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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
NSP icon
1326
Insperity
NSP
$1.93B
– –
-4,812
Closed -$475K
NTNX icon
1327
Nutanix
NTNX
$16B
– –
-10,900
Closed -$286K
NTR icon
1328
Nutrien
NTR
$33.2B
– –
-16,400
Closed -$818K
NUE icon
1329
Nucor
NUE
$58.6B
– –
-4,834
Closed -$246K
NUS icon
1330
Nu Skin
NUS
$252M
– –
-25,716
Closed -$1.09M
NVT icon
1331
nVent Electric
NVT
$24.9B
– –
-63,500
Closed -$1.4M
NWN icon
1332
Northwest Natural Holdings
NWN
$2.06B
– –
-3,200
Closed -$228K
NXPI icon
1333
NXP Semiconductors
NXPI
$57.8B
– –
-1,912
Closed -$209K
OEC icon
1334
Orion
OEC
$381M
– –
-10,300
Closed -$172K
OFIX icon
1335
Orthofix Medical
OFIX
$477M
– –
-11,400
Closed -$604K
ONTO icon
1336
Onto Innovation
ONTO
$12.9B
– –
-13,400
Closed -$437K
OUT icon
1337
Outfront Media
OUT
$5.61B
– –
-27,936
Closed -$764K
OZK icon
1338
Bank OZK
OZK
$5.6B
– –
-18,203
Closed -$496K
PAAS icon
1339
Pan American Silver
PAAS
$18.2B
– –
-41,611
Closed -$652K
PARA
1340
DELISTED
Paramount Global Class B
PARA
– –
-86,081
Closed -$3.48M
PCTY icon
1341
Paylocity
PCTY
$7.38B
– –
-3,300
Closed -$322K
PEGA icon
1342
Pegasystems
PEGA
$5.02B
– –
-10,000
Closed -$340K
PK icon
1343
Park Hotels & Resorts
PK
$3.03B
– –
-22,808
Closed -$570K
PKG icon
1344
Packaging Corp of America
PKG
$21.9B
– –
-8,229
Closed -$873K
PTCT icon
1345
PTC Therapeutics
PTCT
$5.64B
– –
-9,410
Closed -$318K
PYPL icon
1346
PayPal
PYPL
$48.9B
– –
-7,500
Closed -$777K
QGEN icon
1347
Qiagen
QGEN
$8.54B
– –
-139,421
Closed -$4.87M
QSR icon
1348
Restaurant Brands International
QSR
$25.7B
– –
-26,900
Closed -$1.91M
QURE icon
1349
uniQure
QURE
$3.03B
– –
-8,600
Closed -$338K
RDUS
1350
DELISTED
Radius Recycling
RDUS
– –
-25,500
Closed -$527K
52 53
54
55 56

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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.