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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
OMC icon
276
Omnicom Group
OMC
$21.6B
$1.17M 0.1%
14,489
-6,291
-30% -$493K
ENV
277
DELISTED
ENVESTNET, INC.
ENV
$1.17M 0.1%
16,829
+6,529
+63% +$424K
MNST icon
278
Monster Beverage
MNST
$94.3B
$1.17M 0.1%
36,814
+9,052
+33% +$266K
G icon
279
Genpact
G
$5.96B
$1.17M 0.1%
27,726
-2,818
-9% -$113K
DE icon
280
Deere & Co
DE
$160B
$1.16M 0.1%
+6,704
New +$1.15M
LNG icon
281
Cheniere Energy
LNG
$55.2B
$1.16M 0.1%
19,035
+8,903
+88% +$548K
DNOW icon
282
DNOW Inc
DNOW
$2.58B
$1.16M 0.1%
103,227
+38,327
+59% +$428K
AMP icon
283
Ameriprise Financial
AMP
$48.3B
$1.15M 0.09%
6,928
+4,628
+201% +$717K
PPG icon
284
PPG Industries
PPG
$24.6B
$1.15M 0.09%
8,621
-7,812
-48% -$990K
AAPL icon
285
Apple
AAPL
$4.54T
$1.15M 0.09%
15,616
-9,984
-39% -$642K
CXT icon
286
Crane NXT
CXT
$2.99B
$1.14M 0.09%
38,066
-18,725
-33% -$533K
GPMT
287
Granite Point Mortgage Trust
GPMT
$69M
$1.14M 0.09%
61,900
-5,500
-8% -$101K
CAG icon
288
Conagra Brands
CAG
$6.94B
$1.13M 0.09%
+33,000
New +$956K
EXLS icon
289
EXL Service
EXLS
$5.14B
$1.13M 0.09%
81,105
+63,105
+351% +$863K
GPC icon
290
Genuine Parts
GPC
$17.1B
$1.13M 0.09%
10,590
-1,856
-15% -$191K
LSI
291
DELISTED
Life Storage, Inc.
LSI
$1.12M 0.09%
15,500
+7,550
+95% +$540K
DVA icon
292
DaVita
DVA
$15.4B
$1.12M 0.09%
14,889
-20,939
-58% -$1.39M
ALK icon
293
Alaska Air
ALK
$5.29B
$1.12M 0.09%
16,474
+5,741
+53% +$392K
CMA
294
DELISTED
Comerica
CMA
$1.11M 0.09%
15,544
-29,796
-66% -$2.05M
BXMT icon
295
Blackstone Mortgage Trust
BXMT
$2.45B
$1.11M 0.09%
29,734
+15,465
+108% +$563K
ETR icon
296
Entergy
ETR
$50.2B
$1.11M 0.09%
18,482
+12,962
+235% +$764K
SWX icon
297
Southwest Gas
SWX
$6.47B
$1.11M 0.09%
14,560
+3,160
+28% +$257K
VIAV icon
298
Viavi Solutions
VIAV
$9.12B
$1.11M 0.09%
73,718
-50,836
-41% -$761K
INTC icon
299
Intel
INTC
$455B
$1.1M 0.09%
18,459
-59,670
-76% -$3.34M
CCK icon
300
Crown Holdings
CCK
$12.8B
$1.1M 0.09%
+15,213
New +$1.08M
10 11
12
13 14

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.