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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
BKD icon
1251
Brookdale Senior Living
BKD
$3.49B
– –
-65,100
Closed -$493K
BKNG icon
1252
Booking.com
BKNG
$149B
– –
-47,500
Closed -$3.73M
BSX icon
1253
Boston Scientific
BSX
$69.5B
– –
-28,430
Closed -$1.16M
CACC icon
1254
Credit Acceptance
CACC
$5.95B
– –
-1,948
Closed -$899K
CDNA icon
1255
CareDx
CDNA
$2.26B
– –
-20,600
Closed -$466K
CDP icon
1256
COPT Defense Properties
CDP
$4.3B
– –
-33,543
Closed -$999K
CHEF icon
1257
Chefs' Warehouse
CHEF
$4.71B
– –
-16,600
Closed -$669K
CMP icon
1258
Compass Minerals
CMP
$1.23B
– –
-3,700
Closed -$209K
CMPR icon
1259
Cimpress
CMPR
$2.39B
– –
-4,211
Closed -$555K
CNC icon
1260
Centene
CNC
$30.7B
– –
-47,612
Closed -$2.06M
COLD icon
1261
Americold
COLD
$4.02B
– –
-7,400
Closed -$274K
COLM icon
1262
Columbia Sportswear
COLM
$3.04B
– –
-4,077
Closed -$395K
COTY icon
1263
Coty
COTY
$2.42B
– –
-22,755
Closed -$239K
CPB icon
1264
Campbell Soup
CPB
$6.55B
– –
-8,600
Closed -$404K
DEI icon
1265
Douglas Emmett
DEI
$1.98B
– –
-18,913
Closed -$810K
DK icon
1266
Delek US
DK
$4.16B
– –
-17,133
Closed -$622K
DLR icon
1267
Digital Realty Trust
DLR
$69.7B
– –
-5,995
Closed -$778K
DNLI icon
1268
Denali Therapeutics
DNLI
$3.65B
– –
-14,100
Closed -$216K
DOCU
1269
DocuSign
DOCU
$10.5B
– –
-8,100
Closed -$502K
DORM icon
1270
Dorman Products
DORM
$3.98B
– –
-3,100
Closed -$247K
DRH icon
1271
Diamondrock Hospitality Co
DRH
$2.71B
– –
-67,043
Closed -$687K
EDIT icon
1272
Editas Medicine
EDIT
$396M
– –
-23,900
Closed -$543K
EGHT icon
1273
8x8 Inc
EGHT
$269M
– –
-10,860
Closed -$225K
EGP icon
1274
EastGroup Properties
EGP
$11.2B
– –
-10,600
Closed -$1.32M
ENTG icon
1275
Entegris
ENTG
$18.1B
– –
-30,678
Closed -$1.44M
49 50
51
52 53

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RHBC
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BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.