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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
LKQ icon
151
LKQ Corp
LKQ
$6.72B
$1.73M 0.14%
48,534
+583
+1% +$19.8K
APH icon
152
Amphenol
APH
$185B
$1.73M 0.14%
63,948
+49,780
+351% +$1.27M
CTRA
153
DELISTED
Coterra Energy
CTRA
$1.72M 0.14%
98,756
-61,586
-38% -$1.07M
CDNS icon
154
Cadence Design Systems
CDNS
$91.8B
$1.72M 0.14%
24,774
-33,923
-58% -$2.27M
MRC
155
DELISTED
MRC Global
MRC
$1.7M 0.14%
124,883
+45,283
+57% +$590K
WRB icon
156
W.R. Berkley
WRB
$28.1B
$1.69M 0.14%
54,954
-24,595
-31% -$759K
OSIS icon
157
OSI Systems
OSIS
$3.53B
$1.68M 0.14%
16,710
-9,190
-35% -$908K
SPGI icon
158
S&P Global
SPGI
$124B
$1.67M 0.14%
6,121
-3,469
-36% -$901K
ATR icon
159
AptarGroup
ATR
$8.69B
$1.66M 0.14%
14,369
-9,758
-40% -$1.11M
A icon
160
Agilent Technologies
A
$39.6B
$1.66M 0.14%
19,435
+11,419
+142% +$899K
MET icon
161
MetLife
MET
$62.4B
$1.66M 0.14%
32,510
-113,825
-78% -$5.49M
TRP icon
162
TC Energy
TRP
$70.1B
$1.63M 0.13%
30,479
+17,144
+129% +$879K
WHR icon
163
Whirlpool
WHR
$2.49B
$1.61M 0.13%
10,944
+7,748
+242% +$1.17M
ETFC
164
DELISTED
E*Trade Financial Corporation
ETFC
$1.61M 0.13%
35,477
-27,776
-44% -$1.19M
FIX icon
165
Comfort Systems
FIX
$53.5B
$1.59M 0.13%
32,000
+9,800
+44% +$477K
FITB
166
Fifth Third Bancorp
FITB
$51.3B
$1.59M 0.13%
51,771
-102,282
-66% -$3M
META icon
167
Meta Platforms (Facebook)
META
$1.49T
$1.59M 0.13%
7,739
-29,882
-79% -$5.79M
WAB icon
168
Wabtec
WAB
$49.3B
$1.58M 0.13%
20,355
+1,822
+10% +$135K
DBX icon
169
Dropbox
DBX
$7.78B
$1.58M 0.13%
88,200
+9,700
+12% +$183K
ADM icon
170
Archer Daniels Midland
ADM
$38.7B
$1.57M 0.13%
33,826
-13,338
-28% -$569K
ROST icon
171
Ross Stores
ROST
$80.8B
$1.57M 0.13%
13,465
-446
-3% -$50.2K
DGX icon
172
Quest Diagnostics
DGX
$26B
$1.57M 0.13%
14,674
+5,026
+52% +$524K
ABBV icon
173
AbbVie
ABBV
$465B
$1.56M 0.13%
17,673
+12,773
+261% +$1.06M
FCFS icon
174
FirstCash
FCFS
$8.77B
$1.56M 0.13%
19,301
-2,499
-11% -$210K
KEYS icon
175
Keysight
KEYS
$50.7B
$1.54M 0.13%
15,047
-4,522
-23% -$463K
5 6
7
8 9

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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.