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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
LKQ icon
76
LKQ Corp
LKQ
$6.02B
$3.3M 0.27%
93,744
-24,310
-21% -$831K
SYY icon
77
Sysco
SYY
$39.8B
$3.27M 0.27%
44,072
+39,750
+920% +$2.73M
ADP icon
78
Automatic Data Processing
ADP
$107B
$3.27M 0.27%
18,567
+7,636
+70% +$1.25M
APD icon
79
Air Products & Chemicals
APD
$65.7B
$3.26M 0.27%
11,917
+7,263
+156% +$2.05M
TGT icon
80
Target
TGT
$67.9B
$3.23M 0.27%
18,310
+16,610
+977% +$2.77M
ADBE icon
81
Adobe
ADBE
$101B
$3.21M 0.27%
6,411
+4,090
+176% +$1.98M
PG icon
82
Procter & Gamble
PG
$341B
$3.19M 0.26%
22,929
+11,160
+95% +$1.56M
TROW icon
83
T. Rowe Price
TROW
$24.2B
$3.16M 0.26%
20,891
-20,569
-50% -$2.94M
NFLX icon
84
Netflix
NFLX
$304B
$3.16M 0.26%
58,360
-1,980
-3% -$100K
HIG icon
85
Hartford Financial Services
HIG
$38.9B
$3.13M 0.26%
63,886
+15,779
+33% +$681K
MRSH
86
Marsh
MRSH
$90.8B
$3.12M 0.26%
26,641
+9,362
+54% +$1.06M
EXPD icon
87
Expeditors International
EXPD
$23.1B
$3.11M 0.26%
32,656
+25,789
+376% +$2.35M
ORLY icon
88
O'Reilly Automotive
ORLY
$74B
$3M 0.25%
99,465
+30,630
+44% +$925K
NTRS icon
89
Northern Trust
NTRS
$33.6B
$2.98M 0.25%
32,022
+18,991
+146% +$1.68M
ABT icon
90
Abbott
ABT
$183B
$2.96M 0.25%
27,048
+17,589
+186% +$1.91M
SBUX icon
91
Starbucks
SBUX
$119B
$2.94M 0.24%
27,472
+4,424
+19% +$422K
PRU icon
92
Prudential Financial
PRU
$42.8B
$2.94M 0.24%
37,591
+25,403
+208% +$1.84M
RCI icon
93
Rogers Communications
RCI
$18.2B
$2.93M 0.24%
62,843
+14,662
+30% +$649K
RHI icon
94
Robert Half
RHI
$4.03B
$2.92M 0.24%
46,796
+2,034
+5% +$121K
C icon
95
Citigroup
C
$231B
$2.89M 0.24%
46,882
-562
-1% -$28.6K
SJR
96
DELISTED
Shaw Communications Inc.
SJR
$2.89M 0.24%
164,513
+94,507
+135% +$1.67M
SBAC icon
97
SBA Communications
SBAC
$19.6B
$2.84M 0.24%
10,055
+6,134
+156% +$1.8M
BMRN icon
98
BioMarin Pharmaceuticals
BMRN
$11.7B
$2.81M 0.23%
32,104
+16,017
+100% +$1.27M
DLR icon
99
Digital Realty Trust
DLR
$71.7B
$2.75M 0.23%
19,746
+17,481
+772% +$2.5M
MRK icon
100
Merck
MRK
$316B
$2.71M 0.22%
34,701
+10,889
+46% +$833K
2 3
4
5 6

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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.