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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
EPR icon
1276
EPR Properties
EPR
$4.74B
– –
-7,834
Closed -$602K
EVR icon
1277
Evercore
EVR
$12.4B
– –
-27,327
Closed -$2.19M
EWBC icon
1278
East-West Bancorp
EWBC
$17.9B
– –
-6,853
Closed -$304K
EXEL icon
1279
Exelixis
EXEL
$13.4B
– –
-64,000
Closed -$1.13M
EYE icon
1280
National Vision
EYE
$1.77B
– –
-29,300
Closed -$705K
F icon
1281
Ford
F
$58.6B
– –
-78,796
Closed -$722K
FCN icon
1282
FTI Consulting
FCN
$4.47B
– –
-10,000
Closed -$1.06M
KYNB
1283
Kyntra Bio
KYNB
$27.4M
– –
-384
Closed -$355K
FR icon
1284
First Industrial Realty Trust
FR
$8.7B
– –
-6,805
Closed -$269K
FSLR icon
1285
First Solar
FSLR
$23.2B
– –
-6,196
Closed -$359K
FTI icon
1286
TechnipFMC
FTI
$28.5B
– –
-36,288
Closed -$652K
FUL icon
1287
H.B. Fuller
FUL
$2.94B
– –
-12,700
Closed -$591K
FULT icon
1288
Fulton Financial
FULT
$4.67B
– –
-23,400
Closed -$379K
GBX icon
1289
The Greenbrier Companies
GBX
$1.53B
– –
-9,300
Closed -$280K
GEF icon
1290
Greif
GEF
$4.93B
– –
-15,600
Closed -$591K
GIII icon
1291
G-III Apparel Group
GIII
$1.54B
– –
-12,185
Closed -$314K
GLOB icon
1292
Globant
GLOB
$1.57B
– –
-2,800
Closed -$256K
GPRE icon
1293
Green Plains
GPRE
$1.18B
– –
-19,000
Closed -$201K
GTLS
1294
DELISTED
Chart Industries
GTLS
– –
-10,063
Closed -$628K
GVA icon
1295
Granite Construction
GVA
$5.4B
– –
-12,800
Closed -$411K
HALO icon
1296
Halozyme
HALO
$9.79B
– –
-26,100
Closed -$405K
HEES
1297
DELISTED
H&E Equipment Services
HEES
– –
-13,300
Closed -$384K
HIW icon
1298
Highwoods Properties
HIW
$3.66B
– –
-28,058
Closed -$1.26M
HOUS
1299
DELISTED
Anywhere Real Estate
HOUS
– –
-33,490
Closed -$224K
HPQ icon
1300
HP
HPQ
$24.9B
– –
-196,199
Closed -$3.71M
50 51
52
53 54

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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.