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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
WERN icon
401
Werner Enterprises
WERN
$2.21B
$707K 0.08%
16,849
+5,387
+47% +$239K
ALLE icon
402
Allegion
ALLE
$14.3B
$704K 0.08%
7,121
+2,153
+43% +$219K
MNRO icon
403
Monro
MNRO
$388M
$704K 0.08%
17,360
+13,451
+344% +$686K
WCC
404
WESCO International
WCC
$18.1B
$704K 0.08%
+15,998
New +$683K
THG icon
405
Hanover Insurance
THG
$8.06B
$702K 0.08%
7,536
+4,510
+149% +$448K
BECN
406
DELISTED
Beacon Roofing Supply, Inc.
BECN
$696K 0.08%
+22,394
New +$675K
AWI icon
407
Armstrong World Industries
AWI
$7.78B
$692K 0.08%
+10,055
New +$736K
PAG icon
408
Penske Automotive Group
PAG
$14.2B
$692K 0.08%
14,524
+1,992
+16% +$92.5K
TWNK
409
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$690K 0.08%
+56,000
New +$704K
EL icon
410
Estee Lauder
EL
$30.9B
$689K 0.07%
3,157
-3,875
-55% -$797K
SCS
411
DELISTED
Steelcase
SCS
$687K 0.07%
67,973
+11,209
+20% +$121K
RUN icon
412
Sunrun
RUN
$2.24B
$686K 0.07%
+8,900
New +$419K
CPAY icon
413
Corpay
CPAY
$26B
$686K 0.07%
2,883
+1,496
+108% +$370K
EXR icon
414
Extra Space Storage
EXR
$31.6B
$685K 0.07%
6,401
-856
-12% -$88.5K
MWA icon
415
Mueller Water Products
MWA
$4.24B
$685K 0.07%
+65,895
New +$688K
RMBS icon
416
Rambus
RMBS
$10.6B
$685K 0.07%
50,055
+21,214
+74% +$301K
FCFS icon
417
FirstCash
FCFS
$8.92B
$683K 0.07%
11,934
-393
-3% -$24K
BURL icon
418
Burlington
BURL
$23.4B
$682K 0.07%
3,309
+543
+20% +$106K
MC icon
419
Moelis & Co
MC
$4.98B
$682K 0.07%
+19,400
New +$613K
SNDR icon
420
Schneider National
SNDR
$6.17B
$682K 0.07%
27,567
+967
+4% +$25K
XRAY icon
421
Dentsply Sirona
XRAY
$2.64B
$681K 0.07%
+15,562
New +$688K
GLW icon
422
Corning
GLW
$135B
$680K 0.07%
+20,990
New +$649K
WK icon
423
Workiva
WK
$3.38B
$680K 0.07%
12,200
+4,200
+53% +$234K
ES icon
424
Eversource Energy
ES
$27.1B
$679K 0.07%
+8,127
New +$696K
COP icon
425
ConocoPhillips
COP
$142B
$678K 0.07%
20,653
+15,006
+266% +$569K
15 16
17
18 19

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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.