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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
EGRX
876
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$330K 0.03%
7,085
-4,730
-40% -$221K
ALL icon
877
Allstate
ALL
$69.6B
$329K 0.03%
2,997
-10,927
-78% -$1.07M
PACW
878
DELISTED
PacWest Bancorp
PACW
$329K 0.03%
12,939
-16,907
-57% -$377K
AGO icon
879
Assured Guaranty
AGO
$3.66B
$328K 0.03%
10,424
-8,127
-44% -$239K
CAG icon
880
Conagra Brands
CAG
$7.11B
$328K 0.03%
9,040
-3,966
-30% -$144K
NTRA icon
881
Natera
NTRA
$38B
$328K 0.03%
+3,300
New +$276K
XEC
882
DELISTED
CIMAREX ENERGY CO
XEC
$328K 0.03%
+8,737
New +$280K
KLIC icon
883
Kulicke & Soffa
KLIC
$4.74B
$327K 0.03%
10,274
-14,314
-58% -$417K
RS icon
884
Reliance Steel & Aluminium
RS
$21.3B
$327K 0.03%
2,729
-2,638
-49% -$305K
AIT icon
885
Applied Industrial Technologies
AIT
$13.3B
$326K 0.03%
4,182
-7,117
-63% -$501K
XYZ
886
Block Inc
XYZ
$47.5B
$326K 0.03%
+1,500
New +$293K
NATI
887
DELISTED
National Instruments Corp
NATI
$326K 0.03%
7,423
-43
-0.6% -$1.6K
PING
888
DELISTED
Ping Identity Holding Corp.
PING
$326K 0.03%
+11,400
New +$316K
HCA icon
889
HCA Healthcare
HCA
$88.5B
$325K 0.03%
1,975
-56,001
-97% -$8.19M
OKTA icon
890
Okta
OKTA
$24.9B
$323K 0.03%
1,270
-3,600
-74% -$856K
PMT
891
PennyMac Mortgage Investment
PMT
$814M
$323K 0.03%
18,336
+4,143
+29% +$70.2K
SCS
892
DELISTED
Steelcase
SCS
$323K 0.03%
23,839
-44,134
-65% -$541K
ICLR icon
893
Icon
ICLR
$12.4B
$321K 0.03%
1,646
+217
+15% +$42.4K
NUAN
894
DELISTED
Nuance Communications, Inc.
NUAN
$321K 0.03%
+7,279
New +$276K
CPRI icon
895
Capri Holdings
CPRI
$1.7B
$319K 0.03%
7,600
-5,800
-43% -$178K
BLMN icon
896
Bloomin' Brands
BLMN
$931M
$318K 0.03%
+16,400
New +$280K
CACC icon
897
Credit Acceptance
CACC
$6.03B
$318K 0.03%
920
-773
-46% -$252K
LPSN icon
898
LivePerson
LPSN
$27.3M
$317K 0.03%
340
-127
-27% -$109K
TRIP icon
899
TripAdvisor
TRIP
$1.22B
$317K 0.03%
+11,000
New +$265K
P
900
Everpure Inc
P
$29B
$316K 0.03%
13,987
-2,828
-17% -$54.2K
34 35
36
37 38

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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.