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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
CRM icon
51
Salesforce
CRM
$154B
$3.24M 0.27%
19,897
-1,501
-7% -$235K
HDS
52
DELISTED
HD Supply Holdings, Inc.
HDS
$3.23M 0.26%
80,201
-41,726
-34% -$1.66M
QCOM icon
53
Qualcomm
QCOM
$164B
$3.2M 0.26%
36,315
+29,687
+448% +$2.48M
AVGO icon
54
Broadcom
AVGO
$1.76T
$3.2M 0.26%
101,320
-830
-0.8% -$25.2K
CHKP icon
55
Check Point Software Technologies
CHKP
$14.3B
$3.11M 0.26%
28,062
+1,464
+6% +$165K
XRAY icon
56
Dentsply Sirona
XRAY
$2.84B
$3.11M 0.26%
+54,986
New +$3.07M
BAX icon
57
Baxter International
BAX
$12.8B
$3.09M 0.25%
36,959
+27,799
+303% +$2.3M
SBAC icon
58
SBA Communications
SBAC
$19.8B
$3.09M 0.25%
12,828
-12,958
-50% -$3.07M
AGNC icon
59
AGNC Investment
AGNC
$12.7B
$3.09M 0.25%
174,625
-9,631
-5% -$164K
KMX icon
60
CarMax
KMX
$8.39B
$3.06M 0.25%
34,903
+10,899
+45% +$1.03M
DHI icon
61
D.R. Horton
DHI
$41.2B
$3.05M 0.25%
57,843
+31,518
+120% +$1.68M
PLD icon
62
Prologis
PLD
$136B
$3.03M 0.25%
34,010
+8,910
+35% +$790K
CTSH icon
63
Cognizant
CTSH
$26.5B
$3M 0.25%
48,306
-106,677
-69% -$6.59M
GOOGL icon
64
Alphabet (Google) Class A
GOOGL
$4.12T
$2.99M 0.24%
44,600
+19,660
+79% +$1.27M
DLTR icon
65
Dollar Tree
DLTR
$24.8B
$2.98M 0.24%
31,708
+19,361
+157% +$2.03M
BIIB icon
66
Biogen
BIIB
$30.9B
$2.98M 0.24%
10,032
-5,275
-34% -$1.46M
TXN icon
67
Texas Instruments
TXN
$248B
$2.97M 0.24%
23,170
+9,415
+68% +$1.16M
PNW icon
68
Pinnacle West Capital
PNW
$12.4B
$2.92M 0.24%
32,440
+13,690
+73% +$1.24M
CNP icon
69
CenterPoint Energy
CNP
$28.3B
$2.9M 0.24%
106,145
+12,324
+13% +$335K
CE icon
70
Celanese
CE
$4.82B
$2.87M 0.24%
23,320
+21,500
+1,181% +$2.65M
KO icon
71
Coca-Cola
KO
$383B
$2.86M 0.23%
51,721
-118,062
-70% -$6.35M
UNM icon
72
Unum
UNM
$13.4B
$2.83M 0.23%
97,011
+34,601
+55% +$1.01M
HD icon
73
Home Depot
HD
$337B
$2.81M 0.23%
12,859
-7,016
-35% -$1.59M
SU icon
74
Suncor Energy
SU
$77.7B
$2.74M 0.22%
83,535
+52,079
+166% +$1.63M
CHTR icon
75
Charter Communications
CHTR
$17.3B
$2.69M 0.22%
5,556
-976
-15% -$449K
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.