We are live on ! Find out more
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
AZO icon
101
AutoZone
AZO
$51.3B
$2.18M 0.18%
1,831
+661
+56% +$763K
GRMN
102
Garmin
GRMN
$56.9B
$2.13M 0.18%
21,877
+8,882
+68% +$828K
MDU icon
103
MDU Resources
MDU
$4.18B
$2.11M 0.17%
186,948
+21,171
+13% +$231K
XLNX
104
DELISTED
Xilinx Inc
XLNX
$2.11M 0.17%
21,565
-33,175
-61% -$3.12M
AWK icon
105
American Water Works
AWK
$27B
$2.09M 0.17%
17,047
-8,679
-34% -$1.05M
WMB icon
106
Williams Companies
WMB
$85.8B
$2.09M 0.17%
88,175
-133,779
-60% -$3.06M
STZ icon
107
Constellation Brands
STZ
$22.5B
$2.08M 0.17%
10,950
+8,710
+389% +$1.64M
TJX icon
108
TJX Companies
TJX
$179B
$2.06M 0.17%
33,768
-10,105
-23% -$597K
STLD icon
109
Steel Dynamics
STLD
$36.4B
$2.06M 0.17%
60,392
+43,853
+265% +$1.4M
EW icon
110
Edwards Lifesciences
EW
$49.4B
$2.03M 0.17%
26,121
+13,521
+107% +$1.06M
NI icon
111
NiSource
NI
$21.5B
$2.02M 0.17%
72,746
-34,645
-32% -$950K
AEM icon
112
Agnico Eagle Mines
AEM
$72.2B
$2.02M 0.17%
32,842
-2,226
-6% -$129K
MTB icon
113
M&T Bank
MTB
$36.3B
$2M 0.16%
11,803
-6,886
-37% -$1.12M
VTR icon
114
Ventas
VTR
$47.5B
$1.99M 0.16%
34,494
+28,731
+499% +$1.8M
ALLY icon
115
Ally Financial
ALLY
$13.1B
$1.99M 0.16%
65,104
-22,296
-26% -$696K
BMO icon
116
Bank of Montreal
BMO
$123B
$1.99M 0.16%
25,662
+4,045
+19% +$304K
NLSN
117
DELISTED
Nielsen Holdings plc
NLSN
$1.99M 0.16%
97,914
+48,052
+96% +$977K
LOW icon
118
Lowe's Companies
LOW
$121B
$1.99M 0.16%
16,578
-41,349
-71% -$4.73M
SJR
119
DELISTED
Shaw Communications Inc.
SJR
$1.98M 0.16%
97,431
+18,906
+24% +$381K
AKAM icon
120
Akamai
AKAM
$15.6B
$1.98M 0.16%
22,870
+15,026
+192% +$1.31M
SPR
121
DELISTED
Spirit AeroSystems
SPR
$1.94M 0.16%
26,623
+2,803
+12% +$231K
FFIV icon
122
F5
FFIV
$22B
$1.94M 0.16%
13,858
+6,733
+94% +$948K
HES
123
DELISTED
Hess
HES
$1.92M 0.16%
28,767
+3,325
+13% +$218K
DINO icon
124
HF Sinclair
DINO
$16.2B
$1.92M 0.16%
37,857
+8,063
+27% +$427K
CPRT icon
125
Copart
CPRT
$28.5B
$1.92M 0.16%
84,420
-52,192
-38% -$1.11M
3 4
5
6 7

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
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.