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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
GGG icon
551
Graco
GGG
$13.5B
$598K 0.05%
8,266
-2,035
-20% -$136K
ZNGA
552
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$598K 0.05%
60,600
+45,600
+304% +$410K
CAH icon
553
Cardinal Health
CAH
$55.7B
$597K 0.05%
11,151
-33,885
-75% -$1.76M
YUM icon
554
Yum! Brands
YUM
$41.6B
$597K 0.05%
5,503
-25,602
-82% -$2.61M
CDNA icon
555
CareDx
CDNA
$2.32B
$595K 0.05%
8,214
-7,899
-49% -$458K
FLWS icon
556
1-800-Flowers.com
FLWS
$258M
$595K 0.05%
22,900
-2,004
-8% -$48.7K
JBL icon
557
Jabil
JBL
$36.1B
$593K 0.05%
13,949
-7,006
-33% -$265K
KN icon
558
Knowles
KN
$3.36B
$593K 0.05%
32,162
+19,227
+149% +$321K
MASI
559
DELISTED
Masimo
MASI
$593K 0.05%
2,211
+364
+20% +$90.8K
SHEN icon
560
Shenandoah Telecom
SHEN
$742M
$593K 0.05%
+13,700
New +$615K
CCOI icon
561
Cogent Communications
CCOI
$546M
$592K 0.05%
9,893
-3,286
-25% -$194K
CAKE icon
562
Cheesecake Factory
CAKE
$5.34B
$591K 0.05%
+15,946
New +$547K
LECO icon
563
Lincoln Electric
LECO
$15.2B
$590K 0.05%
5,077
-438
-8% -$48K
NXPI icon
564
NXP Semiconductors
NXPI
$58.4B
$589K 0.05%
3,705
-3,129
-46% -$461K
ASH icon
565
Ashland
ASH
$3.32B
$587K 0.05%
7,406
+3,319
+81% +$251K
SYF icon
566
Synchrony
SYF
$25.6B
$585K 0.05%
+16,843
New +$506K
SGMO
567
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$584K 0.05%
37,443
-94,141
-72% -$1.1M
LITE icon
568
Lumentum
LITE
$65.2B
$583K 0.05%
+6,149
New +$530K
MSCI icon
569
MSCI
MSCI
$41.2B
$580K 0.05%
1,299
-1,268
-49% -$498K
RNG icon
570
RingCentral
RNG
$5.18B
$580K 0.05%
1,530
-828
-35% -$258K
DRE
571
DELISTED
Duke Realty Corp.
DRE
$579K 0.05%
14,485
+3,783
+35% +$148K
SANM icon
572
Sanmina
SANM
$11B
$577K 0.05%
+18,091
New +$536K
YUMC icon
573
Yum China
YUMC
$16.5B
$577K 0.05%
10,100
-1,800
-15% -$101K
SPG icon
574
Simon Property Group
SPG
$71.9B
$576K 0.05%
6,753
+1,019
+18% +$77.8K
RMBS icon
575
Rambus
RMBS
$10.6B
$575K 0.05%
32,922
-17,133
-34% -$269K
21 22
23
24 25

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
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WFA
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CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
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.