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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
WD icon
1401
Walker & Dunlop
WD
$1.71B
– –
-11,000
Closed -$615K
WDFC icon
1402
WD-40
WDFC
$3.05B
– –
-3,300
Closed -$606K
WH icon
1403
Wyndham Hotels & Resorts
WH
$5.56B
– –
-5,200
Closed -$269K
WHD icon
1404
Cactus
WHD
$5.21B
– –
-9,900
Closed -$287K
WING icon
1405
Wingstop
WING
$3.53B
– –
-3,500
Closed -$305K
WNC icon
1406
Wabash National
WNC
$512M
– –
-44,600
Closed -$647K
WT icon
1407
WisdomTree
WT
$2.96B
– –
-36,400
Closed -$190K
WTW icon
1408
Willis Towers Watson
WTW
$31.7B
– –
-1,500
Closed -$289K
YEXT icon
1409
Yext
YEXT
$547M
– –
-10,000
Closed -$159K
DAY
1410
DELISTED
Dayforce
DAY
– –
-11,100
Closed -$548K
INVX
1411
Innovex International
INVX
$1.96B
– –
-6,492
Closed -$326K
AAMI
1412
Acadian Asset Management
AAMI
$3.08B
– –
-49,600
Closed -$492K
EQC
1413
DELISTED
Equity Commonwealth
EQC
– –
-29,800
Closed -$1.02M
ALTR
1414
DELISTED
Altair Engineering Inc
ALTR
– –
-8,600
Closed -$298K
CTLT
1415
DELISTED
CATALENT, INC.
CTLT
– –
-15,900
Closed -$758K
SLCA
1416
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-22,149
Closed -$212K
KAMN
1417
DELISTED
Kaman Corp
KAMN
– –
-8,400
Closed -$499K
PGTI
1418
DELISTED
PGT, Inc.
PGTI
– –
-29,900
Closed -$516K
CBAY
1419
DELISTED
Cymabay Therapeutics
CBAY
– –
-30,100
Closed -$154K
SPLK
1420
DELISTED
Splunk Inc
SPLK
– –
-2,318
Closed -$273K
TWNK
1421
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-50,600
Closed -$708K
SPPI
1422
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-20,300
Closed -$168K
CSII
1423
DELISTED
Cardiovascular Systems, Inc.
CSII
– –
-14,074
Closed -$669K
PRTY
1424
DELISTED
Party City Holdco Inc.
PRTY
– –
-11,700
Closed -$67K
GBT
1425
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-5,700
Closed -$277K
55 56
57
58 59

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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.