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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
PG icon
126
Procter & Gamble
PG
$345B
$1.64M 0.18%
11,769
+4,419
+60% +$587K
CORE
127
DELISTED
Core Mark Holding Co., Inc.
CORE
$1.64M 0.18%
56,559
+44,647
+375% +$1.3M
FTNT icon
128
Fortinet
FTNT
$123B
$1.62M 0.18%
68,755
-4,960
-7% -$128K
NVDA icon
129
NVIDIA
NVDA
$5.13T
$1.61M 0.18%
119,160
-98,280
-45% -$1.14M
FIS icon
130
Fidelity National Information Services
FIS
$22.9B
$1.61M 0.17%
10,933
-3,068
-22% -$443K
CL icon
131
Colgate-Palmolive
CL
$73.8B
$1.6M 0.17%
20,788
+6,352
+44% +$484K
QSR icon
132
Restaurant Brands International
QSR
$25.6B
$1.59M 0.17%
+27,736
New +$1.55M
DOX icon
133
Amdocs
DOX
$6.02B
$1.59M 0.17%
27,752
+13,129
+90% +$785K
A icon
134
Agilent Technologies
A
$39.3B
$1.57M 0.17%
15,592
+1,286
+9% +$124K
CF icon
135
CF Industries
CF
$18.1B
$1.56M 0.17%
50,975
+42,535
+504% +$1.36M
SEIC icon
136
SEI Investments
SEIC
$12.6B
$1.56M 0.17%
30,767
+4,603
+18% +$243K
DG icon
137
Dollar General
DG
$28.1B
$1.56M 0.17%
7,439
+2,252
+43% +$443K
VRSK icon
138
Verisk Analytics
VRSK
$25.1B
$1.55M 0.17%
8,373
+2,555
+44% +$468K
WY icon
139
Weyerhaeuser
WY
$18.6B
$1.55M 0.17%
+54,361
New +$1.49M
O icon
140
Realty Income
O
$58.7B
$1.53M 0.17%
+26,044
New +$1.54M
VICR icon
141
Vicor
VICR
$10.4B
$1.53M 0.17%
+19,667
New +$1.56M
INFO
142
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.53M 0.17%
+19,464
New +$1.55M
ADP icon
143
Automatic Data Processing
ADP
$108B
$1.52M 0.17%
10,931
+6,713
+159% +$941K
BRK.B icon
144
Berkshire Hathaway Class B
BRK.B
$1.12T
$1.51M 0.16%
7,103
+4,068
+134% +$832K
AXP icon
145
American Express
AXP
$234B
$1.51M 0.16%
15,045
+5,073
+51% +$499K
PFG icon
146
Principal Financial Group
PFG
$24.7B
$1.51M 0.16%
+37,439
New +$1.6M
RMD icon
147
ResMed
RMD
$32.4B
$1.51M 0.16%
8,797
+7,152
+435% +$1.32M
DXCM icon
148
DexCom
DXCM
$32.8B
$1.51M 0.16%
14,620
+1,184
+9% +$124K
CCEP icon
149
Coca-Cola Europacific Partners
CCEP
$46.9B
$1.5M 0.16%
+38,782
New +$1.59M
BR icon
150
Broadridge
BR
$19.5B
$1.5M 0.16%
11,353
+4,053
+56% +$542K
4 5
6
7 8

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SCA
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IC
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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.