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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
ES icon
251
Eversource Energy
ES
$26.9B
$1.26M 0.1%
14,766
+3,112
+27% +$259K
BRK.B icon
252
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.25M 0.1%
5,542
-21
-0.4% -$4.56K
DRE
253
DELISTED
Duke Realty Corp.
DRE
$1.25M 0.1%
36,157
+11,552
+47% +$399K
MRVL icon
254
Marvell Technology
MRVL
$168B
$1.25M 0.1%
47,033
+36,424
+343% +$923K
SSD icon
255
Simpson Manufacturing
SSD
$7.72B
$1.25M 0.1%
15,572
+272
+2% +$21.2K
UE icon
256
Urban Edge Properties
UE
$2.86B
$1.24M 0.1%
64,700
-18,200
-22% -$368K
RBA icon
257
RB Global
RBA
$20.4B
$1.24M 0.1%
28,801
-47,999
-62% -$2M
GIS icon
258
General Mills
GIS
$19.1B
$1.23M 0.1%
23,037
+11,438
+99% +$603K
NOV icon
259
NOV
NOV
$6.93B
$1.22M 0.1%
48,764
-16,742
-26% -$377K
ELS icon
260
Equity Lifestyle Properties
ELS
$12.6B
$1.22M 0.1%
17,342
+1,382
+9% +$96.1K
NTRS icon
261
Northern Trust
NTRS
$22.4B
$1.22M 0.1%
11,479
-5,587
-33% -$572K
GIB icon
262
CGI
GIB
$15.1B
$1.22M 0.1%
14,536
-3,213
-18% -$259K
MINI
263
DELISTED
Mobile Mini Inc
MINI
$1.22M 0.1%
32,100
+18,200
+131% +$686K
EQIX icon
264
Equinix
EQIX
$101B
$1.21M 0.1%
2,071
+709
+52% +$398K
CHDN icon
265
Churchill Downs
CHDN
$5.88B
$1.21M 0.1%
17,602
+13,202
+300% +$860K
GM icon
266
General Motors
GM
$80.4B
$1.2M 0.1%
32,731
-36,120
-52% -$1.31M
IQV icon
267
IQVIA
IQV
$38.7B
$1.2M 0.1%
7,752
+5,258
+211% +$768K
VEEV icon
268
Veeva Systems
VEEV
$33.1B
$1.2M 0.1%
8,512
-3,274
-28% -$481K
PRMW
269
DELISTED
Primo Water Corporation
PRMW
$1.19M 0.1%
87,000
-13,700
-14% -$179K
ALL icon
270
Allstate
ALL
$68B
$1.19M 0.1%
10,552
-13,928
-57% -$1.52M
EMN icon
271
Eastman Chemical
EMN
$8B
$1.19M 0.1%
14,972
-8,936
-37% -$687K
RS icon
272
Reliance Steel & Aluminium
RS
$20.7B
$1.19M 0.1%
9,894
-24,552
-71% -$2.78M
PLXS icon
273
Plexus
PLXS
$6.72B
$1.18M 0.1%
+15,386
New +$1.12M
UNH icon
274
UnitedHealth
UNH
$376B
$1.18M 0.1%
3,997
-31,826
-89% -$8.33M
DISCK
275
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.18M 0.1%
38,547
-46,514
-55% -$1.3M
9 10
11
12 13

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BDF
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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 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.