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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
RHP icon
1351
Ryman Hospitality Properties
RHP
$8.41B
– –
-7,648
Closed -$626K
RNST icon
1352
Renasant Corp
RNST
$3.96B
– –
-9,500
Closed -$333K
RPD icon
1353
Rapid7
RPD
$634M
– –
-19,800
Closed -$899K
RRC icon
1354
Range Resources
RRC
$9.24B
– –
-22,100
Closed -$84K
SAGE
1355
DELISTED
Sage Therapeutics
SAGE
– –
-1,800
Closed -$253K
SAIA icon
1356
Saia
SAIA
$9.33B
– –
-2,300
Closed -$216K
SBRA icon
1357
Sabra Healthcare REIT
SBRA
$5.38B
– –
-9,600
Closed -$220K
SFL icon
1358
SFL Corp
SFL
$1.64B
– –
-45,300
Closed -$636K
SHOP icon
1359
Shopify
SHOP
$159B
– –
-70,000
Closed -$2.18M
HTO
1360
H2O America
HTO
$2.59B
– –
-4,900
Closed -$335K
SKT icon
1361
Tanger
SKT
$4.71B
– –
-52,581
Closed -$814K
SKY icon
1362
Champion Homes
SKY
$4.41B
– –
-12,000
Closed -$361K
SNV
1363
DELISTED
Synovus
SNV
– –
-44,011
Closed -$1.57M
SPNT icon
1364
SiriusPoint
SPNT
$2.75B
– –
-40,800
Closed -$408K
SRI icon
1365
Stoneridge
SRI
$200M
– –
-28,400
Closed -$880K
SSYS icon
1366
Stratasys
SSYS
$697M
– –
-20,400
Closed -$435K
TCBI icon
1367
Texas Capital Bancshares
TCBI
$4.29B
– –
-7,321
Closed -$400K
TDS icon
1368
Telephone and Data Systems
TDS
$3.82B
– –
-41,143
Closed -$1.06M
TDY icon
1369
Teledyne Technologies
TDY
$30.1B
– –
-2,700
Closed -$869K
TFC icon
1370
Truist Financial
TFC
$63.5B
– –
-4,425
Closed -$236K
TFIN icon
1371
Triumph Financial Inc
TFIN
$1.76B
– –
-16,200
Closed -$517K
THG icon
1372
Hanover Insurance
THG
$8.01B
– –
-6,689
Closed -$907K
TMHC
1373
DELISTED
Taylor Morrison
TMHC
– –
-60,307
Closed -$1.56M
TNET icon
1374
TriNet
TNET
$3.29B
– –
-19,000
Closed -$1.18M
TREE icon
1375
LendingTree
TREE
$445M
– –
-1,704
Closed -$529K
53 54
55
56 57

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RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
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.