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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
TXN icon
26
Texas Instruments
TXN
$252B
$5.57M 0.46%
33,920
+26,885
+382% +$4.18M
UAL icon
27
United Airlines
UAL
$39.4B
$5.4M 0.45%
124,949
+82,621
+195% +$3.34M
MCD icon
28
McDonald's
MCD
$192B
$5.37M 0.45%
+25,036
New +$5.44M
LULU icon
29
lululemon athletica
LULU
$13.5B
$5.12M 0.42%
14,702
+5,637
+62% +$1.96M
AMT icon
30
American Tower
AMT
$80.8B
$5.1M 0.42%
22,711
+11,742
+107% +$2.73M
RY icon
31
Royal Bank of Canada
RY
$291B
$5.02M 0.42%
61,197
+42,714
+231% +$3.31M
AMAT icon
32
Applied Materials
AMAT
$403B
$5.02M 0.42%
58,145
+44,168
+316% +$3.26M
FITB
33
Fifth Third Bancorp
FITB
$51.2B
$4.96M 0.41%
180,019
+157,451
+698% +$3.97M
GOOGL icon
34
Alphabet (Google) Class A
GOOGL
$4.36T
$4.86M 0.4%
55,460
+22,220
+67% +$1.87M
KMB icon
35
Kimberly-Clark
KMB
$36.3B
$4.83M 0.4%
35,863
+9,296
+35% +$1.3M
ITW icon
36
Illinois Tool Works
ITW
$82.6B
$4.82M 0.4%
23,661
+9,078
+62% +$1.86M
BMY icon
37
Bristol-Myers Squibb
BMY
$133B
$4.71M 0.39%
75,951
+24,977
+49% +$1.54M
SWK icon
38
Stanley Black & Decker
SWK
$14.3B
$4.71M 0.39%
26,355
+23,646
+873% +$4.19M
CLX icon
39
Clorox
CLX
$11.6B
$4.7M 0.39%
23,253
+9,423
+68% +$1.95M
NOW icon
40
ServiceNow
NOW
$115B
$4.46M 0.37%
40,485
+34,395
+565% +$3.58M
CME icon
41
CME Group
CME
$96.3B
$4.45M 0.37%
24,465
+11,038
+82% +$1.88M
RCL icon
42
Royal Caribbean
RCL
$85.1B
$4.41M 0.37%
+59,092
New +$4.12M
COR icon
43
Cencora
COR
$60.6B
$4.39M 0.36%
44,895
+38,528
+605% +$3.85M
BAC icon
44
Bank of America
BAC
$435B
$4.34M 0.36%
143,162
-115,456
-45% -$3.09M
WCN
45
Waste Connections
WCN
$42.2B
$4.31M 0.36%
42,049
+34,395
+449% +$3.55M
BAX icon
46
Baxter International
BAX
$13.5B
$4.29M 0.36%
53,467
-15,425
-22% -$1.22M
CNC icon
47
Centene
CNC
$30.7B
$4.28M 0.36%
71,307
+51,140
+254% +$3.25M
CHTR icon
48
Charter Communications
CHTR
$17.3B
$4.19M 0.35%
6,330
+4,263
+206% +$2.71M
B
49
Barrick Mining
B
$61.5B
$4.17M 0.35%
182,948
+146,234
+398% +$3.7M
TRI icon
50
Thomson Reuters
TRI
$42.8B
$4.16M 0.35%
48,203
+43,271
+877% +$3.71M
1
2
3 4 5

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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.