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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
FSLR icon
526
First Solar
FSLR
$26.2B
$626K 0.05%
6,327
+196
+3% +$17K
MDLA
527
DELISTED
Medallia, Inc.
MDLA
$625K 0.05%
+18,800
New +$599K
DOCU
528
DocuSign
DOCU
$10.9B
$622K 0.05%
2,800
+1,100
+65% +$247K
MODN
529
DELISTED
MODEL N, INC.
MODN
$621K 0.05%
17,400
+5,600
+47% +$194K
SHAK icon
530
Shake Shack
SHAK
$2.84B
$619K 0.05%
7,300
-5,187
-42% -$403K
AMBA icon
531
Ambarella
AMBA
$3.68B
$617K 0.05%
6,715
-1,900
-22% -$133K
BYND icon
532
Beyond Meat
BYND
$272M
$617K 0.05%
4,933
+933
+23% +$141K
FULT icon
533
Fulton Financial
FULT
$4.67B
$617K 0.05%
48,483
+35,329
+269% +$420K
WSO icon
534
Watsco Inc
WSO
$13.2B
$616K 0.05%
2,720
-2,940
-52% -$676K
COHR
535
DELISTED
Coherent Inc
COHR
$616K 0.05%
4,108
+290
+8% +$37.1K
AMD icon
536
Advanced Micro Devices
AMD
$799B
$614K 0.05%
6,696
-3,704
-36% -$320K
INTU icon
537
Intuit
INTU
$88.1B
$614K 0.05%
1,616
+302
+23% +$106K
IRWD icon
538
Ironwood Pharmaceuticals
IRWD
$701M
$614K 0.05%
53,895
-7,842
-13% -$85.8K
PEGA icon
539
Pegasystems
PEGA
$5.21B
$613K 0.05%
9,200
-4,600
-33% -$293K
PKG icon
540
Packaging Corp of America
PKG
$22.5B
$613K 0.05%
4,446
-8,547
-66% -$1.08M
UHS icon
541
Universal Health Services
UHS
$10.3B
$613K 0.05%
4,455
-5,340
-55% -$664K
DKS icon
542
Dick's Sporting Goods
DKS
$17.8B
$612K 0.05%
10,893
+3,363
+45% +$192K
CADE
543
DELISTED
Cadence Bank
CADE
$611K 0.05%
22,285
+547
+3% +$13.8K
TMHC
544
DELISTED
Taylor Morrison
TMHC
$611K 0.05%
+23,814
New +$607K
WRB icon
545
W.R. Berkley
WRB
$26.8B
$603K 0.05%
20,444
+4,773
+30% +$138K
ADEA icon
546
Adeia
ADEA
$3.12B
$601K 0.05%
108,630
+62,079
+133% +$269K
CDNS icon
547
Cadence Design Systems
CDNS
$93.2B
$601K 0.05%
4,406
-7,068
-62% -$829K
BL icon
548
BlackLine
BL
$1.74B
$600K 0.05%
4,500
-2,400
-35% -$268K
BAND
549
Bandwidth Inc
BAND
$1.44B
$599K 0.05%
3,900
+1,300
+50% +$214K
TDC icon
550
Teradata
TDC
$2.51B
$599K 0.05%
26,650
+10,754
+68% +$231K
20 21
22
23 24

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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.