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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
ACAD icon
1076
Acadia Pharmaceuticals
ACAD
$4.9B
– –
-6,233
Closed -$302K
ADUS icon
1077
Addus HomeCare
ADUS
$2.22B
– –
-2,600
Closed -$241K
ALNY icon
1078
Alnylam Pharmaceuticals
ALNY
$28.9B
– –
-1,421
Closed -$210K
AMN icon
1079
AMN Healthcare
AMN
$1.19B
– –
-8,350
Closed -$378K
APTV icon
1080
Aptiv
APTV
$9.61B
– –
-11,746
Closed -$915K
ARR
1081
Armour Residential REIT
ARR
$2.34B
– –
-3,437
Closed -$161K
ATRA icon
1082
Atara Biotherapeutics
ATRA
$74.3M
– –
-520
Closed -$189K
AX icon
1083
Axos Financial
AX
$5.78B
– –
-13,156
Closed -$290K
BALL icon
1084
Ball Corp
BALL
$16.7B
– –
-3,775
Closed -$262K
BBWI icon
1085
Bath & Body Works
BBWI
$4.06B
– –
-17,376
Closed -$210K
BFAM icon
1086
Bright Horizons
BFAM
$3.89B
– –
-1,717
Closed -$201K
BHC icon
1087
Bausch Health
BHC
$2.21B
– –
-52,949
Closed -$968K
BHF icon
1088
Brighthouse Financial
BHF
$3.57B
– –
-13,300
Closed -$370K
BIIB icon
1089
Biogen
BIIB
$30.5B
– –
-8,651
Closed -$2.31M
BIO icon
1090
Bio-Rad Laboratories Class A
BIO
$9.16B
– –
-574
Closed -$259K
BJ icon
1091
BJs Wholesale Club
BJ
$12.4B
– –
-5,800
Closed -$216K
BLD
1092
DELISTED
TopBuild
BLD
– –
-2,900
Closed -$330K
CALM icon
1093
Cal-Maine
CALM
$3.98B
– –
-9,210
Closed -$410K
CASH icon
1094
Pathward Financial
CASH
$1.86B
– –
-31,450
Closed -$571K
CBRE icon
1095
CBRE Group
CBRE
$42.7B
– –
-15,292
Closed -$692K
CCJ icon
1096
Cameco
CCJ
$40.8B
– –
-19,200
Closed -$197K
CCK icon
1097
Crown Holdings
CCK
$13.2B
– –
-11,065
Closed -$721K
CLVT icon
1098
Clarivate
CLVT
$1.18B
– –
-13,700
Closed -$306K
CNI icon
1099
Canadian National Railway
CNI
$76.5B
– –
-3,905
Closed -$346K
CNMD icon
1100
CONMED
CNMD
$1.49B
– –
-3,643
Closed -$262K
42 43
44
45 46

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SCA
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WFA
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CA
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RIG
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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.