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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
ZBRA icon
776
Zebra Technologies
ZBRA
$14B
$510K 0.04%
1,997
-6,008
-75% -$1.41M
TTC icon
777
Toro Company
TTC
$8.75B
$509K 0.04%
6,394
-19,192
-75% -$1.47M
TYL icon
778
Tyler Technologies
TYL
$12.7B
$507K 0.04%
1,690
-1,930
-53% -$538K
VOYA icon
779
Voya Financial
VOYA
$9.01B
$505K 0.04%
8,277
-10,787
-57% -$609K
VG
780
DELISTED
Vonage Holdings Corporation
VG
$505K 0.04%
68,110
-24,690
-27% -$213K
BLDR icon
781
Builders FirstSource
BLDR
$7.15B
$502K 0.04%
19,749
-69,463
-78% -$1.66M
TRMK icon
782
Trustmark
TRMK
$2.76B
$502K 0.04%
14,537
-2,263
-13% -$78.2K
EBIX
783
DELISTED
Ebix Inc
EBIX
$501K 0.04%
15,008
+10,208
+213% +$377K
AAL icon
784
American Airlines Group
AAL
$10.1B
$500K 0.04%
17,444
+1,381
+9% +$39.4K
RNG icon
785
RingCentral
RNG
$4.66B
$500K 0.04%
2,965
-2,018
-40% -$333K
KLAC icon
786
KLA
KLAC
$239B
$499K 0.04%
28,000
+6,000
+27% +$101K
VYGR icon
787
Voyager Therapeutics
VYGR
$183M
$497K 0.04%
+35,600
New +$517K
VER
788
DELISTED
VEREIT, Inc.
VER
$497K 0.04%
10,756
+3,956
+58% +$190K
APLE icon
789
Apple Hospitality REIT
APLE
$3.9B
$496K 0.04%
30,500
-6,900
-18% -$112K
DPZ icon
790
Domino's
DPZ
$11.5B
$496K 0.04%
1,689
-1,796
-52% -$495K
NYT icon
791
New York Times
NYT
$12.1B
$494K 0.04%
15,367
+6,350
+70% +$197K
CONN
792
DELISTED
Conn's Inc.
CONN
$494K 0.04%
39,906
+16,214
+68% +$340K
PENG
793
Penguin Solutions Inc
PENG
$2.7B
$493K 0.04%
+26,000
New +$403K
HSY icon
794
Hershey
HSY
$35.2B
$491K 0.04%
3,342
-37
-1% -$5.49K
UTHR icon
795
United Therapeutics
UTHR
$25.8B
$491K 0.04%
5,578
-19,552
-78% -$1.72M
MGLN
796
DELISTED
Magellan Health Services, Inc.
MGLN
$491K 0.04%
6,278
-4,222
-40% -$297K
PTC icon
797
PTC
PTC
$15.8B
$490K 0.04%
6,544
-8,175
-56% -$582K
TGTX icon
798
TG Therapeutics
TGTX
$7.96B
$490K 0.04%
+44,100
New +$335K
PDCE
799
DELISTED
PDC Energy, Inc.
PDCE
$489K 0.04%
18,689
-10,445
-36% -$251K
LYV icon
800
Live Nation Entertainment
LYV
$40.6B
$488K 0.04%
6,828
-26,255
-79% -$1.78M
30 31
32
33 34

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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.