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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
AVY icon
176
Avery Dennison
AVY
$12.8B
$1.53M 0.13%
11,734
-19,571
-63% -$2.47M
AVA icon
177
Avista
AVA
$3.43B
$1.53M 0.13%
31,729
+1,668
+6% +$79.4K
MO icon
178
Altria Group
MO
$125B
$1.52M 0.13%
+30,554
New +$1.44M
NSC icon
179
Norfolk Southern
NSC
$75.4B
$1.52M 0.12%
7,842
-2,802
-26% -$526K
BWA icon
180
BorgWarner
BWA
$12.8B
$1.5M 0.12%
39,368
-11,404
-22% -$418K
BR icon
181
Broadridge
BR
$18.4B
$1.5M 0.12%
12,135
-12,225
-50% -$1.49M
AYI icon
182
Acuity Brands
AYI
$9.99B
$1.5M 0.12%
10,833
+4,509
+71% +$580K
ASB icon
183
Associated Banc-Corp
ASB
$5.8B
$1.49M 0.12%
67,498
+15,932
+31% +$336K
SMG icon
184
ScottsMiracle-Gro
SMG
$4.09B
$1.49M 0.12%
14,014
-4,353
-24% -$445K
TER icon
185
Teradyne
TER
$50B
$1.48M 0.12%
21,702
+1,380
+7% +$87.6K
SHW icon
186
Sherwin-Williams
SHW
$83.5B
$1.48M 0.12%
7,605
+3,681
+94% +$702K
CM icon
187
Canadian Imperial Bank of Commerce
CM
$106B
$1.48M 0.12%
35,454
+5,782
+19% +$245K
CDW icon
188
CDW
CDW
$18.9B
$1.47M 0.12%
10,309
+496
+5% +$65.6K
RJF icon
189
Raymond James Financial
RJF
$33.5B
$1.47M 0.12%
24,666
+5,616
+29% +$324K
MTN icon
190
Vail Resorts
MTN
$5.7B
$1.47M 0.12%
6,129
+2,302
+60% +$545K
LEN icon
191
Lennar Class A
LEN
$20.4B
$1.46M 0.12%
27,078
+17,006
+169% +$970K
WEC icon
192
WEC Energy
WEC
$36.3B
$1.46M 0.12%
15,789
-5,464
-26% -$498K
BCC icon
193
Boise Cascade
BCC
$2.73B
$1.45M 0.12%
39,800
+7,600
+24% +$276K
JBLU icon
194
JetBlue
JBLU
$2.16B
$1.45M 0.12%
77,411
-13,782
-15% -$256K
EEFT icon
195
Euronet Worldwide
EEFT
$3.19B
$1.45M 0.12%
+9,190
New +$1.39M
VRSN icon
196
VeriSign
VRSN
$26.3B
$1.45M 0.12%
7,503
-13,522
-64% -$2.54M
ULTA icon
197
Ulta Beauty
ULTA
$21.8B
$1.44M 0.12%
+5,694
New +$1.39M
TGT icon
198
Target
TGT
$66.3B
$1.44M 0.12%
11,220
-31,663
-74% -$3.72M
WDAY icon
199
Workday
WDAY
$41.5B
$1.43M 0.12%
8,698
+1,847
+27% +$307K
SCS
200
DELISTED
Steelcase
SCS
$1.43M 0.12%
69,692
-6,008
-8% -$111K
6 7
8
9 10

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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.