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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
POWI icon
551
Power Integrations
POWI
$3.57B
$531K 0.06%
9,576
+4,998
+109% +$288K
NWS icon
552
News Corp Class B
NWS
$17.6B
$530K 0.06%
37,903
-5,997
-14% -$83.7K
ARVN icon
553
Arvinas
ARVN
$570M
$529K 0.06%
+22,402
New +$649K
WOR icon
554
Worthington Enterprises
WOR
$2.85B
$529K 0.06%
21,052
+10,765
+105% +$262K
BLUE
555
DELISTED
bluebird bio
BLUE
$528K 0.06%
755
+469
+164% +$366K
TRMB icon
556
Trimble
TRMB
$13.7B
$527K 0.06%
+10,820
New +$517K
DELL icon
557
Dell
DELL
$287B
$526K 0.06%
15,330
+1,184
+8% +$36.9K
AXS icon
558
AXIS Capital
AXS
$7.56B
$524K 0.06%
+11,895
New +$518K
BF.B icon
559
Brown-Forman Class B
BF.B
$13B
$524K 0.06%
6,951
-10,678
-61% -$764K
WDC icon
560
Western Digital
WDC
$150B
$524K 0.06%
18,952
-4,652
-20% -$138K
CSII
561
DELISTED
Cardiovascular Systems, Inc.
CSII
$524K 0.06%
+13,320
New +$430K
LPX icon
562
Louisiana-Pacific
LPX
$5.42B
$522K 0.06%
17,688
+4,659
+36% +$143K
IART icon
563
Integra LifeSciences
IART
$1.33B
$520K 0.06%
11,007
+4,936
+81% +$235K
MEOH icon
564
Methanex
MEOH
$4.14B
$520K 0.06%
+21,316
New +$453K
MRVL icon
565
Marvell Technology
MRVL
$196B
$520K 0.06%
13,100
-6,156
-32% -$226K
FDS icon
566
Factset
FDS
$10B
$519K 0.06%
1,551
-195
-11% -$67.4K
MHK icon
567
Mohawk Industries
MHK
$9.14B
$518K 0.06%
+5,310
New +$477K
AVGO icon
568
Broadcom
AVGO
$2.02T
$515K 0.06%
14,130
-1,380
-9% -$46.2K
JBTM
569
JBT Marel
JBTM
$6.47B
$515K 0.06%
+5,609
New +$537K
CTXS
570
DELISTED
Citrix Systems Inc
CTXS
$515K 0.06%
3,739
+524
+16% +$74.9K
CARG icon
571
CarGurus
CARG
$3.58B
$513K 0.06%
+23,700
New +$607K
LGND icon
572
Ligand Pharmaceuticals
LGND
$5.84B
$511K 0.06%
+8,597
New +$587K
AXNX
573
DELISTED
Axonics, Inc. Common Stock
AXNX
$510K 0.06%
+10,000
New +$417K
PACW
574
DELISTED
PacWest Bancorp
PACW
$510K 0.06%
29,846
+18,778
+170% +$348K
NCLH icon
575
Norwegian Cruise Line
NCLH
$8.82B
$509K 0.06%
+29,758
New +$471K
21 22
23
24 25

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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.