07M 0.33%
50,974
+29,707
+140% +$1.79M
TD icon
35
Toronto Dominion Bank
TD
$198B
$3.06M 0.33%
66,173
+25,529
+63% +$1.19M
VRSN icon
36
VeriSign
VRSN
$26.2B
$3.03M 0.33%
14,785
+4,525
+44% +$935K
NFLX icon
37
Netflix
NFLX
$299B
$3.02M 0.33%
60,340
+15,530
+35% +$773K
STT icon
38
State Street
STT
$50.6B
$2.99M 0.33%
50,446
+35,970
+248% +$2.34M
LULU icon
39
lululemon athletica
LULU
$13.5B
$2.99M 0.32%
9,065
+8,246
+1,007% +$2.75M
ODFL icon
40
Old Dominion Freight Line
ODFL
$44.1B
$2.97M 0.32%
32,838
+26,198
+395% +$2.46M
CLX icon
41
Clorox
CLX
$11.6B
$2.91M 0.32%
+13,830
New +$3.08M
MAS icon
42
Masco
MAS
$14.1B
$2.9M 0.32%
52,652
+41,606
+377% +$2.33M
ADI icon
43
Analog Devices
ADI
$179B
$2.89M 0.31%
24,784
+15,607
+170% +$1.83M
EOG icon
44
EOG Resources
EOG
$79.2B
$2.88M 0.31%
80,212
+64,085
+397% +$2.88M
SHOP icon
45
Shopify
SHOP
$152B
$2.87M 0.31%
+28,080
New +$2.79M
MET icon
46
MetLife
MET
$61.9B
$2.86M 0.31%
76,943
-4,948
-6% -$188K
YUM icon
47
Yum! Brands
YUM
$41.8B
$2.84M 0.31%
31,105
+18,988
+157% +$1.75M
ITW icon
48
Illinois Tool Works
ITW
$82.6B
$2.82M 0.31%
14,583
+184
+1% +$35K
KDP icon
49
Keurig Dr Pepper
KDP
$42.3B
$2.8M 0.3%
101,295
+85,032
+523% +$2.49M
UNH icon
50
UnitedHealth
UNH
$376B
$2.79M 0.3%
8,955
+7,880
+733% +$2.42M
1
2
3 4 5

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.