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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
PLD icon
926
Prologis
PLD
$132B
$298K 0.02%
2,987
-5,798
-66% -$586K
FLS icon
927
Flowserve
FLS
$10B
$295K 0.02%
+7,999
New +$262K
ALV icon
928
Autoliv
ALV
$8.83B
$294K 0.02%
3,191
-5,111
-62% -$442K
NTGR icon
929
NETGEAR
NTGR
$652M
$294K 0.02%
7,248
-24,931
-77% -$848K
AER icon
930
AerCap
AER
$24.4B
$293K 0.02%
6,424
-8,129
-56% -$284K
EXP icon
931
Eagle Materials
EXP
$6.48B
$293K 0.02%
2,889
-3,260
-53% -$303K
BKI
932
DELISTED
Black Knight, Inc. Common Stock
BKI
$292K 0.02%
+3,300
New +$300K
ALLO icon
933
Allogene Therapeutics
ALLO
$680M
$288K 0.02%
+11,400
New +$372K
SKX
934
DELISTED
Skechers
SKX
$288K 0.02%
+8,012
New +$273K
AAON icon
935
Aaon
AAON
$7.39B
$287K 0.02%
6,450
-2,550
-28% -$108K
IPG
936
DELISTED
Interpublic Group of Companies
IPG
$287K 0.02%
12,209
-27,493
-69% -$577K
SFNC icon
937
Simmons First National
SFNC
$3.4B
$287K 0.02%
+13,313
New +$254K
ARWR icon
938
Arrowhead Research
ARWR
$12.1B
$284K 0.02%
+3,700
New +$237K
SPOT icon
939
Spotify
SPOT
$97.7B
$283K 0.02%
900
-1,806
-67% -$510K
SSNC icon
940
SS&C Technologies
SSNC
$18.7B
$283K 0.02%
3,893
-1,704
-30% -$114K
TWST icon
941
Twist Bioscience
TWST
$6.84B
$283K 0.02%
+2,000
New +$222K
MSA icon
942
Mine Safety
MSA
$7.48B
$282K 0.02%
+1,886
New +$272K
WSFS icon
943
WSFS Financial
WSFS
$4.17B
$282K 0.02%
+6,291
New +$231K
BHC icon
944
Bausch Health
BHC
$2.21B
$281K 0.02%
+13,500
New +$252K
PD icon
945
PagerDuty
PD
$856M
$279K 0.02%
+6,700
New +$228K
CF icon
946
CF Industries
CF
$17.7B
$278K 0.02%
7,179
-43,796
-86% -$1.45M
WBS icon
947
Webster Financial
WBS
$12.8B
$277K 0.02%
+6,580
New +$238K
COLB icon
948
Columbia Banking Systems
COLB
$8.78B
$274K 0.02%
+7,633
New +$237K
DAR icon
949
Darling Ingredients
DAR
$9.62B
$274K 0.02%
+4,754
New +$227K
IONS icon
950
Ionis Pharmaceuticals
IONS
$9.06B
$274K 0.02%
4,842
-7,403
-60% -$369K
36 37
38
39 40

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CCP
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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.