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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
JNPR
101
DELISTED
Juniper Networks
JNPR
$1.91M 0.21%
88,760
+17,788
+25% +$422K
ACGL icon
102
Arch Capital
ACGL
$33.9B
$1.9M 0.21%
64,936
+32,832
+102% +$1M
MRK icon
103
Merck
MRK
$313B
$1.89M 0.2%
23,812
-7,265
-23% -$569K
ROP icon
104
Roper Technologies
ROP
$38.6B
$1.87M 0.2%
4,729
+3,747
+382% +$1.56M
ILMN icon
105
Illumina
ILMN
$30B
$1.86M 0.2%
6,180
+4,728
+326% +$1.63M
TSCO icon
106
Tractor Supply
TSCO
$17B
$1.85M 0.2%
64,590
+50,135
+347% +$1.44M
UDR icon
107
UDR
UDR
$12.3B
$1.85M 0.2%
56,793
+48,793
+610% +$1.71M
NNN icon
108
NNN REIT
NNN
$8.87B
$1.82M 0.2%
52,883
+35,806
+210% +$1.28M
MNST icon
109
Monster Beverage
MNST
$91.1B
$1.81M 0.2%
45,156
+23,742
+111% +$938K
SPGI icon
110
S&P Global
SPGI
$123B
$1.81M 0.2%
5,012
+3,212
+178% +$1.13M
RSG icon
111
Republic Services
RSG
$63.8B
$1.8M 0.2%
19,326
+4,478
+30% +$401K
OKE icon
112
Oneok
OKE
$53.4B
$1.79M 0.19%
69,013
+10,566
+18% +$294K
HIG icon
113
Hartford Financial Services
HIG
$38.7B
$1.77M 0.19%
48,107
+8,271
+21% +$330K
FFIV icon
114
F5
FFIV
$23.5B
$1.76M 0.19%
14,308
+6,949
+94% +$935K
SLF icon
115
Sun Life Financial
SLF
$45.5B
$1.75M 0.19%
43,084
+24,463
+131% +$989K
PFPT
116
DELISTED
Proofpoint, Inc.
PFPT
$1.75M 0.19%
16,603
+8,114
+96% +$904K
PRGO icon
117
Perrigo
PRGO
$1.45B
$1.73M 0.19%
+37,694
New +$1.97M
NSIT icon
118
Insight Enterprises
NSIT
$4.06B
$1.72M 0.19%
30,395
+22,748
+297% +$1.22M
CRM icon
119
Salesforce
CRM
$153B
$1.72M 0.19%
+6,840
New +$1.5M
PEP icon
120
PepsiCo
PEP
$188B
$1.71M 0.19%
+12,313
New +$1.67M
ATVI
121
DELISTED
Activision Blizzard
ATVI
$1.71M 0.19%
21,092
+13,436
+175% +$1.09M
VZ icon
122
Verizon
VZ
$194B
$1.68M 0.18%
28,177
+7,269
+35% +$422K
ROST icon
123
Ross Stores
ROST
$80.9B
$1.66M 0.18%
17,789
-50,070
-74% -$4.49M
TU icon
124
Telus
TU
$14.7B
$1.66M 0.18%
94,164
+59,878
+175% +$1.06M
AFL icon
125
Aflac
AFL
$63.7B
$1.65M 0.18%
45,307
+5,317
+13% +$194K
3 4
5
6 7

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SCA
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IC
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WFA
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CA
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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.