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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
HELE icon
451
Helen of Troy
HELE
$671M
$732K 0.06%
3,293
-2,533
-43% -$522K
ON icon
452
ON Semiconductor
ON
$18.6B
$731K 0.06%
22,322
+11,379
+104% +$317K
HRC
453
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$729K 0.06%
7,441
-3,557
-32% -$332K
AAP icon
454
Advance Auto Parts
AAP
$3.49B
$728K 0.06%
4,619
+1,644
+55% +$254K
IAA
455
DELISTED
IAA, Inc. Common Stock
IAA
$728K 0.06%
11,200
-100
-0.9% -$5.99K
AAL icon
456
American Airlines Group
AAL
$10.6B
$727K 0.06%
46,130
+25,232
+121% +$350K
LNC icon
457
Lincoln National
LNC
$8.93B
$725K 0.06%
14,414
+1,348
+10% +$57.3K
WSC icon
458
WillScot Mobile Mini Holdings
WSC
$4.67B
$725K 0.06%
31,300
+8,900
+40% +$179K
ROST icon
459
Ross Stores
ROST
$81.6B
$723K 0.06%
5,884
-11,905
-67% -$1.25M
MWA icon
460
Mueller Water Products
MWA
$4.24B
$721K 0.06%
58,275
-7,620
-12% -$87.6K
NDSN icon
461
Nordson
NDSN
$17.2B
$721K 0.06%
+3,587
New +$720K
PEP icon
462
PepsiCo
PEP
$189B
$721K 0.06%
4,862
-7,451
-61% -$1.06M
MO icon
463
Altria Group
MO
$113B
$720K 0.06%
17,559
-143,163
-89% -$5.75M
HHH icon
464
Howard Hughes
HHH
$4.06B
$718K 0.06%
9,548
-3,753
-28% -$251K
OSK icon
465
Oshkosh
OSK
$9.47B
$713K 0.06%
8,289
-6,573
-44% -$523K
SIVB
466
DELISTED
SVB Financial Group
SIVB
$711K 0.06%
1,832
-1,673
-48% -$542K
SSRM icon
467
SSR Mining
SSRM
$5.87B
$709K 0.06%
35,238
+24,463
+227% +$466K
AZPN
468
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$707K 0.06%
5,431
+2,239
+70% +$291K
BANR icon
469
Banner Corp
BANR
$2.4B
$704K 0.06%
+15,103
New +$623K
WFC icon
470
Wells Fargo
WFC
$265B
$704K 0.06%
23,323
-2,086
-8% -$54K
WST icon
471
West Pharmaceutical
WST
$24.5B
$702K 0.06%
2,478
+1,302
+111% +$365K
ANSS
472
DELISTED
Ansys
ANSS
$699K 0.06%
1,921
+1,275
+197% +$427K
CBU icon
473
Community Bank
CBU
$3.44B
$698K 0.06%
+11,204
New +$687K
COLM icon
474
Columbia Sportswear
COLM
$2.93B
$698K 0.06%
7,992
+920
+13% +$80K
VNDA icon
475
Vanda Pharmaceuticals
VNDA
$308M
$698K 0.06%
53,151
+1,521
+3% +$18.3K
17 18
19
20 21

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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.