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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
GS icon
151
Goldman Sachs
GS
$303B
$1.87M 0.15%
+7,075
New +$1.57M
KIM icon
152
Kimco Realty
KIM
$17.1B
$1.86M 0.15%
124,227
+109,227
+728% +$1.45M
BXP icon
153
Boston Properties
BXP
$11.2B
$1.86M 0.15%
19,721
-7,946
-29% -$710K
EQIX icon
154
Equinix
EQIX
$102B
$1.86M 0.15%
2,607
+1,903
+270% +$1.42M
AAPL icon
155
Apple
AAPL
$4.43T
$1.86M 0.15%
14,009
-30,166
-68% -$3.63M
FMC icon
156
FMC
FMC
$1.3B
$1.85M 0.15%
+16,140
New +$1.8M
NNN icon
157
NNN REIT
NNN
$9.03B
$1.84M 0.15%
44,892
-7,991
-15% -$301K
WPM icon
158
Wheaton Precious Metals
WPM
$50.8B
$1.83M 0.15%
43,873
+22,461
+105% +$1M
LRCX icon
159
Lam Research
LRCX
$369B
$1.83M 0.15%
38,750
-30,610
-44% -$1.29M
BNY
160
Bank of New York Mellon
BNY
$106B
$1.83M 0.15%
43,069
-24,850
-37% -$954K
JCI icon
161
Johnson Controls International
JCI
$88.7B
$1.83M 0.15%
39,205
+30,170
+334% +$1.34M
BIIB icon
162
Biogen
BIIB
$29.8B
$1.8M 0.15%
+7,346
New +$1.9M
AFL icon
163
Aflac
AFL
$64.5B
$1.79M 0.15%
40,374
-4,933
-11% -$202K
CBRE icon
164
CBRE Group
CBRE
$43B
$1.79M 0.15%
+28,589
New +$1.62M
OLED icon
165
Universal Display
OLED
$3.67B
$1.78M 0.15%
7,749
+5,035
+186% +$1.08M
CVS icon
166
CVS Health
CVS
$134B
$1.77M 0.15%
25,956
-13,516
-34% -$879K
MKTX icon
167
MarketAxess Holdings
MKTX
$5.71B
$1.77M 0.15%
3,105
+1,148
+59% +$625K
LLY icon
168
Eli Lilly
LLY
$1,000B
$1.77M 0.15%
10,457
-12,544
-55% -$1.87M
CTXS
169
DELISTED
Citrix Systems Inc
CTXS
$1.76M 0.15%
13,561
+9,822
+263% +$1.25M
MAS icon
170
Masco
MAS
$14.7B
$1.75M 0.15%
31,958
-20,694
-39% -$1.14M
RF icon
171
Regions Financial
RF
$26.9B
$1.75M 0.15%
+108,798
New +$1.57M
TDOC icon
172
Teladoc Health
TDOC
$1.21B
$1.75M 0.15%
8,732
+6,009
+221% +$1.22M
DPZ icon
173
Domino's
DPZ
$12.1B
$1.75M 0.14%
4,551
-107
-2% -$42.1K
GRMN
174
Garmin
GRMN
$58.8B
$1.74M 0.14%
14,565
-7,252
-33% -$803K
CHRW icon
175
C.H. Robinson
CHRW
$17.2B
$1.73M 0.14%
18,466
+10,545
+133% +$1.01M
5 6
7
8 9

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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.