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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
SYY icon
126
Sysco
SYY
$40.8B
$1.9M 0.16%
22,183
-2,559
-10% -$207K
SC
127
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.89M 0.15%
80,729
-27,947
-26% -$679K
NEE icon
128
NextEra Energy
NEE
$185B
$1.88M 0.15%
31,120
+16,292
+110% +$951K
RPM icon
129
RPM International
RPM
$13.8B
$1.88M 0.15%
24,522
+15,907
+185% +$1.15M
WPM icon
130
Wheaton Precious Metals
WPM
$49.7B
$1.87M 0.15%
62,956
+18,521
+42% +$506K
HCA icon
131
HCA Healthcare
HCA
$88.4B
$1.85M 0.15%
12,552
-20,967
-63% -$2.82M
DAL icon
132
Delta Air Lines
DAL
$56.7B
$1.84M 0.15%
31,396
-40,379
-56% -$2.26M
PSA icon
133
Public Storage
PSA
$61.5B
$1.83M 0.15%
8,600
-8,908
-51% -$1.98M
ACGL icon
134
Arch Capital
ACGL
$35.7B
$1.83M 0.15%
+42,671
New +$1.77M
EBAY icon
135
eBay
EBAY
$51.2B
$1.82M 0.15%
50,537
-16,774
-25% -$608K
WOR icon
136
Worthington Enterprises
WOR
$2.74B
$1.82M 0.15%
70,030
+17,315
+33% +$407K
HUM icon
137
Humana
HUM
$43.9B
$1.8M 0.15%
4,906
-18,772
-79% -$5.95M
TU icon
138
Telus
TU
$17.4B
$1.79M 0.15%
92,658
-77,834
-46% -$1.44M
EXR icon
139
Extra Space Storage
EXR
$32.3B
$1.78M 0.15%
16,829
+4,265
+34% +$465K
COR icon
140
Cencora
COR
$62B
$1.77M 0.15%
20,851
-14,864
-42% -$1.27M
O icon
141
Realty Income
O
$61.1B
$1.77M 0.15%
24,789
+7,720
+45% +$575K
PAG icon
142
Penske Automotive Group
PAG
$14.7B
$1.76M 0.14%
35,139
-34,061
-49% -$1.68M
FHI icon
143
Federated Hermes
FHI
$4.56B
$1.76M 0.14%
54,098
-46
-0.1% -$1.5K
STT icon
144
State Street
STT
$48.4B
$1.76M 0.14%
22,280
+11,780
+112% +$829K
AME icon
145
Ametek
AME
$53.9B
$1.76M 0.14%
17,627
-2,994
-15% -$284K
BNY
146
Bank of New York Mellon
BNY
$103B
$1.76M 0.14%
34,920
-5,495
-14% -$262K
DISH
147
DELISTED
DISH Network Corp.
DISH
$1.74M 0.14%
49,145
+23,354
+91% +$809K
BALL icon
148
Ball Corp
BALL
$17.5B
$1.74M 0.14%
26,928
+11,907
+79% +$807K
CL icon
149
Colgate-Palmolive
CL
$74.8B
$1.74M 0.14%
25,253
-28,974
-53% -$1.98M
GWRE icon
150
Guidewire Software
GWRE
$13.9B
$1.73M 0.14%
+15,795
New +$1.77M
4 5
6
7 8

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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.