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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
CSCO icon
1
Cisco
CSCO
$450B
$8.93M 0.97%
226,805
+212,160
+1,449% +$9.25M
HD icon
2
Home Depot
HD
$332B
$8.13M 0.88%
29,270
+20,045
+217% +$5.43M
HCA icon
3
HCA Healthcare
HCA
$84.8B
$7.23M 0.79%
57,976
+30,602
+112% +$3.79M
ABBV icon
4
AbbVie
ABBV
$458B
$7M 0.76%
79,963
+76,951
+2,555% +$7.24M
DIS icon
5
Walt Disney
DIS
$165B
$6.42M 0.7%
51,718
+43,432
+524% +$5.43M
BAC icon
6
Bank of America
BAC
$435B
$6.23M 0.68%
258,618
+191,267
+284% +$4.76M
MO icon
7
Altria Group
MO
$122B
$6.21M 0.67%
160,722
+132,041
+460% +$5.5M
T icon
8
AT&T
T
$165B
$5.87M 0.64%
272,539
+185,818
+214% +$4.15M
BAX icon
9
Baxter International
BAX
$11.6B
$5.54M 0.6%
68,892
+18,669
+37% +$1.57M
TROW icon
10
T. Rowe Price
TROW
$25B
$5.32M 0.58%
41,460
+31,000
+296% +$4.1M
MSFT icon
11
Microsoft
MSFT
$2.84T
$5.3M 0.58%
25,181
+20,967
+498% +$4.4M
MA icon
12
Mastercard
MA
$477B
$5.19M 0.56%
15,337
+5,200
+51% +$1.69M
AAPL icon
13
Apple
AAPL
$4.89T
$5.12M 0.56%
44,175
+39,183
+785% +$4.28M
ORCL icon
14
Oracle
ORCL
$331B
$4.8M 0.52%
80,350
+63,525
+378% +$3.61M
EBAY icon
15
eBay
EBAY
$48.6B
$4.45M 0.48%
85,467
+80,829
+1,743% +$4.45M
MS icon
16
Morgan Stanley
MS
$337B
$4.45M 0.48%
92,083
+78,746
+590% +$3.97M
CERN
17
DELISTED
Cerner Corp
CERN
$4.25M 0.46%
58,817
+17,423
+42% +$1.24M
HLT icon
18
Hilton Worldwide
HLT
$74B
$4.04M 0.44%
47,384
+28,170
+147% +$2.35M
KMB icon
19
Kimberly-Clark
KMB
$36.4B
$3.92M 0.43%
26,567
+18,020
+211% +$2.71M
HRL icon
20
Hormel Foods
HRL
$13.9B
$3.84M 0.42%
78,462
+72,463
+1,208% +$3.64M
DISH
21
DELISTED
DISH Network Corp.
DISH
$3.79M 0.41%
130,549
+123,161
+1,667% +$4.07M
BDX icon
22
Becton Dickinson
BDX
$43.1B
$3.68M 0.4%
16,223
+9,696
+149% +$2.38M
XOM icon
23
ExxonMobil
XOM
$651B
$3.62M 0.39%
105,290
+98,326
+1,412% +$4.02M
BSX icon
24
Boston Scientific
BSX
$65.8B
$3.46M 0.38%
90,499
+72,869
+413% +$2.81M
TRV icon
25
Travelers Companies
TRV
$80.8B
$3.42M 0.37%
31,633
+29,366
+1,295% +$3.37M
1
2 3 4 5

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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.