We are live on ! Find out more
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
CRI icon
801
Carter's
CRI
$1.48B
$380K 0.03%
4,039
+1,481
+58% +$130K
EPC icon
802
Edgewell Personal Care
EPC
$1.3B
$380K 0.03%
+10,997
New +$357K
GVA icon
803
Granite Construction
GVA
$5.51B
$380K 0.03%
+14,230
New +$327K
EAT icon
804
Brinker International
EAT
$9.67B
$378K 0.03%
+6,684
New +$330K
GNL icon
805
Global Net Lease
GNL
$1.92B
$378K 0.03%
+22,039
New +$360K
KNX icon
806
Knight Transportation
KNX
$11.4B
$377K 0.03%
9,021
-5,525
-38% -$225K
CFR icon
807
Cullen/Frost Bankers
CFR
$10.2B
$376K 0.03%
+4,308
New +$339K
HR icon
808
Healthcare Realty
HR
$6.93B
$376K 0.03%
13,637
+1,374
+11% +$36.3K
LYB icon
809
LyondellBasell Industries
LYB
$19.6B
$376K 0.03%
4,100
-2,798
-41% -$228K
PRAH
810
DELISTED
PRA Health Sciences, Inc.
PRAH
$376K 0.03%
+2,999
New +$335K
HLNE icon
811
Hamilton Lane
HLNE
$5.56B
$375K 0.03%
4,800
+400
+9% +$29K
CHX
812
DELISTED
ChampionX
CHX
$373K 0.03%
+24,400
New +$271K
PLAN
813
DELISTED
Anaplan, Inc.
PLAN
$372K 0.03%
+5,180
New +$337K
OMC icon
814
Omnicom Group
OMC
$23.2B
$371K 0.03%
5,948
-2,178
-27% -$124K
EXLS icon
815
EXL Service
EXLS
$5.29B
$370K 0.03%
21,750
-1,500
-6% -$23.8K
BBWI icon
816
Bath & Body Works
BBWI
$4.11B
$368K 0.03%
+12,241
New +$355K
CHKP icon
817
Check Point Software Technologies
CHKP
$12.9B
$368K 0.03%
2,769
-2,667
-49% -$326K
IDA icon
818
Idacorp
IDA
$8.2B
$367K 0.03%
3,818
-2,126
-36% -$194K
OPLN
819
Openlane
OPLN
$4.65B
$367K 0.03%
19,707
-37,685
-66% -$650K
PINC
820
DELISTED
Premier
PINC
$367K 0.03%
+10,457
New +$361K
CNX icon
821
CNX Resources
CNX
$5.18B
$366K 0.03%
33,880
+21,280
+169% +$214K
USFD icon
822
US Foods
USFD
$23.7B
$366K 0.03%
11,000
-7,700
-41% -$220K
OC icon
823
Owens Corning
OC
$12.2B
$365K 0.03%
+4,818
New +$351K
LMNX
824
DELISTED
Luminex Corp
LMNX
$365K 0.03%
+15,800
New +$367K
Y
825
DELISTED
Alleghany Corp
Y
$362K 0.03%
+600
New +$350K
31 32
33
34 35

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.