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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
UNP icon
201
Union Pacific
UNP
$176B
$1.21M 0.13%
6,130
-9,524
-61% -$1.77M
TER icon
202
Teradyne
TER
$63.1B
$1.19M 0.13%
+14,956
New +$1.27M
BLK icon
203
Blackrock
BLK
$175B
$1.18M 0.13%
+2,098
New +$1.2M
PARA
204
DELISTED
Paramount Global Class B
PARA
$1.18M 0.13%
42,109
+26,055
+162% +$698K
JEF icon
205
Jefferies Financial Group
JEF
$12.9B
$1.18M 0.13%
68,471
+49,399
+259% +$808K
CNC icon
206
Centene
CNC
$31.7B
$1.18M 0.13%
20,167
-329
-2% -$20.4K
HOG icon
207
Harley-Davidson
HOG
$2.79B
$1.17M 0.13%
+47,696
New +$1.28M
CB icon
208
Chubb
CB
$134B
$1.15M 0.13%
+9,909
New +$1.24M
CCI icon
209
Crown Castle
CCI
$33.9B
$1.15M 0.12%
6,901
+44
+0.6% +$7.26K
EW icon
210
Edwards Lifesciences
EW
$51.6B
$1.15M 0.12%
14,398
-25,195
-64% -$1.97M
HAS icon
211
Hasbro
HAS
$12.9B
$1.15M 0.12%
+13,889
New +$1.08M
XYL icon
212
Xylem
XYL
$28.5B
$1.15M 0.12%
13,643
-807
-6% -$62.8K
LUV icon
213
Southwest Airlines
LUV
$23.8B
$1.15M 0.12%
30,577
+18,015
+143% +$640K
ECL icon
214
Ecolab
ECL
$79.7B
$1.15M 0.12%
5,730
+925
+19% +$185K
VMW
215
DELISTED
VMware, Inc
VMW
$1.14M 0.12%
7,933
+3,645
+85% +$518K
IBM icon
216
IBM
IBM
$222B
$1.14M 0.12%
9,790
-4,741
-33% -$558K
ADBE icon
217
Adobe
ADBE
$102B
$1.14M 0.12%
2,321
+525
+29% +$244K
KLAC icon
218
KLA
KLAC
$255B
$1.13M 0.12%
58,500
+17,340
+42% +$343K
LHCG
219
DELISTED
LHC Group LLC
LHCG
$1.13M 0.12%
+5,322
New +$1.05M
AMCX icon
220
AMC Global Media
AMCX
$500M
$1.13M 0.12%
+45,731
New +$1.1M
FOXF icon
221
Fox Factory Holding Corp
FOXF
$830M
$1.13M 0.12%
+15,200
New +$1.37M
HELE icon
222
Helen of Troy
HELE
$658M
$1.13M 0.12%
5,826
+3,811
+189% +$757K
MCHP icon
223
Microchip Technology
MCHP
$43.8B
$1.12M 0.12%
21,764
-480
-2% -$25K
ETSY icon
224
Etsy
ETSY
$8.2B
$1.12M 0.12%
+9,186
New +$1.08M
MLKN icon
225
MillerKnoll
MLKN
$1.66B
$1.11M 0.12%
36,655
+18,102
+98% +$448K
7 8
9
10 11

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SCA
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WFA
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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.