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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
TRIP icon
1376
TripAdvisor
TRIP
$1.65B
– –
-29,499
Closed -$1.14M
TSE
1377
DELISTED
Trinseo
TSE
– –
-17,400
Closed -$747K
TSEM icon
1378
Tower Semiconductor
TSEM
$23.9B
– –
-37,500
Closed -$722K
TSLA icon
1379
Tesla
TSLA
$1.22T
– –
-88,830
Closed -$1.43M
TSN icon
1380
Tyson Foods
TSN
$21.4B
– –
-4,834
Closed -$416K
TTGT icon
1381
TechTarget
TTGT
$325M
– –
-25,000
Closed -$563K
UAA icon
1382
Under Armour
UAA
$2.91B
– –
-51,609
Closed -$1.03M
UCTT
1383
Ultra Clean Holdings
UCTT
$3.73B
– –
-14,900
Closed -$218K
UIS icon
1384
Unisys
UIS
$230M
– –
-24,100
Closed -$179K
UI icon
1385
Ubiquiti
UI
$32.3B
– –
-3,682
Closed -$435K
UMBF icon
1386
UMB Financial
UMBF
$11.1B
– –
-3,500
Closed -$226K
UNF icon
1387
Unifirst Corp
UNF
$5.31B
– –
-5,300
Closed -$1.03M
UNFI icon
1388
United Natural Foods
UNFI
$3.01B
– –
-13,600
Closed -$157K
UPBD icon
1389
Upbound Group
UPBD
$1.17B
– –
-37,800
Closed -$975K
USFD icon
1390
US Foods
USFD
$22.1B
– –
-61,700
Closed -$2.54M
USNA icon
1391
Usana Health Sciences
USNA
$409M
– –
-7,400
Closed -$506K
VFC icon
1392
VF Corp
VFC
$5.88B
– –
-29,158
Closed -$2.6M
VIRT icon
1393
Virtu Financial
VIRT
$5.15B
– –
-13,500
Closed -$221K
VMI icon
1394
Valmont Industries
VMI
$9.2B
– –
-6,800
Closed -$941K
VRNT
1395
DELISTED
Verint Systems
VRNT
– –
-31,805
Closed -$693K
VVV icon
1396
Valvoline
VVV
$4.9B
– –
-55,900
Closed -$1.23M
W icon
1397
Wayfair
W
$11.9B
– –
-4,100
Closed -$460K
WAL icon
1398
Western Alliance Bancorporation
WAL
$8.87B
– –
-24,299
Closed -$1.12M
WBA
1399
DELISTED
Walgreens Boots Alliance
WBA
– –
-34,855
Closed -$1.93M
WBS icon
1400
Webster Financial
WBS
$12.5B
– –
-12,530
Closed -$587K
54 55
56
57 58

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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
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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.