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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
MTOR
1426
DELISTED
MERITOR, Inc.
MTOR
– –
-92,821
Closed -$1.72M
PSB
1427
DELISTED
PS Business Parks, Inc.
PSB
– –
-3,200
Closed -$582K
EPAY
1428
DELISTED
Bottomline Technologies Inc
EPAY
– –
-18,500
Closed -$728K
MGP
1429
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-29,300
Closed -$880K
PBCT
1430
DELISTED
People's United Financial Inc
PBCT
– –
-13,053
Closed -$204K
FMBI
1431
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-36,100
Closed -$703K
ATH
1432
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-22,300
Closed -$938K
ECHO
1433
DELISTED
Echo Global Logistics, Inc.
ECHO
– –
-74,900
Closed -$1.7M
LMNX
1434
DELISTED
Luminex Corp
LMNX
– –
-31,600
Closed -$653K
CMD
1435
DELISTED
Cantel Medical Corporation
CMD
– –
-5,400
Closed -$404K
GLUU
1436
DELISTED
Glu Mobile Inc.
GLUU
– –
-167,200
Closed -$834K
QEP
1437
DELISTED
QEP RESOURCES, INC.
QEP
– –
-10,500
Closed -$39K
TIF
1438
DELISTED
Tiffany & Co.
TIF
– –
-4,887
Closed -$453K
WMGI
1439
DELISTED
Wright Medical Group Inc
WMGI
– –
-34,600
Closed -$714K
AMTD
1440
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-113,597
Closed -$5.3M
DLPH
1441
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
– –
-11,728
Closed -$157K
CCMP
1442
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-2,404
Closed -$339K
LOGM
1443
DELISTED
LogMein, Inc.
LOGM
– –
-4,939
Closed -$350K
IBKC
1444
DELISTED
IBERIABANK Corp
IBKC
– –
-6,157
Closed -$465K
TECD
1445
DELISTED
Tech Data Corp
TECD
– –
-17,204
Closed -$1.79M
FG
1446
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-66,300
Closed -$529K
TIVO
1447
DELISTED
Tivo Inc
TIVO
– –
-70,602
Closed -$538K
INST
1448
DELISTED
Instructure, Inc.
INST
– –
-27,800
Closed -$1.08M
PEGI
1449
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-8,400
Closed -$226K
CBPX
1450
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
– –
-13,800
Closed -$377K
55 56 57
58
59

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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.