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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
RJF icon
226
Raymond James Financial
RJF
$34.7B
$1.34M 0.11%
21,015
+3,139
+18% +$180K
KDP icon
227
Keurig Dr Pepper
KDP
$41.8B
$1.34M 0.11%
41,794
-59,501
-59% -$1.76M
OHI icon
228
Omega Healthcare
OHI
$14.8B
$1.33M 0.11%
36,639
-4,420
-11% -$150K
CUBE icon
229
CubeSmart
CUBE
$9.45B
$1.33M 0.11%
39,472
+30,067
+320% +$1.01M
FDS icon
230
Factset
FDS
$9.89B
$1.32M 0.11%
3,961
+2,410
+155% +$796K
ISRG icon
231
Intuitive Surgical
ISRG
$133B
$1.32M 0.11%
4,827
-3,624
-43% -$900K
KMX icon
232
CarMax
KMX
$8.04B
$1.31M 0.11%
13,908
+2,307
+20% +$216K
DOX icon
233
Amdocs
DOX
$5.87B
$1.31M 0.11%
18,501
-9,251
-33% -$581K
SEIC icon
234
SEI Investments
SEIC
$12.6B
$1.31M 0.11%
22,780
-7,987
-26% -$436K
GL icon
235
Globe Life
GL
$14.3B
$1.31M 0.11%
13,772
+763
+6% +$67.9K
CALM icon
236
Cal-Maine
CALM
$4.02B
$1.3M 0.11%
+34,744
New +$1.34M
BURL icon
237
Burlington
BURL
$23.2B
$1.3M 0.11%
4,971
+1,662
+50% +$370K
GM icon
238
General Motors
GM
$78.2B
$1.29M 0.11%
31,019
-47,365
-60% -$1.84M
FCX icon
239
Freeport-McMoran
FCX
$97.1B
$1.29M 0.11%
49,574
+35,174
+244% +$731K
ALLY icon
240
Ally Financial
ALLY
$13.6B
$1.29M 0.11%
36,104
+24,914
+223% +$754K
AMH icon
241
American Homes 4 Rent
AMH
$12.4B
$1.29M 0.11%
42,881
+28,435
+197% +$834K
PSMT icon
242
Pricesmart
PSMT
$5.76B
$1.28M 0.11%
14,078
+4,992
+55% +$392K
TER icon
243
Teradyne
TER
$60.9B
$1.28M 0.11%
10,694
-4,262
-28% -$435K
DIS icon
244
Walt Disney
DIS
$177B
$1.27M 0.11%
7,016
-44,702
-86% -$6.42M
PYPL icon
245
PayPal
PYPL
$49.6B
$1.26M 0.11%
+5,400
New +$1.12M
CBSH icon
246
Commerce Bancshares
CBSH
$8.58B
$1.26M 0.1%
24,507
+5,254
+27% +$255K
JKHY icon
247
Jack Henry & Associates
JKHY
$11B
$1.25M 0.1%
7,722
+2,315
+43% +$368K
ROK icon
248
Rockwell Automation
ROK
$50.1B
$1.25M 0.1%
4,971
-933
-16% -$228K
SGEN
249
DELISTED
Seagen Inc. Common Stock
SGEN
$1.25M 0.1%
+7,119
New +$1.33M
ABBV icon
250
AbbVie
ABBV
$435B
$1.23M 0.1%
11,513
-68,450
-86% -$6.58M
8 9
10
11 12

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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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.