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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
XLNX
76
DELISTED
Xilinx Inc
XLNX
$2.19M 0.24%
21,011
+12,048
+134% +$1.24M
SCI icon
77
Service Corp International
SCI
$11.7B
$2.19M 0.24%
51,817
+39,899
+335% +$1.7M
TRP icon
78
TC Energy
TRP
$68.1B
$2.16M 0.24%
51,441
-18,906
-27% -$865K
MU icon
79
Micron Technology
MU
$1.01T
$2.15M 0.23%
45,744
+27,918
+157% +$1.35M
DLTR icon
80
Dollar Tree
DLTR
$25.1B
$2.13M 0.23%
23,346
+13,201
+130% +$1.24M
ORLY icon
81
O'Reilly Automotive
ORLY
$74.9B
$2.12M 0.23%
68,835
+12,960
+23% +$394K
CAH icon
82
Cardinal Health
CAH
$54.7B
$2.11M 0.23%
45,036
+11,199
+33% +$575K
SLB icon
83
SLB Ltd
SLB
$75.4B
$2.11M 0.23%
+135,574
New +$2.52M
IDXX icon
84
Idexx Laboratories
IDXX
$46.4B
$2.1M 0.23%
5,344
+3,011
+129% +$1.11M
GRMN
85
Garmin
GRMN
$59.3B
$2.07M 0.23%
21,817
+17,740
+435% +$1.77M
CDW icon
86
CDW
CDW
$19.7B
$2.06M 0.22%
17,189
-812
-5% -$92.9K
C icon
87
Citigroup
C
$230B
$2.04M 0.22%
47,444
+42,551
+870% +$2.12M
TSN icon
88
Tyson Foods
TSN
$20.7B
$2.04M 0.22%
34,252
+15,218
+80% +$938K
V icon
89
Visa
V
$690B
$2.03M 0.22%
10,138
+5,465
+117% +$1.09M
ISRG icon
90
Intuitive Surgical
ISRG
$130B
$2M 0.22%
8,451
+6,936
+458% +$1.56M
FNV icon
91
Franco-Nevada
FNV
$42.2B
$1.99M 0.22%
14,272
+10,822
+314% +$1.61M
MRSH
92
Marsh
MRSH
$91.4B
$1.98M 0.22%
17,279
+13,652
+376% +$1.56M
DPZ icon
93
Domino's
DPZ
$12.2B
$1.98M 0.22%
4,658
+1,820
+64% +$725K
SBUX icon
94
Starbucks
SBUX
$120B
$1.98M 0.22%
23,048
+1,559
+7% +$124K
CPRT icon
95
Copart
CPRT
$27.2B
$1.97M 0.21%
75,028
-12,456
-14% -$302K
VIRT icon
96
Virtu Financial
VIRT
$5.03B
$1.95M 0.21%
84,867
+65,767
+344% +$1.65M
TFC icon
97
Truist Financial
TFC
$64.3B
$1.92M 0.21%
50,578
+22,522
+80% +$849K
ICE icon
98
Intercontinental Exchange
ICE
$83.8B
$1.92M 0.21%
19,177
+5,043
+36% +$497K
CSX icon
99
CSX Corp
CSX
$94.5B
$1.91M 0.21%
73,905
+23,973
+48% +$591K
RCI icon
100
Rogers Communications
RCI
$18.3B
$1.91M 0.21%
48,181
+20,942
+77% +$860K
2 3
4
5 6

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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.