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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
CTSH icon
1001
Cognizant
CTSH
$25.6B
$241K 0.02%
2,943
-9,092
-76% -$692K
WAL icon
1002
Western Alliance Bancorporation
WAL
$8.87B
$240K 0.02%
4,009
-11,099
-73% -$540K
PSB
1003
DELISTED
PS Business Parks, Inc.
PSB
$240K 0.02%
1,807
-377
-17% -$48.5K
HUBS icon
1004
HubSpot
HUBS
$10.1B
$238K 0.02%
+600
New +$211K
SITE icon
1005
SiteOne Landscape Supply
SITE
$4.3B
$238K 0.02%
1,500
-800
-35% -$110K
AGIO icon
1006
Agios Pharmaceuticals
AGIO
$1.91B
$237K 0.02%
5,460
-7,840
-59% -$310K
PTCT icon
1007
PTC Therapeutics
PTCT
$5.91B
$237K 0.02%
3,891
-4,213
-52% -$248K
VREX icon
1008
Varex Imaging
VREX
$516M
$237K 0.02%
+14,200
New +$212K
CNA icon
1009
CNA Financial
CNA
$14.2B
$235K 0.02%
6,019
-8,728
-59% -$297K
NLSN
1010
DELISTED
Nielsen Holdings plc
NLSN
$234K 0.02%
11,191
-53,236
-83% -$864K
AL
1011
DELISTED
Air Lease Corp
AL
$233K 0.02%
+5,237
New +$188K
MGM icon
1012
MGM Resorts International
MGM
$11.2B
$233K 0.02%
+7,393
New +$190K
MIC
1013
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$233K 0.02%
+6,203
New +$191K
CCS icon
1014
Century Communities
CCS
$1.96B
$232K 0.02%
5,300
-10,600
-67% -$467K
FOLD
1015
DELISTED
Amicus Therapeutics
FOLD
$232K 0.02%
+10,064
New +$206K
WRI
1016
DELISTED
Weingarten Realty Investors
WRI
$232K 0.02%
10,702
-119
-1% -$2.33K
BJ icon
1017
BJs Wholesale Club
BJ
$12.4B
$231K 0.02%
+6,200
New +$248K
ITT icon
1018
ITT
ITT
$19.2B
$231K 0.02%
2,998
-10,551
-78% -$737K
CC icon
1019
Chemours
CC
$2.27B
$230K 0.02%
+9,296
New +$221K
BRX icon
1020
Brixmor Property Group
BRX
$9.25B
$229K 0.02%
+13,814
New +$196K
CLVT icon
1021
Clarivate
CLVT
$1.18B
$229K 0.02%
+7,700
New +$228K
IBKR icon
1022
Interactive Brokers
IBKR
$38.8B
$229K 0.02%
+15,068
New +$200K
WKC icon
1023
World Kinect Corp
WKC
$1.9B
$228K 0.02%
7,330
-4,134
-36% -$110K
MGLN
1024
DELISTED
Magellan Health Services, Inc.
MGLN
$228K 0.02%
+2,750
New +$218K
BKR icon
1025
Baker Hughes
BKR
$62.3B
$227K 0.02%
10,910
-25,890
-70% -$455K
39 40
41
42 43

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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.