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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
HRB icon
376
H&R Block
HRB
$5.58B
$943K 0.08%
40,172
+21,421
+114% +$514K
RH icon
377
RH
RH
$3.13B
$942K 0.08%
4,412
-5,785
-57% -$1.13M
LRCX icon
378
Lam Research
LRCX
$367B
$941K 0.08%
32,180
-27,850
-46% -$740K
BFH icon
379
Bread Financial
BFH
$4.37B
$940K 0.08%
10,498
-6,535
-38% -$577K
LEG icon
380
Leggett & Platt
LEG
$1.34B
$940K 0.08%
18,491
-16,855
-48% -$826K
BRC icon
381
Brady Corp
BRC
$4.44B
$939K 0.08%
16,404
-2,596
-14% -$146K
BAC icon
382
Bank of America
BAC
$435B
$938K 0.08%
26,645
-4,107
-13% -$133K
HPE icon
383
Hewlett Packard
HPE
$63.4B
$936K 0.08%
59,000
-59,600
-50% -$952K
WSM icon
384
Williams-Sonoma
WSM
$26.9B
$936K 0.08%
25,478
+4,850
+24% +$168K
LITE icon
385
Lumentum
LITE
$55.5B
$935K 0.08%
+11,788
New +$772K
ADSK icon
386
Autodesk
ADSK
$49.5B
$933K 0.08%
5,088
-9,871
-66% -$1.6M
PEB icon
387
Pebblebrook Hotel Trust
PEB
$2.15B
$933K 0.08%
34,803
+6,813
+24% +$180K
ACC
388
DELISTED
American Campus Communities, Inc.
ACC
$932K 0.08%
19,827
-438
-2% -$21K
HTH icon
389
Hilltop Holdings
HTH
$2.26B
$931K 0.08%
37,342
-17,558
-32% -$429K
PBA icon
390
Pembina Pipeline
PBA
$28.4B
$931K 0.08%
25,110
+12,079
+93% +$432K
TRMB icon
391
Trimble
TRMB
$13.2B
$929K 0.08%
22,292
-13,740
-38% -$547K
ACN icon
392
Accenture
ACN
$102B
$927K 0.08%
4,400
-40,149
-90% -$7.83M
CLH icon
393
Clean Harbors
CLH
$16.5B
$927K 0.08%
10,811
+1,309
+14% +$106K
RHI icon
394
Robert Half
RHI
$3.87B
$926K 0.08%
14,670
-25,851
-64% -$1.5M
PFPT
395
DELISTED
Proofpoint, Inc.
PFPT
$926K 0.08%
8,071
-461
-5% -$55K
DNKN
396
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$925K 0.08%
12,240
-5,461
-31% -$413K
CLGX
397
DELISTED
Corelogic, Inc.
CLGX
$924K 0.08%
21,139
-7,092
-25% -$302K
JJSF icon
398
J&J Snack Foods
JJSF
$1.43B
$922K 0.08%
5,004
-9,396
-65% -$1.77M
POR icon
399
Portland General Electric
POR
$5.8B
$921K 0.08%
16,504
-2,662
-14% -$149K
STAA icon
400
STAAR Surgical
STAA
$1.21B
$921K 0.08%
26,187
-2,313
-8% -$76.3K
14 15
16
17 18

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RHBC
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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.