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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
DD icon
526
DuPont de Nemours
DD
$18.5B
$738K 0.06%
+9,162
New +$761K
NKE icon
527
Nike
NKE
$61.9B
$736K 0.06%
7,267
-29,237
-80% -$2.76M
HCSG icon
528
Healthcare Services Group
HCSG
$1.6B
$735K 0.06%
+30,219
New +$749K
MLKN icon
529
MillerKnoll
MLKN
$1.53B
$735K 0.06%
17,653
+2,453
+16% +$114K
FLS icon
530
Flowserve
FLS
$9.71B
$734K 0.06%
14,742
+8,874
+151% +$425K
TENB icon
531
Tenable Holdings
TENB
$3.6B
$733K 0.06%
+30,600
New +$745K
TROW icon
532
T. Rowe Price
TROW
$23.9B
$733K 0.06%
6,014
-14,321
-70% -$1.69M
COR
533
DELISTED
Coresite Realty Corporation
COR
$733K 0.06%
6,534
+3,744
+134% +$433K
OC icon
534
Owens Corning
OC
$11.2B
$732K 0.06%
11,235
+1,901
+20% +$122K
MDP
535
DELISTED
Meredith Corporation
MDP
$732K 0.06%
22,559
+10,878
+93% +$387K
GLPI icon
536
Gaming and Leisure Properties
GLPI
$12.7B
$731K 0.06%
16,988
-16,120
-49% -$662K
MPWR icon
537
Monolithic Power Systems
MPWR
$70.1B
$731K 0.06%
4,108
+748
+22% +$119K
AVNT icon
538
Avient
AVNT
$3.33B
$730K 0.06%
19,831
-45,269
-70% -$1.48M
SLG icon
539
SL Green Realty
SLG
$3.76B
$729K 0.06%
8,199
-27,949
-77% -$2.3M
HMSY
540
DELISTED
HMS Holdings Corp.
HMSY
$727K 0.06%
24,576
-9,624
-28% -$295K
MORN icon
541
Morningstar
MORN
$7.22B
$726K 0.06%
+4,800
New +$737K
CIEN icon
542
Ciena
CIEN
$53.4B
$724K 0.06%
16,960
-16,222
-49% -$618K
SF
543
Stifel
SF
$12.6B
$724K 0.06%
26,849
+3,064
+13% +$80.1K
ITT icon
544
ITT
ITT
$17.5B
$722K 0.06%
9,762
+4,363
+81% +$290K
ZION icon
545
Zions Bancorporation
ZION
$10.2B
$722K 0.06%
13,906
-19,507
-58% -$947K
CVE icon
546
Cenovus Energy
CVE
$55.7B
$721K 0.06%
71,000
-6,600
-9% -$59.9K
LYB icon
547
LyondellBasell Industries
LYB
$20B
$721K 0.06%
7,631
+5,072
+198% +$465K
SXT icon
548
Sensient Technologies
SXT
$5.26B
$721K 0.06%
10,904
-2,796
-20% -$179K
EV
549
DELISTED
Eaton Vance Corp.
EV
$720K 0.06%
15,416
-45,384
-75% -$2.1M
B
550
Barrick Mining
B
$61.5B
$718K 0.06%
38,615
+11,820
+44% +$203K
20 21
22
23 24

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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.