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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
MDT icon
126
Medtronic
MDT
$110B
$2.19M 0.18%
18,715
+10,857
+138% +$1.2M
AZO icon
127
AutoZone
AZO
$49.4B
$2.19M 0.18%
1,847
+664
+56% +$769K
WM icon
128
Waste Management
WM
$90B
$2.19M 0.18%
18,566
-3,332
-15% -$389K
SHOP icon
129
Shopify
SHOP
$160B
$2.16M 0.18%
19,060
-9,020
-32% -$947K
ACN icon
130
Accenture
ACN
$104B
$2.09M 0.17%
8,004
-2,545
-24% -$610K
CI icon
131
Cigna
CI
$72.4B
$2.09M 0.17%
10,036
-5,430
-35% -$1.06M
BRO icon
132
Brown & Brown
BRO
$23.8B
$2.07M 0.17%
43,692
+23,266
+114% +$1.07M
EXPE icon
133
Expedia Group
EXPE
$37.5B
$2.06M 0.17%
15,552
+12,052
+344% +$1.36M
TD icon
134
Toronto Dominion Bank
TD
$197B
$2.05M 0.17%
36,375
-29,798
-45% -$1.51M
SHW icon
135
Sherwin-Williams
SHW
$87.8B
$2.03M 0.17%
8,298
+2,919
+54% +$692K
ADI icon
136
Analog Devices
ADI
$185B
$2.03M 0.17%
13,754
-11,030
-45% -$1.46M
NSC icon
137
Norfolk Southern
NSC
$76.7B
$1.98M 0.16%
8,331
+4,593
+123% +$1.05M
VMW
138
DELISTED
VMware, Inc
VMW
$1.98M 0.16%
14,092
+6,159
+78% +$882K
NEM icon
139
Newmont
NEM
$103B
$1.97M 0.16%
32,886
+17,539
+114% +$1.08M
BMO icon
140
Bank of Montreal
BMO
$126B
$1.95M 0.16%
25,674
-18,484
-42% -$1.27M
REGN icon
141
Regeneron Pharmaceuticals
REGN
$78.3B
$1.93M 0.16%
3,986
+2,272
+133% +$1.23M
AOS icon
142
A.O. Smith
AOS
$8.61B
$1.92M 0.16%
35,037
+14,490
+71% +$799K
INCY icon
143
Incyte
INCY
$24.4B
$1.92M 0.16%
22,085
+11,504
+109% +$995K
NKE icon
144
Nike
NKE
$61.6B
$1.91M 0.16%
13,521
+3,578
+36% +$474K
DHI icon
145
D.R. Horton
DHI
$42.1B
$1.91M 0.16%
+27,708
New +$2.02M
AMGN icon
146
Amgen
AMGN
$210B
$1.91M 0.16%
8,300
+6,879
+484% +$1.59M
CHD icon
147
Church & Dwight Co
CHD
$24.4B
$1.9M 0.16%
21,822
+13,141
+151% +$1.16M
LYV icon
148
Live Nation Entertainment
LYV
$42.8B
$1.88M 0.16%
25,633
+19,111
+293% +$1.21M
HLT icon
149
Hilton Worldwide
HLT
$70.2B
$1.88M 0.16%
16,860
-30,524
-64% -$3.02M
ACGL icon
150
Arch Capital
ACGL
$33.9B
$1.87M 0.16%
51,815
-13,121
-20% -$431K
4 5
6
7 8

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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.