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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
BRC icon
1026
Brady Corp
BRC
$4.63B
$227K 0.02%
4,294
-14,343
-77% -$634K
PBA icon
1027
Pembina Pipeline
PBA
$27.9B
$227K 0.02%
9,600
-24,910
-72% -$585K
PRAA icon
1028
PRA Group
PRAA
$692M
$227K 0.02%
5,733
-9,343
-62% -$371K
ALK icon
1029
Alaska Air
ALK
$5.66B
$225K 0.02%
4,331
-1,352
-24% -$60.8K
BOH icon
1030
Bank of Hawaii
BOH
$3.12B
$224K 0.02%
2,925
-1,513
-34% -$103K
EB
1031
DELISTED
Eventbrite
EB
$224K 0.02%
+12,400
New +$174K
LNTH icon
1032
Lantheus
LNTH
$6.6B
$224K 0.02%
16,600
+3,400
+26% +$44.5K
AGCO icon
1033
AGCO
AGCO
$7.12B
$223K 0.02%
+2,164
New +$192K
CNS icon
1034
Cohen & Steers
CNS
$4.34B
$223K 0.02%
3,000
-1,400
-32% -$92.4K
QLYS icon
1035
Qualys
QLYS
$6.29B
$223K 0.02%
1,833
-872
-32% -$86.3K
OZK icon
1036
Bank OZK
OZK
$5.63B
$222K 0.02%
7,088
-7,261
-51% -$196K
SRPT icon
1037
Sarepta Therapeutics
SRPT
$1.77B
$222K 0.02%
1,305
-1,252
-49% -$186K
JELD icon
1038
JELD-WEN Holding
JELD
$154M
$221K 0.02%
8,732
-5,568
-39% -$134K
ZUMZ icon
1039
Zumiez
ZUMZ
$332M
$221K 0.02%
5,997
-6,530
-52% -$220K
CMD
1040
DELISTED
Cantel Medical Corporation
CMD
$221K 0.02%
2,802
-6,930
-71% -$406K
ED icon
1041
Consolidated Edison
ED
$40.2B
$220K 0.02%
3,051
-419
-12% -$32.5K
NGVT icon
1042
Ingevity
NGVT
$2.66B
$220K 0.02%
2,900
-4,100
-59% -$267K
OXY icon
1043
Occidental Petroleum
OXY
$56B
$220K 0.02%
12,713
-52,235
-80% -$716K
PAG icon
1044
Penske Automotive Group
PAG
$14.2B
$220K 0.02%
3,706
-10,818
-74% -$610K
UIS icon
1045
Unisys
UIS
$210M
$220K 0.02%
+11,200
New +$161K
KTB icon
1046
Kontoor Brands
KTB
$4.36B
$219K 0.02%
5,400
-6,300
-54% -$232K
ZUO
1047
DELISTED
Zuora, Inc.
ZUO
$219K 0.02%
15,700
-11,800
-43% -$134K
FWRD icon
1048
Forward Air
FWRD
$601M
$218K 0.02%
2,836
-1,150
-29% -$79.8K
IBM icon
1049
IBM
IBM
$220B
$218K 0.02%
1,815
-7,975
-81% -$922K
HRTX icon
1050
Heron Therapeutics
HRTX
$94.5M
$217K 0.02%
+10,237
New +$178K
40 41
42
43 44

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SCA
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WFA
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RIG
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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.