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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
PRSP
1326
DELISTED
Perspecta Inc. Common Stock
PRSP
– –
-12,600
Closed -$245K
RP
1327
DELISTED
RealPage, Inc.
RP
– –
-12,759
Closed -$735K
EGOV
1328
DELISTED
NIC Inc
EGOV
– –
-10,879
Closed -$214K
PS
1329
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
– –
-13,200
Closed -$226K
HMSY
1330
DELISTED
HMS Holdings Corp.
HMSY
– –
-42,224
Closed -$1.01M
EV
1331
DELISTED
Eaton Vance Corp.
EV
– –
-15,568
Closed -$594K
MYOK
1332
DELISTED
MyoKardia, Inc. Common Stock
MYOK
– –
-5,500
Closed -$750K
BEAT
1333
DELISTED
BioTelemetry, Inc.
BEAT
– –
-17,808
Closed -$812K
ATVI
1334
DELISTED
Activision Blizzard
ATVI
– –
-21,092
Closed -$1.71M
EBIX
1335
DELISTED
Ebix Inc
EBIX
– –
-29,197
Closed -$601K
SBNY
1336
DELISTED
Signature Bank
SBNY
– –
-5,115
Closed -$424K
REGI
1337
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-8,577
Closed -$458K
UFS
1338
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-7,800
Closed -$205K
GRA
1339
DELISTED
W.R. Grace & Co.
GRA
– –
-13,726
Closed -$553K
AAN.A
1340
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-5,205
Closed -$295K
50 51 52 53
54

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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.