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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
CNP icon
626
CenterPoint Energy
CNP
$26.8B
$520K 0.04%
24,010
-16,567
-41% -$367K
GWW icon
627
W.W. Grainger
GWW
$60.4B
$520K 0.04%
1,273
+682
+115% +$268K
GAP
628
The Gap Inc
GAP
$7.39B
$520K 0.04%
+25,732
New +$540K
NSA
629
DELISTED
National Storage Affiliates Trust
NSA
$519K 0.04%
+14,400
New +$497K
NWSA icon
630
News Corp Class A
NWSA
$16B
$517K 0.04%
28,755
+7,315
+34% +$118K
XLRN
631
DELISTED
Acceleron Pharma
XLRN
$516K 0.04%
+4,036
New +$473K
ELF icon
632
e.l.f. Beauty
ELF
$5.44B
$514K 0.04%
+20,400
New +$439K
TW icon
633
Tradeweb Markets
TW
$21.8B
$512K 0.04%
8,200
– –
EFX icon
634
Equifax
EFX
$20.7B
$509K 0.04%
2,640
-5,652
-68% -$950K
NET icon
635
Cloudflare
NET
$101B
$509K 0.04%
+6,700
New +$439K
NFG icon
636
National Fuel Gas
NFG
$7.66B
$508K 0.04%
12,343
-3,933
-24% -$164K
IVZ icon
637
Invesco
IVZ
$14B
$506K 0.04%
29,046
+10,346
+55% +$159K
FMBI
638
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$506K 0.04%
31,795
+16,026
+102% +$220K
DLB icon
639
Dolby
DLB
$5.71B
$505K 0.04%
5,204
-331
-6% -$27.3K
LTC
640
LTC Properties
LTC
$2.13B
$505K 0.04%
12,985
+6,200
+91% +$228K
ADNT icon
641
Adient
ADNT
$1.45B
$504K 0.04%
+14,500
New +$409K
BC icon
642
Brunswick
BC
$5.26B
$504K 0.04%
6,612
-3,259
-33% -$230K
DOC icon
643
Healthpeak Properties
DOC
$14.5B
$504K 0.04%
16,676
+4,277
+34% +$124K
TRMK icon
644
Trustmark
TRMK
$2.78B
$504K 0.04%
18,466
+2,217
+14% +$55.5K
SNV
645
DELISTED
Synovus
SNV
$503K 0.04%
+15,541
New +$450K
NTLA icon
646
Intellia Therapeutics
NTLA
$1.57B
$500K 0.04%
9,200
-36,100
-80% -$1.31M
EMN icon
647
Eastman Chemical
EMN
$8.4B
$499K 0.04%
+4,975
New +$461K
VVV icon
648
Valvoline
VVV
$4.55B
$499K 0.04%
21,572
-19,200
-47% -$416K
ALKS icon
649
Alkermes
ALKS
$8.11B
$498K 0.04%
24,984
-3,193
-11% -$58.4K
WTS icon
650
Watts Water Technologies
WTS
$12.6B
$498K 0.04%
4,094
-1,820
-31% -$208K
24 25
26
27 28

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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.