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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
PH icon
351
Parker-Hannifin
PH
$135B
$908K 0.08%
3,334
-1,676
-33% -$415K
ETSY icon
352
Etsy
ETSY
$7.55B
$902K 0.07%
5,070
-4,116
-45% -$619K
ALB icon
353
Albemarle
ALB
$14.8B
$900K 0.07%
6,100
-200
-3% -$23.7K
COHR icon
354
Coherent
COHR
$65.4B
$900K 0.07%
11,844
-22,300
-65% -$1.32M
TRV icon
355
Travelers Companies
TRV
$80.5B
$900K 0.07%
6,412
-25,221
-80% -$3.24M
STWD icon
356
Starwood Property Trust
STWD
$5.9B
$897K 0.07%
46,491
+27,039
+139% +$460K
FCN icon
357
FTI Consulting
FCN
$4.17B
$892K 0.07%
7,987
+284
+4% +$30.6K
MFC icon
358
Manulife Financial
MFC
$74B
$888K 0.07%
49,834
+36,661
+278% +$585K
EQR icon
359
Equity Residential
EQR
$25B
$884K 0.07%
14,911
-12,232
-45% -$691K
NEOG icon
360
Neogen
NEOG
$2.46B
$883K 0.07%
22,272
+4,956
+29% +$184K
GOLF icon
361
Acushnet Holdings
GOLF
$5.5B
$880K 0.07%
+21,700
New +$811K
IP icon
362
International Paper
IP
$21.5B
$878K 0.07%
+18,649
New +$834K
CALY
363
Callaway Golf Company
CALY
$3.1B
$878K 0.07%
36,566
+24,567
+205% +$501K
AGNC icon
364
AGNC Investment
AGNC
$12.6B
$877K 0.07%
56,200
+36,593
+187% +$541K
SNA icon
365
Snap-on
SNA
$21.5B
$873K 0.07%
5,100
+1,173
+30% +$196K
CERN
366
DELISTED
Cerner Corp
CERN
$871K 0.07%
11,097
-47,720
-81% -$3.54M
CSGS
367
DELISTED
CSG Systems International
CSGS
$870K 0.07%
19,300
-6,100
-24% -$260K
ORI icon
368
Old Republic International
ORI
$10.5B
$870K 0.07%
44,160
+29,202
+195% +$513K
W icon
369
Wayfair
W
$14.3B
$870K 0.07%
3,853
+848
+28% +$225K
LUMN icon
370
Lumen
LUMN
$6.09B
$865K 0.07%
88,741
+60,469
+214% +$597K
MNRO icon
371
Monro
MNRO
$388M
$863K 0.07%
16,199
-1,161
-7% -$53K
WERN icon
372
Werner Enterprises
WERN
$2.21B
$863K 0.07%
22,015
+5,166
+31% +$210K
MDB icon
373
MongoDB
MDB
$29.8B
$862K 0.07%
2,400
+1,300
+118% +$363K
ADSK icon
374
Autodesk
ADSK
$51.2B
$860K 0.07%
2,815
-3,337
-54% -$879K
BCO icon
375
Brink's
BCO
$4.65B
$854K 0.07%
11,859
+6,568
+124% +$382K
13 14
15
16 17

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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.