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
VRSK icon
201
Verisk Analytics
VRSK
$27.9B
$1.43M 0.12%
9,546
+3,588
+60% +$532K
ALGN icon
202
Align Technology
ALGN
$12.9B
$1.43M 0.12%
5,106
-9,342
-65% -$2.33M
IFF icon
203
International Flavors & Fragrances
IFF
$20.3B
$1.43M 0.12%
11,041
+3,841
+53% +$491K
EPAC icon
204
Enerpac Tool Group
EPAC
$1.86B
$1.41M 0.12%
54,129
+43,729
+420% +$1.07M
WFC icon
205
Wells Fargo
WFC
$254B
$1.41M 0.12%
26,167
-23,033
-47% -$1.21M
NBIX icon
206
Neurocrine Biosciences
NBIX
$18.2B
$1.41M 0.12%
13,073
-398
-3% -$41.7K
RSG icon
207
Republic Services
RSG
$67.4B
$1.4M 0.12%
15,654
-36,212
-70% -$3.17M
FAF icon
208
First American
FAF
$7.98B
$1.4M 0.11%
23,929
+1,280
+6% +$78.2K
LUV icon
209
Southwest Airlines
LUV
$21.7B
$1.39M 0.11%
25,793
-19,038
-42% -$1.06M
RP
210
DELISTED
RealPage, Inc.
RP
$1.39M 0.11%
25,884
+18,473
+249% +$1.05M
CMC icon
211
Commercial Metals
CMC
$7.53B
$1.39M 0.11%
62,387
-53,551
-46% -$1.08M
DXCM icon
212
DexCom
DXCM
$29B
$1.38M 0.11%
25,220
-13,008
-34% -$617K
GDDY icon
213
GoDaddy
GDDY
$13.9B
$1.38M 0.11%
20,303
+15,403
+314% +$1.02M
SYF icon
214
Synchrony
SYF
$24.4B
$1.37M 0.11%
38,094
+18,494
+94% +$662K
THRM icon
215
Gentherm
THRM
$1.32B
$1.37M 0.11%
30,913
-11,887
-28% -$506K
WSO icon
216
Watsco Inc
WSO
$13.2B
$1.37M 0.11%
7,617
+822
+12% +$145K
FTNT icon
217
Fortinet
FTNT
$112B
$1.37M 0.11%
64,050
-131,155
-67% -$2.47M
NTUS
218
DELISTED
Natus Medical Inc
NTUS
$1.36M 0.11%
41,327
+16,327
+65% +$523K
VLO icon
219
Valero Energy
VLO
$89.5B
$1.36M 0.11%
14,530
+7,209
+98% +$681K
MANT
220
DELISTED
Mantech International Corp
MANT
$1.36M 0.11%
17,000
+400
+2% +$30K
HST icon
221
Host Hotels & Resorts
HST
$17.5B
$1.35M 0.11%
72,744
-43,949
-38% -$760K
OMCL icon
222
Omnicell
OMCL
$1.88B
$1.35M 0.11%
+16,498
New +$1.27M
CVS icon
223
CVS Health
CVS
$135B
$1.34M 0.11%
18,097
-36,607
-67% -$2.57M
HLF icon
224
Herbalife
HLF
$1.3B
$1.34M 0.11%
28,204
+12,289
+77% +$532K
REG icon
225
Regency Centers
REG
$14.9B
$1.34M 0.11%
21,305
+13,823
+185% +$908K
7 8
9
10 11

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.