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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
GLOB icon
701
Globant
GLOB
$1.6B
$457K 0.04%
2,100
-1,300
-38% -$251K
SRE icon
702
Sempra
SRE
$55.8B
$457K 0.04%
7,174
-32,988
-82% -$2.12M
HIW icon
703
Highwoods Properties
HIW
$3.51B
$455K 0.04%
11,476
-2,823
-20% -$102K
UMPQ
704
DELISTED
Umpqua Holdings Corp
UMPQ
$455K 0.04%
+30,026
New +$411K
KW
705
DELISTED
Kennedy-Wilson Holdings
KW
$454K 0.04%
+25,371
New +$397K
PNR icon
706
Pentair
PNR
$11.2B
$454K 0.04%
8,551
+3,314
+63% +$170K
SBGI icon
707
Sinclair Inc
SBGI
$1.08B
$454K 0.04%
+14,255
New +$340K
ACHC icon
708
Acadia Healthcare
ACHC
$2.88B
$452K 0.04%
8,989
-5,392
-37% -$215K
FFIN icon
709
First Financial Bankshares
FFIN
$4.96B
$452K 0.04%
+12,492
New +$410K
WDFC icon
710
WD-40
WDFC
$3.17B
$452K 0.04%
+1,700
New +$412K
MDRX
711
DELISTED
Veradigm Inc. Common Stock
MDRX
$452K 0.04%
31,300
+5,400
+21% +$65.4K
DIOD icon
712
Diodes
DIOD
$4.72B
$450K 0.04%
+6,377
New +$411K
FIVN icon
713
FIVE9
FIVN
$2.54B
$449K 0.04%
+2,575
New +$392K
KSS icon
714
Kohl's
KSS
$2.15B
$449K 0.04%
11,026
-10,523
-49% -$306K
CTRA
715
DELISTED
Coterra Energy
CTRA
$448K 0.04%
+27,500
New +$483K
ECHO
716
EchoStar
ECHO
$26.1B
$447K 0.04%
21,099
+5,288
+33% +$127K
GNRC icon
717
Generac Holdings
GNRC
$12.6B
$446K 0.04%
1,961
+167
+9% +$35.9K
SNAP icon
718
Snap
SNAP
$9B
$446K 0.04%
8,900
-13,115
-60% -$545K
IFF icon
719
International Flavors & Fragrances
IFF
$21.6B
$445K 0.04%
4,085
+1,976
+94% +$222K
NSTG
720
DELISTED
NanoString Technologies, Inc.
NSTG
$445K 0.04%
6,660
+1,460
+28% +$73.3K
FSS icon
721
Federal Signal
FSS
$7.85B
$444K 0.04%
13,400
-30,200
-69% -$953K
MKL icon
722
Markel Group
MKL
$23.3B
$443K 0.04%
429
-91
-18% -$90.7K
ESNT icon
723
Essent Group
ESNT
$6.28B
$441K 0.04%
+10,202
New +$441K
BLK icon
724
Blackrock
BLK
$176B
$440K 0.04%
610
-1,488
-71% -$987K
BCC icon
725
Boise Cascade
BCC
$3B
$439K 0.04%
9,190
-1,100
-11% -$47.8K
27 28
29
30 31

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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.