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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
AUB icon
851
Atlantic Union Bankshares
AUB
$6.02B
$451K 0.04%
+12,000
New +$452K
SEM
852
DELISTED
Select Medical
SEM
$451K 0.04%
35,902
+3,608
+11% +$38.9K
SLF icon
853
Sun Life Financial
SLF
$46B
$450K 0.04%
+9,866
New +$444K
VNO icon
854
Vornado Realty Trust
VNO
$7.41B
$450K 0.04%
6,761
-71,494
-91% -$4.62M
BL icon
855
BlackLine
BL
$1.84B
$449K 0.04%
8,700
-6,600
-43% -$329K
AXS icon
856
AXIS Capital
AXS
$7.68B
$448K 0.04%
7,531
-3,574
-32% -$216K
BHC icon
857
Bausch Health
BHC
$2.58B
$448K 0.04%
14,983
-4,917
-25% -$128K
BRSL
858
Brightstar Lottery PLC
BRSL
$1.84B
$448K 0.04%
29,900
+12,300
+70% +$175K
SANM icon
859
Sanmina
SANM
$9.95B
$447K 0.04%
13,051
-3,649
-22% -$117K
AROC icon
860
Archrock
AROC
$6.27B
$446K 0.04%
44,400
-1,600
-3% -$14.9K
RITM icon
861
Rithm Capital
RITM
$5.52B
$444K 0.04%
+27,559
New +$433K
WTRG icon
862
Essential Utilities
WTRG
$11.3B
$444K 0.04%
+9,450
New +$426K
COF icon
863
Capital One
COF
$128B
$443K 0.04%
4,300
-5,864
-58% -$565K
DHR icon
864
Danaher
DHR
$137B
$443K 0.04%
3,259
+1,694
+108% +$214K
FHB icon
865
First Hawaiian
FHB
$3.38B
$443K 0.04%
15,343
-35,257
-70% -$991K
WST icon
866
West Pharmaceutical
WST
$24B
$443K 0.04%
2,950
+589
+25% +$85.8K
ZEN
867
DELISTED
ZENDESK INC
ZEN
$443K 0.04%
5,782
-10,492
-64% -$768K
SBGI icon
868
Sinclair Inc
SBGI
$992M
$442K 0.04%
+13,261
New +$494K
LPSN icon
869
LivePerson
LPSN
$21.8M
$440K 0.04%
+793
New +$455K
WBT
870
DELISTED
Welbilt, Inc.
WBT
$440K 0.04%
+28,200
New +$483K
RYN icon
871
Rayonier
RYN
$6.55B
$438K 0.04%
14,752
-28,945
-66% -$789K
FND icon
872
Floor & Decor
FND
$6.13B
$437K 0.04%
+8,600
New +$403K
CDK
873
DELISTED
CDK Global, Inc.
CDK
$437K 0.04%
8,000
-9,876
-55% -$507K
EAF icon
874
GrafTech
EAF
$175M
$435K 0.04%
+3,740
New +$470K
XRX icon
875
Xerox
XRX
$387M
$434K 0.04%
11,777
-61,721
-84% -$2.16M
33 34
35
36 37

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
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.