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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 | |
|---|---|---|---|---|---|---|
|
UNVR
601
DELISTED
Univar Solutions Inc.
UNVR
| $659K | 0.05% |
27,200
-3,175
| -10% | -$71.9K |
|
602
Empire State Realty Trust
ESRT
$872M
| $658K | 0.05% |
47,156
+16,456
| +54% | +$231K |
|
603
Curtiss-Wright
CW
$26.7B
| $656K | 0.05% |
4,656
-753
| -14% | -$102K |
|
604
ONE Gas
OGS
$4.87B
| $655K | 0.05% |
7,000
-4,200
| -38% | -$384K |
|
|
RCM
605
DELISTED
R1 RCM Inc. Common Stock
RCM
| $652K | 0.05% |
+50,200
| New | +$573K |
|
606
Forward Air
FWRD
$444M
| $651K | 0.05% |
9,311
-10,489
| -53% | -$711K |
|
607
Hubbell
HUBB
$25B
| $650K | 0.05% |
4,400
-5,500
| -56% | -$783K |
|
|
BLD
608
DELISTED
TopBuild
BLD
| $649K | 0.05% |
6,300
-5,300
| -46% | -$551K |
|
609
Atkore
ATKR
$2.46B
| $647K | 0.05% |
16,000
-18,200
| -53% | -$673K |
|
610
Kirby Corp
KEX
$7.01B
| $647K | 0.05% |
+7,224
| New | +$599K |
|
611
Pricesmart
PSMT
$5.98B
| $647K | 0.05% |
9,117
-2,383
| -21% | -$171K |
|
612
Electronic Arts
EA
$53B
| $645K | 0.05% |
5,996
-4,642
| -44% | -$461K |
|
613
MasTec
MTZ
$21.1B
| $645K | 0.05% |
10,047
-4,751
| -32% | -$313K |
|
|
AQUA
614
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $644K | 0.05% |
34,000
+20,400
| +150% | +$366K |
|
615
Starwood Property Trust
STWD
$5.92B
| $640K | 0.05% |
+25,752
| New | +$630K |
|
616
Brown-Forman Class B
BF.B
$13.2B
| $639K | 0.05% |
9,455
-17,884
| -65% | -$1.16M |
|
617
Choice Hotels
CHH
$5.07B
| $639K | 0.05% |
6,175
-24,629
| -80% | -$2.3M |
|
618
Merck
MRK
$322B
| $639K | 0.05% |
7,368
-21,849
| -75% | -$1.79M |
|
|
WDR
619
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $638K | 0.05% |
38,159
-6,341
| -14% | -$103K |
|
|
OPI
620
DELISTED
Office Properties Income Trust
OPI
| $637K | 0.05% |
19,804
-2,796
| -12% | -$89.6K |
|
|
RPT
621
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $635K | 0.05% |
+42,200
| New | +$603K |
|
|
BRY
622
DELISTED
Berry Corp
BRY
| $634K | 0.05% |
+67,197
| New | +$628K |
|
|
GWB
623
DELISTED
Great Western Bancorp, Inc.
GWB
| $633K | 0.05% |
+18,212
| New | +$629K |
|
624
Flowers Foods
FLO
$1.49B
| $632K | 0.05% |
29,057
-57,782
| -67% | -$1.26M |
|
625
Papa John's
PZZA
$984M
| $632K | 0.05% |
+10,001
| New | +$592K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
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.