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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
MUSA icon
401
Murphy USA
MUSA
$9.9B
$815K 0.07%
6,231
+3,939
+172% +$506K
PFG icon
402
Principal Financial Group
PFG
$24.7B
$814K 0.07%
16,417
-21,022
-56% -$963K
ONTO icon
403
Onto Innovation
ONTO
$13.4B
$813K 0.07%
17,100
-13,200
-44% -$529K
CHH icon
404
Choice Hotels
CHH
$4.99B
$811K 0.07%
7,602
+2,388
+46% +$232K
TTEK icon
405
Tetra Tech
TTEK
$8.89B
$811K 0.07%
35,010
+10,480
+43% +$236K
HR
406
DELISTED
Healthcare Realty Trust Incorporated
HR
$809K 0.07%
27,317
+14,279
+110% +$429K
SSB icon
407
SouthState Bank Corp
SSB
$10.5B
$808K 0.07%
11,176
+5,278
+89% +$347K
PRI icon
408
Primerica
PRI
$10.2B
$807K 0.07%
6,022
+924
+18% +$116K
LH icon
409
Labcorp
LH
$25.6B
$805K 0.07%
4,606
+1,908
+71% +$330K
FAST icon
410
Fastenal
FAST
$58.3B
$803K 0.07%
32,888
-82,536
-72% -$1.94M
R icon
411
Ryder
R
$10.1B
$803K 0.07%
12,994
-10,560
-45% -$588K
FTNT icon
412
Fortinet
FTNT
$117B
$797K 0.07%
26,840
-41,915
-61% -$1.06M
CRUS icon
413
Cirrus Logic
CRUS
$6.23B
$795K 0.07%
+9,669
New +$727K
TYL icon
414
Tyler Technologies
TYL
$12.5B
$794K 0.07%
1,819
+450
+33% +$186K
TWNK
415
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$792K 0.07%
54,100
-1,900
-3% -$25.6K
NTAP icon
416
NetApp
NTAP
$37.6B
$790K 0.07%
11,923
-12,869
-52% -$680K
VNO icon
417
Vornado Realty Trust
VNO
$7.27B
$790K 0.07%
21,154
+8,194
+63% +$299K
IDCC icon
418
InterDigital
IDCC
$8.47B
$789K 0.07%
13,000
-2,881
-18% -$173K
SBH icon
419
Sally Beauty Holdings
SBH
$1.51B
$786K 0.07%
60,282
-4,265
-7% -$45.5K
WOLF icon
420
Wolfspeed
WOLF
$1.43B
$785K 0.07%
+7,412
New +$595K
PENG
421
Penguin Solutions Inc
PENG
$2.88B
$783K 0.07%
+41,600
New +$621K
VSAT icon
422
Viasat
VSAT
$11.3B
$780K 0.06%
23,879
+12,595
+112% +$433K
MU icon
423
Micron Technology
MU
$996B
$777K 0.06%
10,335
-35,409
-77% -$2.14M
TOL icon
424
Toll Brothers
TOL
$14.1B
$776K 0.06%
+17,854
New +$828K
SILK
425
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$776K 0.06%
12,321
+4,821
+64% +$299K
15 16
17
18 19

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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.