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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
BKE icon
1126
Buckle
BKE
$2.36B
– –
-12,500
Closed -$255K
BKH icon
1127
Black Hills Corp
BKH
$5.54B
– –
-4,700
Closed -$251K
CAE icon
1128
CAE Inc. Common Shares
CAE
$8.61B
– –
-30,405
Closed -$445K
CATY icon
1129
Cathay General Bancorp
CATY
$4.26B
– –
-12,034
Closed -$261K
CBT icon
1130
Cabot Corp
CBT
$4.52B
– –
-11,394
Closed -$411K
CDP icon
1131
COPT Defense Properties
CDP
$4.22B
– –
-15,832
Closed -$376K
CHGG icon
1132
Chegg
CHGG
$98.4M
– –
-4,731
Closed -$338K
CHWY icon
1133
Chewy
CHWY
$9.59B
– –
-5,300
Closed -$291K
CMCSA icon
1134
Comcast
CMCSA
$89.3B
– –
-13,275
Closed -$614K
CMG icon
1135
Chipotle Mexican Grill
CMG
$42.7B
– –
-32,050
Closed -$797K
CMP icon
1136
Compass Minerals
CMP
$1.08B
– –
-10,842
Closed -$643K
CNO icon
1137
CNO Financial Group
CNO
$5.14B
– –
-13,822
Closed -$222K
COP icon
1138
ConocoPhillips
COP
$142B
– –
-20,653
Closed -$678K
COST icon
1139
Costco
COST
$421B
– –
-9,534
Closed -$3.38M
CRS icon
1140
Carpenter Technology
CRS
$27.7B
– –
-26,300
Closed -$478K
CTRE icon
1141
CareTrust REIT
CTRE
$9.72B
– –
-15,900
Closed -$283K
CW icon
1142
Curtiss-Wright
CW
$26.4B
– –
-2,975
Closed -$277K
CXT icon
1143
Crane NXT
CXT
$3.13B
– –
-14,337
Closed -$250K
DEA
1144
Easterly Government Properties
DEA
$1.18B
– –
-7,640
Closed -$428K
DOMO icon
1145
Domo
DOMO
$179M
– –
-7,200
Closed -$276K
DOW icon
1146
Dow Inc
DOW
$21.9B
– –
-5,517
Closed -$260K
DVA icon
1147
DaVita
DVA
$11.5B
– –
-9,496
Closed -$813K
DVN icon
1148
Devon Energy
DVN
$49.7B
– –
-10,732
Closed -$102K
EAF icon
1149
GrafTech
EAF
$199M
– –
-2,380
Closed -$163K
ENPH icon
1150
Enphase Energy
ENPH
$5.24B
– –
-3,649
Closed -$301K
44 45
46
47 48

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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.