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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
QLYS icon
926
Qualys
QLYS
$6.33B
$265K 0.03%
2,705
-3,657
-57% -$391K
PPLI
927
People Inc
PPLI
$3.23B
$264K 0.03%
+4,031
New +$276K
MORN icon
928
Morningstar
MORN
$7.55B
$264K 0.03%
1,644
-1,256
-43% -$198K
STE icon
929
Steris
STE
$22.8B
$264K 0.03%
1,500
-631
-30% -$101K
TKR icon
930
Timken Company
TKR
$8.99B
$264K 0.03%
4,869
-3,322
-41% -$171K
HPP
931
Hudson Pacific Properties
HPP
$814M
$263K 0.03%
1,715
+307
+22% +$50.6K
RBA icon
932
RB Global
RBA
$17.5B
$263K 0.03%
4,441
-3,662
-45% -$193K
CATY icon
933
Cathay General Bancorp
CATY
$4.25B
$261K 0.03%
+12,034
New +$294K
ELME
934
Elme Communities
ELME
$145M
$261K 0.03%
+12,974
New +$283K
USNA icon
935
Usana Health Sciences
USNA
$275M
$261K 0.03%
+3,537
New +$284K
DOW icon
936
Dow Inc
DOW
$21.4B
$260K 0.03%
+5,517
New +$248K
OUT icon
937
Outfront Media
OUT
$5.5B
$260K 0.03%
+18,146
New +$271K
EPAM icon
938
EPAM Systems
EPAM
$5.06B
$259K 0.03%
+800
New +$239K
MPWR icon
939
Monolithic Power Systems
MPWR
$68.3B
$259K 0.03%
+928
New +$241K
P
940
Everpure Inc
P
$29.3B
$259K 0.03%
16,815
-12,485
-43% -$204K
TRNO icon
941
Terreno Realty
TRNO
$7.46B
$259K 0.03%
+4,733
New +$269K
IFF icon
942
International Flavors & Fragrances
IFF
$21.7B
$258K 0.03%
2,109
-2,444
-54% -$304K
AAL icon
943
American Airlines Group
AAL
$10.5B
$257K 0.03%
20,898
+10,121
+94% +$127K
GH icon
944
Guardant Health
GH
$22.4B
$257K 0.03%
2,300
-2,100
-48% -$192K
AWK icon
945
American Water Works
AWK
$27B
$256K 0.03%
1,768
+37
+2% +$5.24K
NVCR icon
946
NovoCure
NVCR
$1.85B
$256K 0.03%
2,300
-3,000
-57% -$240K
BKE icon
947
Buckle
BKE
$2.35B
$255K 0.03%
12,500
+2,447
+24% +$44.3K
MDB icon
948
MongoDB
MDB
$31.7B
$255K 0.03%
1,100
-200
-15% -$43.4K
TECH icon
949
Bio-Techne
TECH
$11.3B
$255K 0.03%
4,124
-128
-3% -$8.33K
UTHR icon
950
United Therapeutics
UTHR
$22.6B
$255K 0.03%
2,529
-3,101
-55% -$340K
36 37
38
39 40

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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.