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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
KRNT icon
301
Kornit Digital
KRNT
$772M
$1.05M 0.09%
11,744
+6,000
+104% +$461K
NUVA
302
DELISTED
NuVasive, Inc.
NUVA
$1.04M 0.09%
+18,467
New +$908K
EXAS
303
DELISTED
Exact Sciences
EXAS
$1.04M 0.09%
7,826
+1,203
+18% +$145K
XYL icon
304
Xylem
XYL
$28.2B
$1.04M 0.09%
10,192
-3,451
-25% -$324K
PNC icon
305
PNC Financial Services
PNC
$101B
$1.04M 0.09%
6,952
-716
-9% -$91.5K
WELL icon
306
Welltower
WELL
$170B
$1.03M 0.09%
15,969
-32,552
-67% -$1.98M
SWI
307
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.03M 0.09%
+65,309
New +$1.43M
EXR icon
308
Extra Space Storage
EXR
$31.6B
$1.03M 0.09%
8,883
+2,482
+39% +$283K
ELV icon
309
Elevance Health
ELV
$84.9B
$1.03M 0.09%
3,199
-8,629
-73% -$2.65M
STLD icon
310
Steel Dynamics
STLD
$37.5B
$1.02M 0.09%
27,813
+16,328
+142% +$567K
MTN icon
311
Vail Resorts
MTN
$5.23B
$1.02M 0.08%
3,643
+1,305
+56% +$337K
WDAY icon
312
Workday
WDAY
$42B
$1.01M 0.08%
4,229
-1,676
-28% -$377K
QDEL icon
313
QuidelOrtho
QDEL
$1.11B
$1.01M 0.08%
5,603
+4,554
+434% +$1.01M
RYN icon
314
Rayonier
RYN
$6.45B
$1.01M 0.08%
37,785
+21,567
+133% +$550K
ADM icon
315
Archer Daniels Midland
ADM
$37.4B
$1M 0.08%
19,915
-629
-3% -$31.1K
MCK icon
316
McKesson
MCK
$102B
$1M 0.08%
5,767
+919
+19% +$153K
DEI icon
317
Douglas Emmett
DEI
$1.93B
$1M 0.08%
34,319
+4,368
+15% +$124K
SNDR icon
318
Schneider National
SNDR
$6.17B
$1M 0.08%
48,300
+20,733
+75% +$463K
FFIV icon
319
F5
FFIV
$23.5B
$994K 0.08%
5,650
-8,658
-61% -$1.31M
CORE
320
DELISTED
Core Mark Holding Co., Inc.
CORE
$992K 0.08%
33,760
-22,799
-40% -$697K
URBN icon
321
Urban Outfitters
URBN
$6.65B
$990K 0.08%
38,672
+28,657
+286% +$738K
MNST icon
322
Monster Beverage
MNST
$92.1B
$989K 0.08%
21,386
-23,770
-53% -$999K
BPMC
323
DELISTED
Blueprint Medicines
BPMC
$988K 0.08%
+8,810
New +$928K
UNH icon
324
UnitedHealth
UNH
$367B
$986K 0.08%
2,813
-6,142
-69% -$2.06M
MDLZ icon
325
Mondelez International
MDLZ
$80.1B
$984K 0.08%
16,835
+1,692
+11% +$96.7K
11 12
13
14 15

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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.