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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
BWA icon
101
BorgWarner
BWA
$12.9B
$2.7M 0.22%
79,451
+60,896
+328% +$2.06M
AKAM icon
102
Akamai
AKAM
$17.9B
$2.63M 0.22%
25,084
+21,677
+636% +$2.27M
VFC icon
103
VF Corp
VFC
$5.98B
$2.61M 0.22%
30,585
+12,012
+65% +$960K
MMM icon
104
3M
MMM
$93.4B
$2.61M 0.22%
17,856
-6,957
-28% -$988K
VRSN icon
105
VeriSign
VRSN
$27B
$2.5M 0.21%
11,568
-3,217
-22% -$658K
AIG icon
106
American International
AIG
$42.1B
$2.5M 0.21%
66,084
+32,930
+99% +$1.16M
GLW icon
107
Corning
GLW
$138B
$2.48M 0.21%
68,934
+47,944
+228% +$1.7M
UPS icon
108
United Parcel Service
UPS
$92.7B
$2.48M 0.21%
14,704
+10,104
+220% +$1.71M
MKC icon
109
McCormick & Company Non-Voting
MKC
$14B
$2.47M 0.2%
25,802
+19,914
+338% +$1.88M
CMI icon
110
Cummins
CMI
$88B
$2.46M 0.2%
10,826
+5,639
+109% +$1.27M
MA icon
111
Mastercard
MA
$500B
$2.44M 0.2%
6,840
-8,497
-55% -$2.83M
HD icon
112
Home Depot
HD
$348B
$2.41M 0.2%
9,074
-20,196
-69% -$5.55M
LBRDK icon
113
Liberty Broadband Class C
LBRDK
$5.15B
$2.39M 0.2%
+15,106
New +$2.3M
BR icon
114
Broadridge
BR
$19.5B
$2.38M 0.2%
15,551
+4,198
+37% +$609K
TEL icon
115
TE Connectivity
TEL
$62.8B
$2.38M 0.2%
19,657
+14,457
+278% +$1.59M
CPAY icon
116
Corpay
CPAY
$26B
$2.38M 0.2%
8,704
+5,821
+202% +$1.49M
CE icon
117
Celanese
CE
$4.94B
$2.37M 0.2%
18,218
+12,815
+237% +$1.59M
EBAY icon
118
eBay
EBAY
$48.6B
$2.36M 0.2%
46,881
-38,586
-45% -$1.97M
CCI icon
119
Crown Castle
CCI
$33.8B
$2.35M 0.2%
14,794
+7,893
+114% +$1.28M
BNS icon
120
Scotiabank
BNS
$106B
$2.35M 0.2%
43,509
+24,316
+127% +$1.15M
DFS
121
DELISTED
Discover Financial Services
DFS
$2.3M 0.19%
+25,443
New +$1.9M
G icon
122
Genpact
G
$6.07B
$2.29M 0.19%
55,499
+42,864
+339% +$1.69M
DGX icon
123
Quest Diagnostics
DGX
$25.8B
$2.29M 0.19%
19,214
+12,337
+179% +$1.5M
CNI icon
124
Canadian National Railway
CNI
$76.9B
$2.26M 0.19%
+20,609
New +$2.23M
MTB icon
125
M&T Bank
MTB
$36.8B
$2.19M 0.18%
17,228
-7,599
-31% -$865K
3 4
5
6 7

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SCA
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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.