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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
+5.63%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.22B
AUM Growth
-$424M
Cap. Flow
-$500M
Cap. Flow %
-40.96%
Top 10 Hldgs %
7.5%
Holding
1,457
New
219
Increased
326
Reduced
684
Closed
227

Top Buys

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$13.5M
2
RY icon
Royal Bank of Canada
RY
+$10.2M
3
TD icon
Toronto Dominion Bank
TD
+$10.2M
4
SCHW
Charles Schwab
SCHW
+$5.19M
5
PEP icon
PepsiCo
PEP
+$5.15M

Top Sells

Rank Stock Value
1
UNH icon
UnitedHealth
UNH
+$8.33M
2
ACN icon
Accenture
ACN
+$7.83M
3
SBUX icon
Starbucks
SBUX
+$7.77M
4
MAR icon
Marriott International
MAR
+$7.2M
5
CTSH icon
Cognizant
CTSH
+$6.59M

Sector Composition

Rank Sector Weight
1 Financials 16.3%
2 Technology 15.36%
3 Industrials 12.27%
4 Healthcare 11.64%
5 Consumer Discretionary 11.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WELL icon
226
Welltower
WELL
$169B
$1.34M 0.11%
16,435
+7,635
+87% +$654K
DLB icon
227
Dolby
DLB
$5.56B
$1.33M 0.11%
19,372
-1,797
-8% -$119K
LII icon
228
Lennox International
LII
$14.4B
$1.33M 0.11%
5,456
+945
+21% +$234K
BBWI icon
229
Bath & Body Works
BBWI
$4.06B
$1.33M 0.11%
90,770
+47,017
+107% +$679K
PFG icon
230
Principal Financial Group
PFG
$24.3B
$1.33M 0.11%
24,122
+7,108
+42% +$389K
ESS icon
231
Essex Property Trust
ESS
$18.3B
$1.33M 0.11%
4,408
+1,073
+32% +$339K
MUSA icon
232
Murphy USA
MUSA
$11.2B
$1.33M 0.11%
11,331
-2,690
-19% -$290K
RLI icon
233
RLI Corp
RLI
$5.62B
$1.32M 0.11%
29,434
+9,834
+50% +$462K
XYL icon
234
Xylem
XYL
$27.3B
$1.32M 0.11%
16,751
+13,008
+348% +$1.01M
ABMD
235
DELISTED
Abiomed Inc
ABMD
$1.32M 0.11%
7,729
-246
-3% -$45.6K
SJM icon
236
J.M. Smucker
SJM
$12.7B
$1.31M 0.11%
12,625
+5,360
+74% +$567K
NEU icon
237
NewMarket
NEU
$7.82B
$1.31M 0.11%
+2,700
New +$1.3M
TEL icon
238
TE Connectivity
TEL
$59.6B
$1.31M 0.11%
13,707
-9,659
-41% -$894K
IRM icon
239
Iron Mountain
IRM
$36.4B
$1.31M 0.11%
41,063
-4,488
-10% -$147K
EXPE icon
240
Expedia Group
EXPE
$35.4B
$1.31M 0.11%
12,085
-20,692
-63% -$2.43M
CMI icon
241
Cummins
CMI
$87.5B
$1.29M 0.11%
7,224
+1,571
+28% +$277K
MRSH
242
Marsh
MRSH
$90.5B
$1.29M 0.11%
11,600
-2,261
-16% -$236K
PRGO icon
243
Perrigo
PRGO
$1.4B
$1.29M 0.11%
25,014
+20,201
+420% +$1.06M
SKYW icon
244
Skywest
SKYW
$4.24B
$1.29M 0.11%
19,900
+7,200
+57% +$439K
IT icon
245
Gartner
IT
$10.1B
$1.28M 0.11%
8,338
+1,222
+17% +$187K
DOX icon
246
Amdocs
DOX
$5.92B
$1.28M 0.1%
17,723
-1,854
-9% -$126K
OKE icon
247
Oneok
OKE
$57.2B
$1.28M 0.1%
16,897
-8,379
-33% -$599K
AMGN icon
248
Amgen
AMGN
$208B
$1.26M 0.1%
5,247
-15,182
-74% -$3.35M
AN icon
249
AutoNation
AN
$7.11B
$1.26M 0.1%
25,885
-49,770
-66% -$2.52M
ITW icon
250
Illinois Tool Works
ITW
$82.6B
$1.26M 0.1%
7,003
-100
-1% -$16.9K
8 9
10
11 12

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
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 2019 Portfolio in Review

As of Q4 2019, AlphaCrest Capital Management held 1,457 positions worth $1.22B, down 26% from $1.64B the previous quarter. Its ten largest holdings account for 7.5% of the portfolio.

AlphaCrest Capital Management withdrew a net $500M in Q4 2019, closing 227 positions and reducing 684 holdings. Its most notable exit was American Express, an estimated $5.75M position sold in full.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 14% a quarter earlier, followed by Technology and Industrials.

Against the trend, AlphaCrest Capital Management opened a new position in Scotiabank worth $4.17M.

  • AlphaCrest Capital Management's largest Q4 2019 buy was Scotiabank: 73,725 shares worth $4.17M.
  • AlphaCrest Capital Management added most to Oracle in Q4 2019, an estimated $13.5M increase.
  • AlphaCrest Capital Management's biggest Q4 2019 reduction was UnitedHealth, cutting an estimated $8.33M.
  • AlphaCrest Capital Management fully exited American Express in Q4 2019, selling an estimated $5.75M.
  • AlphaCrest Capital Management's ten largest holdings make up 7.5% of its $1.22B portfolio in Q4 2019.
  • AlphaCrest Capital Management opened 219 new positions and closed 227 in Q4 2019.
  • AlphaCrest Capital Management's portfolio value fell 26% quarter-over-quarter to $1.22B.

Based on AlphaCrest Capital Management's 13F filing for Q4 2019, filed 12 Feb 2020.