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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
SAFE
676
Safehold
SAFE
$1.15B
$475K 0.04%
+6,574
New +$428K
JACK icon
677
Jack in the Box
JACK
$335M
$474K 0.04%
+5,104
New +$447K
SAH icon
678
Sonic Automotive
SAH
$2.66B
$474K 0.04%
12,300
-2,500
-17% -$102K
LPX icon
679
Louisiana-Pacific
LPX
$5.54B
$472K 0.04%
12,689
-4,999
-28% -$167K
TREX icon
680
Trex
TREX
$5.13B
$472K 0.04%
+5,641
New +$432K
EXC icon
681
Exelon
EXC
$46.9B
$471K 0.04%
15,645
-18,666
-54% -$551K
INSP icon
682
Inspire Medical Systems
INSP
$1.73B
$470K 0.04%
+2,500
New +$409K
LSXMA
683
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$469K 0.04%
14,770
+2,260
+18% +$65.3K
CYBR
684
DELISTED
CyberArk
CYBR
$467K 0.04%
2,890
-1,432
-33% -$167K
OLLI icon
685
Ollie's Bargain Outlet
OLLI
$4.79B
$467K 0.04%
+5,707
New +$499K
SUPN icon
686
Supernus Pharmaceuticals
SUPN
$2.72B
$466K 0.04%
18,525
-8,396
-31% -$181K
HBI
687
DELISTED
Hanesbrands
HBI
$465K 0.04%
31,878
+12,378
+63% +$187K
ICPT
688
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$465K 0.04%
18,823
+10,632
+130% +$352K
LGIH icon
689
LGI Homes
LGIH
$1.43B
$464K 0.04%
4,387
+65
+2% +$7.4K
QVCGA
690
DELISTED
QVC Group Inc Series A
QVCGA
$464K 0.04%
+846
New +$381K
ALLE icon
691
Allegion
ALLE
$14.5B
$463K 0.04%
3,976
-3,145
-44% -$342K
APLS
692
DELISTED
Apellis Pharmaceuticals
APLS
$463K 0.04%
+8,100
New +$343K
EGO icon
693
Eldorado Gold
EGO
$9.89B
$463K 0.04%
34,900
-2,100
-6% -$26.9K
VCYT icon
694
Veracyte
VCYT
$3.79B
$463K 0.04%
9,453
-2,147
-19% -$99.5K
ZS icon
695
Zscaler
ZS
$27.3B
$463K 0.04%
+2,319
New +$369K
GBCI icon
696
Glacier Bancorp
GBCI
$6.31B
$462K 0.04%
10,033
-936
-9% -$37.8K
AAT
697
American Assets Trust
AAT
$1.39B
$460K 0.04%
15,919
-6,751
-30% -$180K
BF.B icon
698
Brown-Forman Class B
BF.B
$13B
$460K 0.04%
5,791
-1,160
-17% -$89.6K
BERY
699
DELISTED
Berry Global Group, Inc.
BERY
$460K 0.04%
8,907
-11,707
-57% -$559K
AVNS
700
DELISTED
Avanos Medical
AVNS
$459K 0.04%
+10,000
New +$416K
26 27
28
29 30

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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.