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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
CTXS
26
DELISTED
Citrix Systems Inc
CTXS
$4.55M 0.37%
41,077
+17,857
+77% +$1.92M
CAH icon
27
Cardinal Health
CAH
$53.7B
$4.4M 0.36%
86,967
+79,367
+1,044% +$4.1M
MDT icon
28
Medtronic
MDT
$108B
$4.39M 0.36%
38,692
+18,910
+96% +$2.08M
MCD icon
29
McDonald's
MCD
$192B
$4.35M 0.36%
22,007
-650
-3% -$129K
CHD icon
30
Church & Dwight Co
CHD
$23.4B
$4.29M 0.35%
60,932
+7,533
+14% +$535K
ICE icon
31
Intercontinental Exchange
ICE
$84.1B
$4.19M 0.34%
45,255
+35,480
+363% +$3.29M
HIG icon
32
Hartford Financial Services
HIG
$38.4B
$4.18M 0.34%
68,729
+15,158
+28% +$910K
BNS icon
33
Scotiabank
BNS
$106B
$4.17M 0.34%
+73,725
New +$4.19M
IBM icon
34
IBM
IBM
$204B
$4.04M 0.33%
31,544
+26,407
+514% +$3.43M
YUM icon
35
Yum! Brands
YUM
$40.7B
$4M 0.33%
39,743
-31,179
-44% -$3.23M
ELV icon
36
Elevance Health
ELV
$82.1B
$3.98M 0.33%
13,168
-9,750
-43% -$2.68M
EXC icon
37
Exelon
EXC
$48.2B
$3.89M 0.32%
119,623
-2,198
-2% -$71.2K
MSFT icon
38
Microsoft
MSFT
$2.89T
$3.86M 0.32%
24,494
-12,860
-34% -$1.89M
FNF icon
39
Fidelity National Financial
FNF
$14B
$3.86M 0.32%
88,464
+23,522
+36% +$1.04M
ABT icon
40
Abbott
ABT
$182B
$3.84M 0.32%
44,239
+6,349
+17% +$532K
XOM icon
41
ExxonMobil
XOM
$642B
$3.84M 0.32%
55,067
+23,420
+74% +$1.62M
AIG icon
42
American International
AIG
$42B
$3.81M 0.31%
74,181
+1,854
+3% +$98.2K
SYK icon
43
Stryker
SYK
$129B
$3.77M 0.31%
17,971
+10,615
+144% +$2.2M
MSI icon
44
Motorola Solutions
MSI
$70.3B
$3.76M 0.31%
23,311
+2,621
+13% +$432K
STX icon
45
Seagate
STX
$185B
$3.7M 0.3%
62,233
+46,560
+297% +$2.67M
VMW
46
DELISTED
VMware, Inc
VMW
$3.62M 0.3%
23,837
+5,209
+28% +$816K
WM icon
47
Waste Management
WM
$95.5B
$3.61M 0.3%
31,663
-44,546
-58% -$5.03M
FAST icon
48
Fastenal
FAST
$54.7B
$3.58M 0.29%
193,956
+149,054
+332% +$2.66M
DG icon
49
Dollar General
DG
$27.2B
$3.47M 0.28%
22,256
+9,022
+68% +$1.43M
PGR icon
50
Progressive
PGR
$125B
$3.32M 0.27%
45,894
+16,549
+56% +$1.19M
1
2
3 4 5

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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.