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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
(+31%)
Cap. Flow
+$150M
Cap. Flow
% of AUM
12.48%
Top 10 Holdings %
Top 10 Hldgs %
8.03%
Holding
1,340
New
266
Increased
387
Reduced
445
Closed
240
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Verizon
VZ
|
+$11.1M |
| 2 |
Pfizer
PFE
|
+$10.9M |
| 3 |
BCE
BCE
|
+$10M |
| 4 |
FedEx
FDX
|
+$8.22M |
| 5 |
Danaher
DHR
|
+$8.09M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$8.64M |
| 2 |
HCA Healthcare
HCA
|
+$8.19M |
| 3 |
AbbVie
ABBV
|
+$6.58M |
| 4 |
Walt Disney
DIS
|
+$6.42M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1076
American Financial Group
AFG
$12.2B
| $205K | 0.02% |
2,343
-2,316
| -50% | -$190K |
|
1077
Alcoa
AA
$12.5B
| $204K | 0.02% |
8,844
-20,956
| -70% | -$365K |
|
1078
RB Global
RBA
$17.2B
| $204K | 0.02% |
2,935
-1,506
| -34% | -$99.7K |
|
|
JBGS
1079
JBG SMITH
JBGS
$707M
| $203K | 0.02% |
+6,500
| New | +$187K |
|
1080
Lyft
LYFT
$6.19B
| $203K | 0.02% |
+4,142
| New | +$151K |
|
|
SGI
1081
Somnigroup International
SGI
$13.6B
| $203K | 0.02% |
+7,525
| New | +$184K |
|
1082
Lattice Semiconductor
LSCC
$18.3B
| $202K | 0.02% |
4,400
-11,000
| -71% | -$425K |
|
1083
ExxonMobil
XOM
$642B
| $202K | 0.02% |
4,900
-100,390
| -95% | -$3.76M |
|
1084
Itron
ITRI
$4.5B
| $200K | 0.02% |
2,090
-1,839
| -47% | -$141K |
|
1085
Delek US
DK
$3.6B
| $199K | 0.02% |
+12,391
| New | +$164K |
|
1086
Goodyear
GT
$1.94B
| $196K | 0.02% |
+18,000
| New | +$181K |
|
|
CHNG
1087
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $188K | 0.02% |
+10,100
| New | +$166K |
|
1088
Photronics
PLAB
$1.88B
| $184K | 0.02% |
+16,500
| New | +$180K |
|
|
CIM
1089
Chimera Investment
CIM
$992M
| $178K | 0.01% |
+5,792
| New | +$168K |
|
1090
Murphy Oil
MUR
$4.74B
| $168K | 0.01% |
+13,920
| New | +$138K |
|
|
AIV
1091
Aimco
AIV
$381M
| $166K | 0.01% |
31,400
-53,592
| -63% | -$238K |
|
1092
Perdoceo Education
PRDO
$2.03B
| $158K | 0.01% |
12,543
-70,314
| -85% | -$845K |
|
1093
Cushman & Wakefield Ltd
CWK
$3.2B
| $156K | 0.01% |
+10,500
| New | +$146K |
|
|
ARI
1094
Apollo Commercial Real Estate
ARI
$876M
| $152K | 0.01% |
+13,600
| New | +$139K |
|
|
VRE
1095
DELISTED
Veris Residential
VRE
| $142K | 0.01% |
11,375
-5,630
| -33% | -$71.8K |
|
|
EPZM
1096
DELISTED
Epizyme, Inc
EPZM
| $142K | 0.01% |
13,100
-18,400
| -58% | -$227K |
|
|
VGR
1097
DELISTED
Vector Group Ltd.
VGR
| $134K | 0.01% |
16,215
-165,691
| -91% | -$1.3M |
|
1098
SLM Corp
SLM
$5.15B
| $130K | 0.01% |
10,500
-32,100
| -75% | -$338K |
|
1099
O-I Glass
OI
$1.09B
| $123K | 0.01% |
+10,300
| New | +$117K |
|
1100
TechnipFMC
FTI
$27.3B
| $99K | 0.01% |
14,112
-15,725
| -53% | -$92.5K |
|
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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.