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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
KRNT icon
751
Kornit Digital
KRNT
$791M
$373K 0.04%
+5,744
New +$329K
MNDT
752
DELISTED
Mandiant, Inc. Common Stock
MNDT
$373K 0.04%
30,196
+14,121
+88% +$193K
BRKR icon
753
Bruker
BRKR
$8.14B
$372K 0.04%
9,349
-14,809
-61% -$618K
SPG icon
754
Simon Property Group
SPG
$72.3B
$371K 0.04%
5,734
-7,754
-57% -$508K
UMBF icon
755
UMB Financial
UMBF
$11.1B
$371K 0.04%
7,561
+2,336
+45% +$118K
INSM icon
756
Insmed
INSM
$28.6B
$370K 0.04%
+11,500
New +$331K
JCI icon
757
Johnson Controls International
JCI
$92.2B
$369K 0.04%
9,035
-7,482
-45% -$293K
PAAS icon
758
Pan American Silver
PAAS
$21.6B
$369K 0.04%
+11,484
New +$395K
ASB icon
759
Associated Banc-Corp
ASB
$5.91B
$368K 0.04%
29,195
+2,065
+8% +$27.3K
MCO icon
760
Moody's
MCO
$82.7B
$368K 0.04%
1,269
+286
+29% +$81.6K
SLAB icon
761
Silicon Laboratories
SLAB
$7.23B
$368K 0.04%
3,764
+1,254
+50% +$126K
SLGN icon
762
Silgan Holdings
SLGN
$4.41B
$368K 0.04%
9,997
+3,419
+52% +$125K
SWX icon
763
Southwest Gas
SWX
$6.67B
$368K 0.04%
5,825
+2,300
+65% +$154K
AER icon
764
AerCap
AER
$23.8B
$367K 0.04%
14,553
+3,773
+35% +$109K
DLB icon
765
Dolby
DLB
$5.78B
$367K 0.04%
5,535
+2,151
+64% +$146K
UVV icon
766
Universal Corp
UVV
$1.27B
$367K 0.04%
8,775
-10,729
-55% -$459K
VLO icon
767
Valero Energy
VLO
$85.9B
$367K 0.04%
8,478
-4,485
-35% -$235K
DOCU
768
DocuSign
DOCU
$11.5B
$366K 0.04%
+1,700
New +$353K
LPSN icon
769
LivePerson
LPSN
$32.2M
$364K 0.04%
467
-31
-6% -$23.3K
AAON icon
770
Aaon
AAON
$7.77B
$362K 0.04%
+9,000
New +$345K
IOVA icon
771
Iovance Biotherapeutics
IOVA
$2.83B
$362K 0.04%
+11,000
New +$337K
AMGN icon
772
Amgen
AMGN
$222B
$361K 0.04%
1,421
+175
+14% +$43.4K
TDC icon
773
Teradata
TDC
$2.55B
$361K 0.04%
15,896
-5,808
-27% -$129K
DHR icon
774
Danaher
DHR
$144B
$359K 0.04%
1,882
-953
-34% -$170K
EVER icon
775
EverQuote
EVER
$905M
$359K 0.04%
+9,300
New +$419K
29 30
31
32 33

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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.