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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
SPXC icon
801
SPX Corp
SPXC
$11B
$488K 0.04%
+9,600
New +$439K
VSH icon
802
Vishay Intertechnology
VSH
$5.25B
$488K 0.04%
22,912
-30,566
-57% -$593K
BCPC
803
Balchem Corp
BCPC
$5.38B
$488K 0.04%
4,800
+900
+23% +$90.8K
HOMB icon
804
Home BancShares
HOMB
$6.23B
$487K 0.04%
24,758
-4,342
-15% -$81.9K
SITC icon
805
SITE Centers
SITC
$225M
$487K 0.04%
+44,505
New +$507K
WDC icon
806
Western Digital
WDC
$188B
$486K 0.04%
10,132
-39,529
-80% -$1.65M
GRUB
807
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$486K 0.04%
5,000
-6,904
-58% -$632K
CPRI icon
808
Capri Holdings
CPRI
$1.83B
$485K 0.04%
12,700
-1,100
-8% -$38K
APA icon
809
APA Corp
APA
$13.2B
$484K 0.04%
18,903
+7,790
+70% +$176K
COO icon
810
Cooper Companies
COO
$14.1B
$483K 0.04%
6,016
-15,976
-73% -$1.2M
STL
811
DELISTED
Sterling Bancorp
STL
$482K 0.04%
+22,863
New +$466K
PI icon
812
Impinj
PI
$4.62B
$481K 0.04%
+18,600
New +$578K
HOLX
813
DELISTED
Hologic
HOLX
$480K 0.04%
9,192
-37,053
-80% -$1.84M
RGLD icon
814
Royal Gold
RGLD
$16.8B
$478K 0.04%
3,913
-7,085
-64% -$838K
AZPN
815
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$478K 0.04%
3,949
-12,332
-76% -$1.49M
BRKR icon
816
Bruker
BRKR
$9.57B
$477K 0.04%
9,349
-199
-2% -$9.47K
NCLH icon
817
Norwegian Cruise Line
NCLH
$8.51B
$477K 0.04%
8,167
-50,890
-86% -$2.69M
ACIW icon
818
ACI Worldwide
ACIW
$5.83B
$476K 0.04%
+12,557
New +$428K
NSA
819
DELISTED
National Storage Affiliates Trust
NSA
$474K 0.04%
14,100
+600
+4% +$20.1K
CIT
820
DELISTED
CIT Group Inc.
CIT
$474K 0.04%
10,394
-10,071
-49% -$451K
RMBS icon
821
Rambus
RMBS
$9.87B
$473K 0.04%
34,365
-2,835
-8% -$38.1K
DAR icon
822
Darling Ingredients
DAR
$9.64B
$472K 0.04%
16,824
-12,894
-43% -$288K
GBCI icon
823
Glacier Bancorp
GBCI
$6.42B
$472K 0.04%
10,269
-1,531
-13% -$66.1K
B
824
DELISTED
Barnes Group Inc.
B
$471K 0.04%
7,605
-9,895
-57% -$572K
RF icon
825
Regions Financial
RF
$26.4B
$469K 0.04%
27,354
-57,734
-68% -$951K
31 32
33
34 35

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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.