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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
KSU
1226
DELISTED
Kansas City Southern
KSU
– –
-4,844
Closed -$723K
XLRN
1227
DELISTED
Acceleron Pharma
XLRN
– –
-2,594
Closed -$247K
MXIM
1228
DELISTED
Maxim Integrated Products
MXIM
– –
-11,123
Closed -$674K
SWI
1229
DELISTED
SolarWinds Corporation Common Stock
SWI
– –
-30,431
Closed -$567K
MSGN
1230
DELISTED
MSG Networks Inc.
MSGN
– –
-74,052
Closed -$737K
PRAH
1231
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-3,590
Closed -$349K
WDR
1232
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-25,321
Closed -$393K
VAR
1233
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-3,087
Closed -$378K
CXO
1234
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-31,250
Closed -$1.61M
HDS
1235
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-26,082
Closed -$904K
MNTA
1236
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-14,591
Closed -$485K
CCMP
1237
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-1,444
Closed -$201K
CBPO
1238
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-5,400
Closed -$552K
46 47 48 49
50

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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.