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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
MRVL icon
326
Marvell Technology
MRVL
$189B
$984K 0.08%
20,696
+7,596
+58% +$329K
TDS icon
327
Telephone and Data Systems
TDS
$4.1B
$984K 0.08%
53,007
+30,401
+134% +$559K
ECOL
328
DELISTED
US Ecology, Inc.
ECOL
$974K 0.08%
26,800
-1,736
-6% -$60.2K
STOR
329
DELISTED
STORE Capital Corporation
STOR
$973K 0.08%
28,623
-21,070
-42% -$640K
LEVI icon
330
Levi Strauss
LEVI
$9.35B
$972K 0.08%
48,400
+16,900
+54% +$302K
PCRX icon
331
Pacira BioSciences
PCRX
$1.02B
$968K 0.08%
16,173
+12,759
+374% +$747K
RNR icon
332
RenaissanceRe
RNR
$13.4B
$968K 0.08%
5,838
+4,639
+387% +$788K
PANW icon
333
Palo Alto Networks
PANW
$293B
$966K 0.08%
16,314
-15,144
-48% -$708K
WAB icon
334
Wabtec
WAB
$49.9B
$963K 0.08%
13,156
+6,389
+94% +$437K
MZTI
335
The Marzetti Company
MZTI
$3.02B
$954K 0.08%
+5,195
New +$905K
TRU icon
336
TransUnion
TRU
$15.2B
$954K 0.08%
9,615
-2,490
-21% -$228K
ZBRA icon
337
Zebra Technologies
ZBRA
$17.2B
$950K 0.08%
2,473
-34
-1% -$11.4K
RVTY icon
338
Revvity
RVTY
$12.7B
$949K 0.08%
6,610
+715
+12% +$95.2K
ONB icon
339
Old National Bancorp
ONB
$10.2B
$945K 0.08%
57,079
+33,454
+142% +$512K
PLXS icon
340
Plexus
PLXS
$7.18B
$942K 0.08%
+12,042
New +$898K
AVLR
341
DELISTED
Avalara, Inc.
AVLR
$940K 0.08%
+5,700
New +$912K
BALL icon
342
Ball Corp
BALL
$16.7B
$934K 0.08%
+10,022
New +$927K
AYI icon
343
Acuity Brands
AYI
$10.7B
$932K 0.08%
7,695
-2,375
-24% -$255K
FN icon
344
Fabrinet
FN
$19.5B
$931K 0.08%
12,000
+6,300
+111% +$428K
IEX icon
345
IDEX
IEX
$17.2B
$921K 0.08%
4,625
-2,553
-36% -$485K
PEN icon
346
Penumbra
PEN
$12.8B
$915K 0.08%
+5,228
New +$1.15M
LII icon
347
Lennox International
LII
$15.1B
$913K 0.08%
3,333
+1,903
+133% +$541K
WDC icon
348
Western Digital
WDC
$156B
$913K 0.08%
21,811
+2,859
+15% +$94.9K
GDDY icon
349
GoDaddy
GDDY
$11.4B
$910K 0.08%
10,974
+5,128
+88% +$403K
IRM icon
350
Iron Mountain
IRM
$36.3B
$910K 0.08%
30,865
+20,195
+189% +$560K
12 13
14
15 16

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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.