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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
+15.75%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.2B
AUM Growth
+$284M
Cap. Flow
+$150M
Cap. Flow %
12.48%
Top 10 Hldgs %
8.03%
Holding
1,340
New
266
Increased
387
Reduced
445
Closed
240

Top Buys

Rank Stock Value
1
VZ icon
Verizon
VZ
+$11.1M
2
PFE icon
Pfizer
PFE
+$10.9M
3
BCE icon
BCE
BCE
+$10M
4
FDX icon
FedEx
FDX
+$8.22M
5
DHR icon
Danaher
DHR
+$8.09M

Top Sells

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$8.64M
2
HCA icon
HCA Healthcare
HCA
+$8.19M
3
ABBV icon
AbbVie
ABBV
+$6.58M
4
DIS icon
Walt Disney
DIS
+$6.42M
5
MO icon
Altria Group
MO
+$5.75M

Sector Composition

Rank Sector Weight
1 Technology 18.45%
2 Financials 15.44%
3 Industrials 14.11%
4 Healthcare 13.7%
5 Consumer Discretionary 10.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SNX icon
251
TD Synnex
SNX
$20.8B
$1.22M 0.1%
15,005
-429
-3% -$32.8K
VMC icon
252
Vulcan Materials
VMC
$36.6B
$1.21M 0.1%
8,182
+2,487
+44% +$355K
NCLH icon
253
Norwegian Cruise Line
NCLH
$9.04B
$1.21M 0.1%
47,647
+17,889
+60% +$373K
IDXX icon
254
Idexx Laboratories
IDXX
$46.1B
$1.21M 0.1%
2,415
-2,929
-55% -$1.31M
CONE
255
DELISTED
CyrusOne Inc Common Stock
CONE
$1.21M 0.1%
16,490
+703
+4% +$51K
XRX icon
256
Xerox
XRX
$429M
$1.2M 0.1%
+51,921
New +$1.1M
CROX icon
257
Crocs
CROX
$6.48B
$1.2M 0.1%
+19,119
New +$1.09M
FIBK icon
258
First Interstate BancSystem
FIBK
$3.59B
$1.2M 0.1%
+29,300
New +$1.11M
SPLK
259
DELISTED
Splunk Inc
SPLK
$1.19M 0.1%
7,029
+148
+2% +$28.3K
PAYC icon
260
Paycom
PAYC
$10B
$1.19M 0.1%
2,634
+348
+15% +$139K
JEF icon
261
Jefferies Financial Group
JEF
$13B
$1.19M 0.1%
50,581
-17,890
-26% -$375K
SEDG icon
262
SolarEdge
SEDG
$1.99B
$1.18M 0.1%
+3,689
New +$1.02M
SNPS icon
263
Synopsys
SNPS
$77.9B
$1.18M 0.1%
4,542
-1,741
-28% -$402K
SMCI icon
264
Super Micro Computer
SMCI
$19.5B
$1.18M 0.1%
+371,130
New +$1.05M
FOXF icon
265
Fox Factory Holding Corp
FOXF
$790M
$1.17M 0.1%
11,100
-4,100
-27% -$373K
MMS icon
266
Maximus
MMS
$3.03B
$1.17M 0.1%
+16,001
New +$1.13M
DE icon
267
Deere & Co
DE
$166B
$1.17M 0.1%
4,332
+3,058
+240% +$760K
DXCM icon
268
DexCom
DXCM
$31.2B
$1.17M 0.1%
12,612
-2,008
-14% -$179K
HOLX
269
DELISTED
Hologic
HOLX
$1.16M 0.1%
15,985
+11,098
+227% +$783K
LOPE icon
270
Grand Canyon Education
LOPE
$3.87B
$1.16M 0.1%
12,448
+6,635
+114% +$566K
BOX icon
271
Box
BOX
$4.37B
$1.16M 0.1%
64,030
+433
+0.7% +$7.54K
HZNP
272
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.15M 0.1%
+15,693
New +$1.17M
MCHP icon
273
Microchip Technology
MCHP
$42.6B
$1.15M 0.1%
16,612
-5,152
-24% -$321K
CTVA icon
274
Corteva
CTVA
$51.4B
$1.13M 0.09%
+29,200
New +$1.04M
CB icon
275
Chubb
CB
$136B
$1.13M 0.09%
7,343
-2,566
-26% -$360K
9 10
11
12 13

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SCA
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WFA
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CCP
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AlphaCrest Capital Management's Q4 2020 Portfolio in Review

As of Q4 2020, AlphaCrest Capital Management held 1,340 positions worth $1.2B, up 31% from $920M the previous quarter. Its ten largest holdings account for 8% of the portfolio.

AlphaCrest Capital Management deployed $150M of net new capital in Q4 2020, opening 266 new positions and adding to 387 existing holdings. Its largest new stake was FedEx: 29,660 shares worth $7.7M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was Cisco, an estimated $8.64M trimmed.

  • AlphaCrest Capital Management's largest Q4 2020 buy was FedEx: 29,660 shares worth $7.7M.
  • AlphaCrest Capital Management added most to Verizon in Q4 2020, an estimated $11.1M increase.
  • AlphaCrest Capital Management's biggest Q4 2020 reduction was Cisco, cutting an estimated $8.64M.
  • AlphaCrest Capital Management fully exited Morgan Stanley in Q4 2020, selling an estimated $4.45M.
  • AlphaCrest Capital Management's ten largest holdings make up 8% of its $1.2B portfolio in Q4 2020.
  • AlphaCrest Capital Management opened 266 new positions and closed 240 in Q4 2020.
  • AlphaCrest Capital Management's portfolio value rose 31% quarter-over-quarter to $1.2B.

Based on AlphaCrest Capital Management's 13F filing for Q4 2020, filed 12 Feb 2021.