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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
(-26%)
Cap. Flow
-$500M
Cap. Flow
% of AUM
-40.96%
Top 10 Holdings %
Top 10 Hldgs %
7.5%
Holding
1,457
New
219
Increased
326
Reduced
684
Closed
227
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$13.5M |
| 2 |
Royal Bank of Canada
RY
|
+$10.2M |
| 3 |
Toronto Dominion Bank
TD
|
+$10.2M |
| 4 |
SCHW
Charles Schwab
SCHW
|
+$5.19M |
| 5 |
PepsiCo
PEP
|
+$5.15M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
UnitedHealth
UNH
|
+$8.33M |
| 2 |
Accenture
ACN
|
+$7.83M |
| 3 |
Starbucks
SBUX
|
+$7.77M |
| 4 |
Marriott International
MAR
|
+$7.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
Credicorp
BAP
$31.8B
| $879K | 0.07% |
4,123
-10,137
| -71% | -$2.12M |
|
427
Federal Realty Investment Trust
FRT
$10.7B
| $878K | 0.07% |
6,820
-8,256
| -55% | -$1.1M |
|
|
CALY
428
Callaway Golf Company
CALY
$3.32B
| $877K | 0.07% |
+41,354
| New | +$847K |
|
429
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $877K | 0.07% |
13,709
-3,531
| -20% | -$213K |
|
430
W.W. Grainger
GWW
$65.3B
| $876K | 0.07% |
2,588
-5,506
| -68% | -$1.75M |
|
|
PCH
431
DELISTED
PotlatchDeltic
PCH
| $872K | 0.07% |
20,164
-2,541
| -11% | -$108K |
|
432
Verra Mobility
VRRM
$804M
| $872K | 0.07% |
+62,300
| New | +$894K |
|
|
ESGR
433
DELISTED
Enstar Group
ESGR
| $869K | 0.07% |
+4,200
| New | +$840K |
|
434
EOG Resources
EOG
$79.2B
| $868K | 0.07% |
10,365
-38,246
| -79% | -$2.8M |
|
435
Southern Company
SO
$109B
| $867K | 0.07% |
13,604
-3,393
| -20% | -$210K |
|
436
Edgewell Personal Care
EPC
$1.25B
| $865K | 0.07% |
27,929
-887
| -3% | -$28.6K |
|
437
ON Semiconductor
ON
$31.8B
| $865K | 0.07% |
35,473
+13,251
| +60% | +$280K |
|
438
Jabil
JBL
$33B
| $864K | 0.07% |
20,906
-22,919
| -52% | -$879K |
|
|
PGRE
439
DELISTED
Paramount Group
PGRE
| $862K | 0.07% |
61,900
+9,600
| +18% | +$129K |
|
440
Reinsurance Group of America
RGA
$15.5B
| $862K | 0.07% |
+5,288
| New | +$855K |
|
441
Cigna
CI
$73.7B
| $857K | 0.07% |
4,191
-3,916
| -48% | -$718K |
|
442
Extreme Networks
EXTR
$3.94B
| $855K | 0.07% |
116,000
+6,700
| +6% | +$47K |
|
443
Macy's
M
$6.53B
| $855K | 0.07% |
50,305
-28,034
| -36% | -$439K |
|
444
Casey's General Stores
CASY
$32.2B
| $852K | 0.07% |
5,359
-2,761
| -34% | -$457K |
|
|
MNDT
445
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $852K | 0.07% |
+51,533
| New | +$827K |
|
|
EFOR
446
Everforth Inc
EFOR
$1.17B
| $850K | 0.07% |
11,976
-18,930
| -61% | -$1.24M |
|
447
Southern Copper
SCCO
$143B
| $848K | 0.07% |
21,546
+1,293
| +6% | +$45K |
|
|
DOC
448
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $848K | 0.07% |
44,790
-8,651
| -16% | -$159K |
|
|
WCC
449
WESCO International
WCC
$16.7B
| $846K | 0.07% |
14,249
+9,035
| +173% | +$471K |
|
450
Invesco
IVZ
$13.1B
| $844K | 0.07% |
46,959
-27,053
| -37% | -$461K |
|
Similar funds
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BDF
SCA
IC
WFA
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RIG
CCP
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.