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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
KTOS icon
501
Kratos Defense & Security Solutions
KTOS
$10.8B
$586K 0.06%
+30,400
New +$562K
VCEL icon
502
Vericel Corp
VCEL
$2.31B
$584K 0.06%
31,500
+18,600
+144% +$308K
BC icon
503
Brunswick
BC
$5.26B
$582K 0.06%
+9,871
New +$630K
CE icon
504
Celanese
CE
$4.82B
$581K 0.06%
5,403
-7,116
-57% -$710K
IONS icon
505
Ionis Pharmaceuticals
IONS
$9.04B
$581K 0.06%
12,245
+3,726
+44% +$207K
FIVE icon
506
Five Below
FIVE
$13B
$579K 0.06%
4,560
+1,583
+53% +$180K
MANT
507
DELISTED
Mantech International Corp
MANT
$579K 0.06%
+8,400
New +$593K
SNA icon
508
Snap-on
SNA
$21.3B
$578K 0.06%
3,927
-1,303
-25% -$189K
PRI icon
509
Primerica
PRI
$10.1B
$577K 0.06%
5,098
+2,276
+81% +$277K
CP icon
510
Canadian Pacific Kansas City
CP
$79.4B
$576K 0.06%
9,465
-1,250
-12% -$71.3K
HEI.A icon
511
HEICO Corp Class A
HEI.A
$37B
$576K 0.06%
6,500
+2,700
+71% +$228K
ETR icon
512
Entergy
ETR
$49.3B
$575K 0.06%
11,672
-8,698
-43% -$431K
SNAP icon
513
Snap
SNAP
$8.86B
$575K 0.06%
+22,015
New +$512K
STNE icon
514
StoneCo
STNE
$2.69B
$575K 0.06%
+10,877
New +$520K
URI icon
515
United Rentals
URI
$72.7B
$575K 0.06%
3,294
+1,936
+143% +$325K
NVRO
516
DELISTED
NEVRO CORP.
NVRO
$575K 0.06%
4,128
+645
+19% +$86.2K
TMX
517
DELISTED
Terminix Global Holdings, Inc.
TMX
$575K 0.06%
+14,422
New +$569K
NVT icon
518
nVent Electric
NVT
$27B
$574K 0.06%
32,431
+9,300
+40% +$174K
CACC icon
519
Credit Acceptance
CACC
$6.07B
$573K 0.06%
+1,693
New +$712K
IQV icon
520
IQVIA
IQV
$38.1B
$573K 0.06%
3,633
-7,171
-66% -$1.12M
VRT icon
521
Vertiv
VRT
$108B
$572K 0.06%
+33,000
New +$517K
BHVN
522
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$572K 0.06%
8,800
+5,300
+151% +$347K
MKC icon
523
McCormick & Company Non-Voting
MKC
$14B
$571K 0.06%
5,888
+2,502
+74% +$245K
PWR icon
524
Quanta Services
PWR
$102B
$563K 0.06%
10,653
-1,631
-13% -$75.9K
ALB icon
525
Albemarle
ALB
$15.4B
$562K 0.06%
+6,300
New +$558K
19 20
21
22 23

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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.