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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
ELS icon
176
Equity Lifestyle Properties
ELS
$12.6B
$1.31M 0.14%
21,309
+7,028
+49% +$455K
VFC icon
177
VF Corp
VFC
$5.99B
$1.3M 0.14%
18,573
-7,207
-28% -$466K
ROK icon
178
Rockwell Automation
ROK
$49.5B
$1.3M 0.14%
5,904
+3,851
+188% +$860K
EFX icon
179
Equifax
EFX
$20.8B
$1.3M 0.14%
8,292
+6,892
+492% +$1.13M
RY icon
180
Royal Bank of Canada
RY
$290B
$1.3M 0.14%
+18,483
New +$1.33M
SPLK
181
DELISTED
Splunk Inc
SPLK
$1.29M 0.14%
+6,881
New +$1.37M
CHTR icon
182
Charter Communications
CHTR
$18.3B
$1.29M 0.14%
2,067
-5,412
-72% -$3.19M
COLD icon
183
Americold
COLD
$4.04B
$1.29M 0.14%
+36,004
New +$1.36M
APH icon
184
Amphenol
APH
$211B
$1.28M 0.14%
47,428
-7,624
-14% -$201K
PANW icon
185
Palo Alto Networks
PANW
$299B
$1.28M 0.14%
31,458
+14,970
+91% +$623K
SJR
186
DELISTED
Shaw Communications Inc.
SJR
$1.28M 0.14%
70,006
+19,459
+38% +$355K
FSS icon
187
Federal Signal
FSS
$8.09B
$1.27M 0.14%
+43,600
New +$1.35M
WDAY icon
188
Workday
WDAY
$42.3B
$1.27M 0.14%
5,905
+4,180
+242% +$827K
FANG icon
189
Diamondback Energy
FANG
$54B
$1.27M 0.14%
42,047
+35,549
+547% +$1.35M
VGR
190
DELISTED
Vector Group Ltd.
VGR
$1.25M 0.14%
+181,906
New +$1.24M
SBAC icon
191
SBA Communications
SBAC
$19.9B
$1.25M 0.14%
3,921
-1,124
-22% -$344K
SHW icon
192
Sherwin-Williams
SHW
$87.8B
$1.25M 0.14%
5,379
-2,601
-33% -$568K
NKE icon
193
Nike
NKE
$61.6B
$1.25M 0.14%
9,943
+5,893
+146% +$633K
SGMO
194
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.24M 0.14%
131,584
+100,584
+324% +$1.09M
OHI icon
195
Omega Healthcare
OHI
$14.6B
$1.23M 0.13%
41,059
+18,428
+81% +$575K
AME icon
196
Ametek
AME
$58.2B
$1.23M 0.13%
12,353
+1,667
+16% +$161K
BMRN icon
197
BioMarin Pharmaceuticals
BMRN
$11.7B
$1.22M 0.13%
16,087
+14,085
+704% +$1.43M
CDNS icon
198
Cadence Design Systems
CDNS
$93.8B
$1.22M 0.13%
11,474
-5,057
-31% -$532K
ESI icon
199
Element Solutions
ESI
$9.48B
$1.22M 0.13%
116,352
+75,626
+186% +$829K
ULTA icon
200
Ulta Beauty
ULTA
$23.4B
$1.22M 0.13%
5,460
-2,123
-28% -$457K
6 7
8
9 10

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SCA
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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.