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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
ABG icon
1101
Asbury Automotive
ABG
$3.88B
– –
-9,208
Closed -$897K
AEO icon
1102
American Eagle Outfitters
AEO
$2.97B
– –
-23,400
Closed -$347K
ALEC icon
1103
Alector
ALEC
$203M
– –
-10,500
Closed -$111K
ALRM icon
1104
Alarm.com
ALRM
$2.78B
– –
-10,800
Closed -$597K
ALSN icon
1105
Allison Transmission
ALSN
$9.6B
– –
-13,609
Closed -$478K
AMCX icon
1106
AMC Global Media
AMCX
$490M
– –
-45,731
Closed -$1.13M
AMED
1107
DELISTED
Amedisys
AMED
– –
-1,887
Closed -$446K
AMG icon
1108
Affiliated Managers Group
AMG
$9.83B
– –
-5,738
Closed -$392K
AMKR icon
1109
Amkor Technology
AMKR
$13.5B
– –
-18,800
Closed -$211K
AN icon
1110
AutoNation
AN
$6.99B
– –
-15,612
Closed -$826K
AQN icon
1111
Algonquin Power & Utilities
AQN
$4.43B
– –
-42,100
Closed -$612K
ARVN icon
1112
Arvinas
ARVN
$568M
– –
-22,402
Closed -$529K
ARW icon
1113
Arrow Electronics
ARW
$11.4B
– –
-2,659
Closed -$209K
ASB icon
1114
Associated Banc-Corp
ASB
$5.88B
– –
-29,195
Closed -$368K
CVSA
1115
Covista Inc
CVSA
$4.23B
– –
-12,849
Closed -$315K
ATKR icon
1116
Atkore
ATKR
$3.16B
– –
-13,050
Closed -$297K
ATO icon
1117
Atmos Energy
ATO
$29.1B
– –
-7,532
Closed -$720K
ATR icon
1118
AptarGroup
ATR
$8.63B
– –
-2,454
Closed -$278K
AUB icon
1119
Atlantic Union Bankshares
AUB
$6.02B
– –
-19,400
Closed -$415K
AVA icon
1120
Avista
AVA
$3.22B
– –
-6,931
Closed -$236K
AVNT icon
1121
Avient
AVNT
$3.91B
– –
-15,965
Closed -$422K
AVTR icon
1122
Avantor
AVTR
$8.91B
– –
-9,100
Closed -$205K
AXS icon
1123
AXIS Capital
AXS
$7.62B
– –
-11,895
Closed -$524K
BDN
1124
Brandywine Realty Trust
BDN
$554M
– –
-26,511
Closed -$274K
BHE icon
1125
Benchmark Electronics
BHE
$2.96B
– –
-13,510
Closed -$272K
43 44
45
46 47

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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
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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.