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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
ESI icon
826
Element Solutions
ESI
$8.95B
$468K 0.04%
40,088
-24,388
-38% -$269K
RGEN icon
827
Repligen
RGEN
$7.96B
$468K 0.04%
5,058
-1,156
-19% -$97.1K
CVLT icon
828
Commault Systems
CVLT
$4.88B
$466K 0.04%
10,430
-30,456
-74% -$1.44M
EQH icon
829
Equitable Holdings
EQH
$13B
$466K 0.04%
18,800
-300
-2% -$6.95K
TDC icon
830
Teradata
TDC
$2.92B
$466K 0.04%
17,404
-2,296
-12% -$63.8K
WERN icon
831
Werner Enterprises
WERN
$2.24B
$466K 0.04%
12,798
-18,626
-59% -$681K
FLEX icon
832
Flex
FLEX
$41.7B
$464K 0.04%
+48,820
New +$421K
LBTYA icon
833
Liberty Global Class A
LBTYA
$3.62B
$464K 0.04%
20,426
-16,359
-44% -$386K
ALRM icon
834
Alarm.com
ALRM
$2.71B
$462K 0.04%
10,763
-5,100
-32% -$230K
AAT
835
American Assets Trust
AAT
$1.45B
$461K 0.04%
10,054
+92
+0.9% +$4.29K
ETSY icon
836
Etsy
ETSY
$7.75B
$461K 0.04%
10,400
+2,700
+35% +$129K
LGF.A
837
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$461K 0.04%
43,218
+25,118
+139% +$231K
SABR icon
838
Sabre
SABR
$731M
$460K 0.04%
20,496
-99,126
-83% -$2.2M
WSC icon
839
WillScot Mobile Mini Holdings
WSC
$4.39B
$460K 0.04%
+24,900
New +$418K
FANG icon
840
Diamondback Energy
FANG
$57.1B
$458K 0.04%
4,930
-7,418
-60% -$616K
IPAR icon
841
Interparfums
IPAR
$3.99B
$458K 0.04%
+6,300
New +$458K
UFPI icon
842
UFP Industries
UFPI
$4.9B
$458K 0.04%
9,607
-14,793
-61% -$697K
ARCB icon
843
ArcBest
ARCB
$3.23B
$457K 0.04%
16,555
-10,045
-38% -$290K
RAMP icon
844
LiveRamp
RAMP
$2.3B
$457K 0.04%
+9,507
New +$427K
AMG icon
845
Affiliated Managers Group
AMG
$9.69B
$456K 0.04%
5,387
-16,509
-75% -$1.35M
ACAD icon
846
Acadia Pharmaceuticals
ACAD
$4.43B
$455K 0.04%
10,641
+2,945
+38% +$128K
MTG icon
847
MGIC Investment
MTG
$6.16B
$455K 0.04%
32,117
-17,421
-35% -$241K
HLX icon
848
Helix Energy Solutions
HLX
$1.4B
$454K 0.04%
47,100
+26,800
+132% +$232K
MANH icon
849
Manhattan Associates
MANH
$11.2B
$452K 0.04%
5,669
-17,040
-75% -$1.36M
LGF.B
850
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$452K 0.04%
45,500
+25,500
+128% +$220K
32 33
34
35 36

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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.