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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
JLL icon
276
Jones Lang LaSalle
JLL
$16.7B
$1.13M 0.09%
7,618
+3,951
+108% +$507K
DTE icon
277
DTE Energy
DTE
$29.1B
$1.13M 0.09%
10,908
+7,258
+199% +$765K
BDX icon
278
Becton Dickinson
BDX
$48.8B
$1.13M 0.09%
4,611
-11,612
-72% -$2.71M
KRC icon
279
Kilroy Realty
KRC
$4.39B
$1.13M 0.09%
19,597
+8,825
+82% +$496K
REG icon
280
Regency Centers
REG
$14.2B
$1.12M 0.09%
+24,644
New +$1.06M
FBC
281
DELISTED
Flagstar Bancorp, Inc. New
FBC
$1.12M 0.09%
27,400
+18,400
+204% +$634K
RMD icon
282
ResMed
RMD
$32.5B
$1.12M 0.09%
5,248
-3,549
-40% -$708K
ROP icon
283
Roper Technologies
ROP
$38.9B
$1.11M 0.09%
2,587
-2,142
-45% -$880K
TSCO icon
284
Tractor Supply
TSCO
$17.9B
$1.11M 0.09%
39,620
-24,970
-39% -$699K
LOW icon
285
Lowe's Companies
LOW
$122B
$1.11M 0.09%
6,934
+1,727
+33% +$281K
NXST icon
286
Nexstar Media Group
NXST
$5.78B
$1.11M 0.09%
10,176
+4,829
+90% +$471K
CWEN icon
287
Clearway Energy Class C
CWEN
$5.07B
$1.11M 0.09%
34,748
+23,249
+202% +$698K
RPM icon
288
RPM International
RPM
$14.8B
$1.11M 0.09%
+12,223
New +$1.08M
HPE icon
289
Hewlett Packard
HPE
$70.2B
$1.11M 0.09%
93,535
+72,918
+354% +$765K
HOG icon
290
Harley-Davidson
HOG
$2.72B
$1.1M 0.09%
30,015
-17,681
-37% -$607K
WAT icon
291
Waters Corp
WAT
$38.9B
$1.1M 0.09%
4,432
-2,914
-40% -$660K
ALNY icon
292
Alnylam Pharmaceuticals
ALNY
$29.1B
$1.09M 0.09%
+8,398
New +$1.12M
GBX icon
293
The Greenbrier Companies
GBX
$1.52B
$1.09M 0.09%
29,878
+2,006
+7% +$66.2K
DELL icon
294
Dell
DELL
$288B
$1.08M 0.09%
28,997
+13,667
+89% +$476K
LIVN icon
295
LivaNova
LIVN
$4.2B
$1.07M 0.09%
+16,217
New +$902K
UPLD icon
296
Upland Software
UPLD
$12.8M
$1.07M 0.09%
2,340
+1,710
+271% +$753K
BIO icon
297
Bio-Rad Laboratories Class A
BIO
$9.12B
$1.07M 0.09%
+1,841
New +$1.05M
NBIX icon
298
Neurocrine Biosciences
NBIX
$16.3B
$1.06M 0.09%
11,093
+2,003
+22% +$193K
VRTX icon
299
Vertex Pharmaceuticals
VRTX
$123B
$1.06M 0.09%
4,489
+724
+19% +$166K
ANET icon
300
Arista Networks
ANET
$243B
$1.06M 0.09%
58,256
+11,376
+24% +$180K
10 11
12
13 14

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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.