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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
DEA
301
Easterly Government Properties
DEA
$1.13B
$1.1M 0.09%
18,560
-2,880
-13% -$163K
MHK icon
302
Mohawk Industries
MHK
$7.5B
$1.1M 0.09%
8,064
-2,221
-22% -$302K
SNBR
303
DELISTED
Sleep Number
SNBR
$1.1M 0.09%
22,293
-17,492
-44% -$831K
CHRW icon
304
C.H. Robinson
CHRW
$17.4B
$1.1M 0.09%
14,027
-2,707
-16% -$216K
SNX icon
305
TD Synnex
SNX
$20.4B
$1.1M 0.09%
17,040
+9,640
+130% +$582K
ANET icon
306
Arista Networks
ANET
$227B
$1.1M 0.09%
86,176
+47,760
+124% +$628K
DOV icon
307
Dover
DOV
$27.6B
$1.1M 0.09%
9,508
-1,054
-10% -$113K
STRA icon
308
Strategic Education
STRA
$1.85B
$1.1M 0.09%
+6,900
New +$958K
NTAP icon
309
NetApp
NTAP
$35B
$1.09M 0.09%
17,596
-49,143
-74% -$2.87M
CSCO icon
310
Cisco
CSCO
$457B
$1.09M 0.09%
22,763
-73,178
-76% -$3.4M
SNPS icon
311
Synopsys
SNPS
$74.4B
$1.09M 0.09%
7,835
-4,967
-39% -$681K
JAZZ icon
312
Jazz Pharmaceuticals
JAZZ
$15.9B
$1.09M 0.09%
7,286
-10,260
-58% -$1.4M
NFLX icon
313
Netflix
NFLX
$299B
$1.09M 0.09%
33,570
-87,900
-72% -$2.61M
LM
314
DELISTED
Legg Mason, Inc.
LM
$1.08M 0.09%
30,109
+23,760
+374% +$882K
CFG icon
315
Citizens Financial Group
CFG
$30.3B
$1.07M 0.09%
26,422
-50,457
-66% -$1.89M
FCPT icon
316
Four Corners Property Trust
FCPT
$2.81B
$1.07M 0.09%
38,000
+3,700
+11% +$103K
MTD icon
317
Mettler-Toledo International
MTD
$28.6B
$1.07M 0.09%
1,347
-122
-8% -$88.1K
VSAT icon
318
Viasat
VSAT
$10.6B
$1.07M 0.09%
14,584
-158
-1% -$11.3K
PRSP
319
DELISTED
Perspecta Inc. Common Stock
PRSP
$1.07M 0.09%
40,300
-74,400
-65% -$1.98M
TT icon
320
Trane Technologies
TT
$101B
$1.06M 0.09%
8,016
-7,440
-48% -$943K
BEN icon
321
Franklin Resources
BEN
$17.6B
$1.06M 0.09%
40,950
+16,281
+66% +$442K
ODFL icon
322
Old Dominion Freight Line
ODFL
$44.1B
$1.06M 0.09%
16,821
-2,673
-14% -$164K
CB icon
323
Chubb
CB
$135B
$1.06M 0.09%
6,829
+4,683
+218% +$717K
HE icon
324
Hawaiian Electric Industries
HE
$2.23B
$1.06M 0.09%
+22,561
New +$1.01M
NTCT icon
325
NETSCOUT
NTCT
$2.96B
$1.05M 0.09%
43,803
-36,478
-45% -$862K
11 12
13
14 15

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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.