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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
GNTX icon
151
Gentex
GNTX
$5.05B
$1.49M 0.16%
57,845
+17,131
+42% +$455K
META icon
152
Meta Platforms (Facebook)
META
$1.48T
$1.48M 0.16%
5,661
-4,990
-47% -$1.29M
UAL icon
153
United Airlines
UAL
$43.1B
$1.47M 0.16%
+42,328
New +$1.46M
CSL icon
154
Carlisle Companies
CSL
$15B
$1.47M 0.16%
12,004
+5,582
+87% +$685K
BBY icon
155
Best Buy
BBY
$17.9B
$1.46M 0.16%
13,157
+5,848
+80% +$598K
GIS icon
156
General Mills
GIS
$19.2B
$1.45M 0.16%
23,513
+5,994
+34% +$375K
WAT icon
157
Waters Corp
WAT
$38.8B
$1.44M 0.16%
7,346
-1,362
-16% -$283K
ADSK icon
158
Autodesk
ADSK
$49.9B
$1.42M 0.15%
6,152
+4,701
+324% +$1.12M
PCAR icon
159
PACCAR
PCAR
$70.5B
$1.42M 0.15%
24,920
+20,484
+462% +$1.15M
PKG icon
160
Packaging Corp of America
PKG
$22.6B
$1.42M 0.15%
12,993
+8,690
+202% +$888K
INTC icon
161
Intel
INTC
$504B
$1.41M 0.15%
27,283
-51,959
-66% -$2.7M
AZO icon
162
AutoZone
AZO
$49.1B
$1.39M 0.15%
1,183
– –
EQR icon
163
Equity Residential
EQR
$25.2B
$1.39M 0.15%
27,143
-18,477
-41% -$1.02M
APD icon
164
Air Products & Chemicals
APD
$65.7B
$1.39M 0.15%
4,654
+1,918
+70% +$552K
COHR icon
165
Coherent
COHR
$64.5B
$1.39M 0.15%
34,144
+27,734
+433% +$1.22M
NDAQ icon
166
Nasdaq
NDAQ
$52.4B
$1.38M 0.15%
33,648
+26,556
+374% +$1.13M
MSI icon
167
Motorola Solutions
MSI
$73.9B
$1.37M 0.15%
8,748
-4,164
-32% -$608K
STOR
168
DELISTED
STORE Capital Corporation
STOR
$1.36M 0.15%
49,693
+7,804
+19% +$198K
SU icon
169
Suncor Energy
SU
$75.8B
$1.36M 0.15%
111,005
+67,094
+153% +$1.05M
TPR icon
170
Tapestry
TPR
$31.7B
$1.35M 0.15%
86,501
+59,847
+225% +$881K
SNPS icon
171
Synopsys
SNPS
$76.5B
$1.34M 0.15%
6,283
+1,903
+43% +$387K
ZION icon
172
Zions Bancorporation
ZION
$10.5B
$1.32M 0.14%
+45,147
New +$1.46M
WSO icon
173
Watsco Inc
WSO
$13.7B
$1.32M 0.14%
5,660
+1,538
+37% +$346K
ALL icon
174
Allstate
ALL
$67.3B
$1.31M 0.14%
13,924
-9,914
-42% -$925K
IEX icon
175
IDEX
IEX
$17.4B
$1.31M 0.14%
7,178
+683
+11% +$118K
5 6
7
8 9

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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.