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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
ORCL icon
1
Oracle
ORCL
$331B
$13.5M 1.11%
255,206
+245,321
+2,482% +$13.5M
TD icon
2
Toronto Dominion Bank
TD
$198B
$12M 0.99%
214,058
+179,177
+514% +$10.2M
RY icon
3
Royal Bank of Canada
RY
$291B
$12M 0.98%
151,593
+126,621
+507% +$10.2M
SCHW
4
Charles Schwab
SCHW
$177B
$8.21M 0.67%
172,709
+117,654
+214% +$5.19M
PFE icon
5
Pfizer
PFE
$140B
$8M 0.66%
215,122
+25,886
+14% +$922K
COST icon
6
Costco
COST
$415B
$7.76M 0.64%
26,406
+7,741
+41% +$2.3M
PEP icon
7
PepsiCo
PEP
$186B
$7.73M 0.63%
56,551
+37,816
+202% +$5.15M
DUK icon
8
Duke Energy
DUK
$102B
$7.65M 0.63%
83,859
+43,692
+109% +$4.01M
PG icon
9
Procter & Gamble
PG
$343B
$7.35M 0.6%
58,868
+41,148
+232% +$5.03M
GILD icon
10
Gilead Sciences
GILD
$161B
$7.19M 0.59%
110,669
-60,432
-35% -$3.94M
BCE icon
11
BCE
BCE
$19.9B
$6.89M 0.57%
148,740
+75,509
+103% +$3.62M
SBUX icon
12
Starbucks
SBUX
$118B
$5.81M 0.48%
66,113
-91,083
-58% -$7.77M
MA icon
13
Mastercard
MA
$477B
$5.79M 0.47%
19,374
+316
+2% +$89.1K
INTU icon
14
Intuit
INTU
$81.1B
$5.51M 0.45%
21,046
+5,037
+31% +$1.32M
ROL icon
15
Rollins
ROL
$18.6B
$5.4M 0.44%
244,424
+102,608
+72% +$2.43M
DRI icon
16
Darden Restaurants
DRI
$22.5B
$5.4M 0.44%
49,514
+39,008
+371% +$4.43M
HSIC icon
17
Henry Schein
HSIC
$9.74B
$5.39M 0.44%
80,859
+42,006
+108% +$2.78M
PEG icon
18
Public Service Enterprise Group
PEG
$39.8B
$5.39M 0.44%
91,368
+53,207
+139% +$3.22M
CME icon
19
CME Group
CME
$92.2B
$5.38M 0.44%
26,815
+17,330
+183% +$3.56M
USB icon
20
US Bancorp
USB
$99.6B
$5.33M 0.44%
89,985
+18,173
+25% +$1.05M
UPS icon
21
United Parcel Service
UPS
$97.6B
$5.3M 0.43%
45,263
+21,811
+93% +$2.58M
DIS icon
22
Walt Disney
DIS
$165B
$5.22M 0.43%
36,121
-18,872
-34% -$2.63M
AIV
23
Aimco
AIV
$380M
$5.05M 0.41%
733,332
+311,915
+74% +$2.2M
EQR icon
24
Equity Residential
EQR
$25.4B
$4.7M 0.39%
58,131
+43,885
+308% +$3.74M
CSX icon
25
CSX Corp
CSX
$98.6B
$4.66M 0.38%
193,335
+176,625
+1,057% +$4.18M
1
2 3 4 5

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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.