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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
ASH icon
876
Ashland
ASH
$3.33B
$290K 0.03%
+4,087
New +$303K
JRVR icon
877
James River Group Holdings
JRVR
$221M
$289K 0.03%
+6,500
New +$303K
FTCH
878
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$289K 0.03%
+11,500
New +$285K
GPK icon
879
Graphic Packaging
GPK
$3.58B
$288K 0.03%
20,475
+9,213
+82% +$131K
IRM icon
880
Iron Mountain
IRM
$36.4B
$286K 0.03%
10,670
-12,025
-53% -$342K
SAFM
881
DELISTED
Sanderson Farms Inc
SAFM
$286K 0.03%
+2,424
New +$283K
CLH icon
882
Clean Harbors
CLH
$16.3B
$285K 0.03%
+5,089
New +$301K
HCSG icon
883
Healthcare Services Group
HCSG
$1.55B
$285K 0.03%
13,223
+4,958
+60% +$116K
LUMN icon
884
Lumen
LUMN
$6.57B
$285K 0.03%
28,272
+2,592
+10% +$26.9K
HLNE icon
885
Hamilton Lane
HLNE
$5.56B
$284K 0.03%
+4,400
New +$301K
PRO
886
DELISTED
PROS Holdings
PRO
$284K 0.03%
+8,900
New +$335K
SSB icon
887
SouthState Bank Corp
SSB
$10.5B
$284K 0.03%
5,898
+582
+11% +$30.1K
ZUO
888
DELISTED
Zuora, Inc.
ZUO
$284K 0.03%
27,500
-2,700
-9% -$31.3K
CTRE icon
889
CareTrust REIT
CTRE
$9.7B
$283K 0.03%
15,900
+4,900
+45% +$89.1K
KTB icon
890
Kontoor Brands
KTB
$4.31B
$283K 0.03%
+11,700
New +$245K
TWTR
891
DELISTED
Twitter, Inc.
TWTR
$283K 0.03%
6,369
-45,485
-88% -$1.75M
DE icon
892
Deere & Co
DE
$168B
$282K 0.03%
1,274
-3,592
-74% -$694K
PINS icon
893
Pinterest
PINS
$13.4B
$282K 0.03%
+6,800
New +$222K
WGO icon
894
Winnebago Industries
WGO
$893M
$282K 0.03%
+5,457
New +$314K
ALLY icon
895
Ally Financial
ALLY
$13.3B
$281K 0.03%
11,190
-4,055
-27% -$90.6K
MGRC icon
896
McGrath RentCorp
MGRC
$2.99B
$280K 0.03%
+4,700
New +$283K
SITE icon
897
SiteOne Landscape Supply
SITE
$4.56B
$280K 0.03%
2,300
+400
+21% +$47.9K
RVNC
898
DELISTED
Revance Therapeutics, Inc.
RVNC
$279K 0.03%
+11,100
New +$291K
ATR icon
899
AptarGroup
ATR
$8.67B
$278K 0.03%
2,454
-661
-21% -$77.3K
LAUR icon
900
Laureate Education
LAUR
$5.28B
$278K 0.03%
20,950
-125
-0.6% -$1.5K
34 35
36
37 38

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BDF
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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.