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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
MKTX icon
326
MarketAxess Holdings
MKTX
$5.71B
$1.05M 0.09%
2,774
+110
+4% +$40.3K
XHR
327
Xenia Hotels & Resorts
XHR
$1.9B
$1.05M 0.09%
48,600
+26,700
+122% +$564K
INDB icon
328
Independent Bank
INDB
$3.99B
$1.05M 0.09%
12,600
+6,700
+114% +$548K
QLYS icon
329
Qualys
QLYS
$5.1B
$1.05M 0.09%
12,565
-4,266
-25% -$354K
CVSA
330
Covista Inc
CVSA
$4.25B
$1.04M 0.09%
29,786
-2,314
-7% -$79.7K
CWT icon
331
California Water Service
CWT
$3.1B
$1.04M 0.09%
20,200
+3,300
+20% +$172K
MSCI icon
332
MSCI
MSCI
$41.6B
$1.03M 0.08%
4,010
-7,844
-66% -$1.91M
LOPE icon
333
Grand Canyon Education
LOPE
$3.79B
$1.03M 0.08%
10,794
+6,184
+134% +$571K
TERP
334
DELISTED
TerraForm Power, Inc
TERP
$1.03M 0.08%
67,100
+13,200
+24% +$213K
JCI icon
335
Johnson Controls International
JCI
$88.8B
$1.03M 0.08%
25,300
+8,600
+51% +$363K
CNI icon
336
Canadian National Railway
CNI
$76.9B
$1.03M 0.08%
11,365
-20,133
-64% -$1.81M
AWR icon
337
American States Water
AWR
$3.36B
$1.03M 0.08%
11,850
-4,750
-29% -$421K
TRGP icon
338
Targa Resources
TRGP
$58B
$1.02M 0.08%
25,024
+18,338
+274% +$711K
WKC icon
339
World Kinect Corp
WKC
$2.04B
$1.02M 0.08%
23,500
+700
+3% +$29.3K
ARI
340
Apollo Commercial Real Estate
ARI
$867M
$1.02M 0.08%
55,735
-4,260
-7% -$78.6K
LTC
341
LTC Properties
LTC
$2.06B
$1.02M 0.08%
22,754
+4,854
+27% +$233K
HA
342
DELISTED
Hawaiian Holdings, Inc.
HA
$1.02M 0.08%
34,752
-16,337
-32% -$478K
AVB icon
343
AvalonBay Communities
AVB
$26.5B
$1.01M 0.08%
4,841
-1,559
-24% -$334K
KMB icon
344
Kimberly-Clark
KMB
$36.3B
$1.01M 0.08%
7,332
-4,355
-37% -$589K
PHM icon
345
Pultegroup
PHM
$24.1B
$1.01M 0.08%
25,929
-24,165
-48% -$939K
BMY icon
346
Bristol-Myers Squibb
BMY
$133B
$1M 0.08%
15,631
-24,800
-61% -$1.42M
OXY icon
347
Occidental Petroleum
OXY
$56.8B
$1M 0.08%
24,318
-13,642
-36% -$546K
LNC icon
348
Lincoln National
LNC
$8.73B
$997K 0.08%
16,890
+1,676
+11% +$98.6K
H icon
349
Hyatt Hotels
H
$16.4B
$996K 0.08%
11,103
-15,319
-58% -$1.19M
CSL icon
350
Carlisle Companies
CSL
$14.3B
$993K 0.08%
6,135
-4,731
-44% -$729K
12 13
14
15 16

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SCA
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IC
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WFA
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CA
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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.