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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
K
51
DELISTED
Kellanova
K
$2.79M 0.3%
46,008
+28,294
+160% +$1.79M
MAR icon
52
Marriott International
MAR
$91.5B
$2.77M 0.3%
29,954
+21,093
+238% +$1.99M
NEE icon
53
NextEra Energy
NEE
$181B
$2.68M 0.29%
38,608
+23,372
+153% +$1.61M
WELL icon
54
Welltower
WELL
$168B
$2.67M 0.29%
48,521
+32,860
+210% +$1.8M
AMT icon
55
American Tower
AMT
$80.6B
$2.65M 0.29%
10,969
+7,609
+226% +$1.93M
CI icon
56
Cigna
CI
$74.5B
$2.62M 0.28%
15,466
+11,472
+287% +$2.02M
FAST icon
57
Fastenal
FAST
$55.2B
$2.6M 0.28%
115,424
+45,952
+66% +$1.06M
BMO icon
58
Bank of Montreal
BMO
$126B
$2.58M 0.28%
44,158
-392
-0.9% -$22.7K
WM icon
59
Waste Management
WM
$90.5B
$2.48M 0.27%
21,898
+16,808
+330% +$1.86M
CAT icon
60
Caterpillar
CAT
$382B
$2.47M 0.27%
16,545
-829
-5% -$116K
GOOGL icon
61
Alphabet (Google) Class A
GOOGL
$4.57T
$2.44M 0.26%
33,240
+100
+0.3% +$7.62K
D icon
62
Dominion Energy
D
$60.5B
$2.38M 0.26%
30,212
+25,835
+590% +$2.03M
ACN icon
63
Accenture
ACN
$101B
$2.38M 0.26%
+10,549
New +$2.42M
SRE icon
64
Sempra
SRE
$57.3B
$2.38M 0.26%
40,162
+25,444
+173% +$1.57M
RHI icon
65
Robert Half
RHI
$3.96B
$2.37M 0.26%
44,762
+30,997
+225% +$1.65M
HSIC icon
66
Henry Schein
HSIC
$9.85B
$2.35M 0.26%
40,065
+28,340
+242% +$1.82M
BNY
67
Bank of New York Mellon
BNY
$106B
$2.33M 0.25%
67,919
+39,727
+141% +$1.45M
GM icon
68
General Motors
GM
$79.3B
$2.32M 0.25%
78,384
+32,154
+70% +$903K
CVS icon
69
CVS Health
CVS
$134B
$2.31M 0.25%
39,472
+35,753
+961% +$2.22M
LRCX icon
70
Lam Research
LRCX
$369B
$2.3M 0.25%
69,360
+51,020
+278% +$1.76M
JBHT icon
71
JB Hunt Transport Services
JBHT
$25.1B
$2.29M 0.25%
18,110
+15,768
+673% +$2.1M
MTB icon
72
M&T Bank
MTB
$36.2B
$2.29M 0.25%
24,827
+8,209
+49% +$839K
CME icon
73
CME Group
CME
$95.7B
$2.25M 0.24%
13,427
-14,163
-51% -$2.39M
BXP icon
74
Boston Properties
BXP
$11.2B
$2.22M 0.24%
27,667
+18,205
+192% +$1.59M
PM icon
75
Philip Morris
PM
$292B
$2.21M 0.24%
29,501
-26,743
-48% -$2.06M
1 2
3
4 5

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SCA
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IC
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WFA
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CA
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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.