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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
MAC icon
751
Macerich
MAC
$7.33B
$529K 0.04%
19,646
-270
-1% -$7.42K
ASH icon
752
Ashland
ASH
$3.33B
$528K 0.04%
6,897
-9,523
-58% -$723K
KEY icon
753
KeyCorp
KEY
$24.2B
$527K 0.04%
26,045
-50,104
-66% -$945K
RLJ icon
754
RLJ Lodging Trust
RLJ
$1.86B
$527K 0.04%
+29,758
New +$506K
ROP icon
755
Roper Technologies
ROP
$38.8B
$527K 0.04%
1,489
-2,144
-59% -$741K
SAM icon
756
Boston Beer
SAM
$1.91B
$527K 0.04%
+1,396
New +$526K
CBRE icon
757
CBRE Group
CBRE
$42.5B
$526K 0.04%
8,577
-9,950
-54% -$551K
PCRX icon
758
Pacira BioSciences
PCRX
$1.04B
$525K 0.04%
11,599
-14,838
-56% -$630K
ENSG icon
759
The Ensign Group
ENSG
$10.4B
$524K 0.04%
11,556
+1,507
+15% +$63.6K
SLAB icon
760
Silicon Laboratories
SLAB
$7.17B
$524K 0.04%
4,520
+2,014
+80% +$221K
QRVO icon
761
Qorvo
QRVO
$7.99B
$523K 0.04%
+4,500
New +$435K
FICO icon
762
Fair Isaac
FICO
$24.3B
$522K 0.04%
1,392
-508
-27% -$171K
PINC
763
DELISTED
Premier
PINC
$522K 0.04%
13,775
-43,710
-76% -$1.54M
GTN icon
764
Gray Television
GTN
$415M
$520K 0.04%
+24,275
New +$451K
TTD icon
765
Trade Desk
TTD
$8.48B
$520K 0.04%
+20,000
New +$450K
BJRI icon
766
BJ's Restaurants
BJRI
$1.42B
$518K 0.04%
13,646
-21,332
-61% -$818K
SAIL
767
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$517K 0.04%
21,900
+7,800
+55% +$171K
CALM icon
768
Cal-Maine
CALM
$4.12B
$515K 0.04%
12,042
+1,542
+15% +$64.2K
WWW icon
769
Wolverine World Wide
WWW
$1.61B
$513K 0.04%
15,196
-1,293
-8% -$40.3K
GTX icon
770
Garrett Motion
GTX
$5.81B
$512K 0.04%
+51,300
New +$523K
TPH
771
DELISTED
Tri Pointe Homes
TPH
$512K 0.04%
32,879
+2,466
+8% +$38K
LSCC icon
772
Lattice Semiconductor
LSCC
$17.6B
$511K 0.04%
+26,700
New +$513K
PDCO
773
DELISTED
Patterson Companies, Inc.
PDCO
$511K 0.04%
+24,945
New +$472K
DIN icon
774
Dine Brands
DIN
$456M
$510K 0.04%
+6,102
New +$474K
TRN icon
775
Trinity Industries
TRN
$2.49B
$510K 0.04%
+23,047
New +$470K
29 30
31
32 33

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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.