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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
MKL icon
576
Markel Group
MKL
$23.3B
$690K 0.06%
604
+204
+51% +$232K
BRO icon
577
Brown & Brown
BRO
$23.6B
$688K 0.06%
17,426
-14,533
-45% -$546K
EHC icon
578
Encompass Health
EHC
$11B
$687K 0.06%
12,468
-6,196
-33% -$336K
ECHO
579
EchoStar
ECHO
$24.4B
$687K 0.06%
15,864
-16,036
-50% -$644K
HNI icon
580
HNI Corp
HNI
$3.24B
$686K 0.06%
+18,300
New +$699K
AMAT icon
581
Applied Materials
AMAT
$403B
$685K 0.06%
11,224
-38,076
-77% -$2.14M
WK icon
582
Workiva
WK
$3.36B
$685K 0.06%
16,300
-16,100
-50% -$678K
SUI icon
583
Sun Communities
SUI
$15.2B
$684K 0.06%
4,560
+3,020
+196% +$470K
TRI icon
584
Thomson Reuters
TRI
$42.8B
$684K 0.06%
9,067
-50,531
-85% -$3.68M
AKR icon
585
Acadia Realty Trust
AKR
$3.09B
$683K 0.06%
26,329
-8,271
-24% -$227K
MIDD icon
586
Middleby
MIDD
$6.04B
$683K 0.06%
6,240
-4,527
-42% -$519K
CLR
587
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$682K 0.06%
19,887
+7,837
+65% +$243K
VMC icon
588
Vulcan Materials
VMC
$34.8B
$681K 0.06%
4,730
+3,303
+231% +$473K
AVLR
589
DELISTED
Avalara, Inc.
AVLR
$681K 0.06%
9,300
-9,700
-51% -$705K
NDSN icon
590
Nordson
NDSN
$16.6B
$679K 0.06%
4,170
-1,428
-26% -$226K
IP icon
591
International Paper
IP
$21.6B
$674K 0.06%
15,449
-21,873
-59% -$918K
PTLA
592
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$673K 0.06%
28,186
+74
+0.3% +$2.04K
CATY icon
593
Cathay General Bancorp
CATY
$4.22B
$672K 0.06%
17,667
-2,333
-12% -$85.3K
PM icon
594
Philip Morris
PM
$297B
$672K 0.06%
+7,898
New +$651K
ISRG icon
595
Intuitive Surgical
ISRG
$127B
$666K 0.05%
+3,378
New +$632K
RMD icon
596
ResMed
RMD
$30.6B
$666K 0.05%
4,296
-1,937
-31% -$279K
LAUR icon
597
Laureate Education
LAUR
$5.28B
$664K 0.05%
37,728
+12,928
+52% +$213K
EVRI
598
DELISTED
Everi Holdings
EVRI
$663K 0.05%
+49,400
New +$564K
HTLD icon
599
Heartland Express
HTLD
$948M
$662K 0.05%
31,469
-39,131
-55% -$839K
PPC icon
600
Pilgrim's Pride
PPC
$6.51B
$660K 0.05%
20,169
-21,493
-52% -$669K
22 23
24
25 26

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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.