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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
PAYX icon
76
Paychex
PAYX
$43.4B
$2.69M 0.22%
31,667
-2,516
-7% -$212K
VZ icon
77
Verizon
VZ
$197B
$2.65M 0.22%
43,247
-7,365
-15% -$444K
CPAY icon
78
Corpay
CPAY
$25.7B
$2.65M 0.22%
+9,194
New +$2.71M
TMO icon
79
Thermo Fisher Scientific
TMO
$214B
$2.61M 0.21%
8,044
+1,599
+25% +$485K
V icon
80
Visa
V
$701B
$2.61M 0.21%
13,908
+1,063
+8% +$192K
UHS icon
81
Universal Health Services
UHS
$10.2B
$2.61M 0.21%
18,178
+6,749
+59% +$962K
EME icon
82
Emcor
EME
$29.9B
$2.56M 0.21%
29,669
+8,833
+42% +$777K
WPC icon
83
W.P. Carey
WPC
$16.6B
$2.54M 0.21%
32,411
+20,631
+175% +$1.73M
AOS icon
84
A.O. Smith
AOS
$8.55B
$2.53M 0.21%
53,201
+10,654
+25% +$517K
TWTR
85
DELISTED
Twitter, Inc.
TWTR
$2.49M 0.2%
77,558
+69,458
+858% +$2.28M
AFL icon
86
Aflac
AFL
$65.5B
$2.44M 0.2%
46,218
-33,826
-42% -$1.8M
CLX icon
87
Clorox
CLX
$12B
$2.41M 0.2%
15,667
-43,228
-73% -$6.46M
T icon
88
AT&T
T
$164B
$2.4M 0.2%
81,352
+71,025
+688% +$2.05M
ORLY icon
89
O'Reilly Automotive
ORLY
$75.1B
$2.4M 0.2%
81,990
+2,385
+3% +$68.2K
PRU icon
90
Prudential Financial
PRU
$42.6B
$2.39M 0.2%
25,495
+17,325
+212% +$1.59M
UAL icon
91
United Airlines
UAL
$38.8B
$2.38M 0.2%
27,063
-24,509
-48% -$2.2M
INCY icon
92
Incyte
INCY
$25.4B
$2.37M 0.19%
27,169
-3,013
-10% -$257K
TSCO icon
93
Tractor Supply
TSCO
$16.3B
$2.36M 0.19%
126,320
-133,640
-51% -$2.54M
GLW icon
94
Corning
GLW
$107B
$2.35M 0.19%
80,861
+37,338
+86% +$1.08M
SPG icon
95
Simon Property Group
SPG
$76.4B
$2.33M 0.19%
15,677
-7,775
-33% -$1.17M
FLIR
96
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$2.3M 0.19%
44,117
+34,417
+355% +$1.82M
UDR icon
97
UDR
UDR
$12.9B
$2.26M 0.19%
48,421
-1,686
-3% -$81K
D icon
98
Dominion Energy
D
$62B
$2.23M 0.18%
26,910
-2,626
-9% -$215K
LH icon
99
Labcorp
LH
$25.2B
$2.23M 0.18%
15,337
+288
+2% +$41.6K
KSU
100
DELISTED
Kansas City Southern
KSU
$2.22M 0.18%
14,516
+8,554
+143% +$1.26M
2 3
4
5 6

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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.