We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
651
Caterpillar
CAT
$375B
| $615K | 0.05% |
4,167
-27,648
| -87% | -$3.86M |
|
652
Progress Software
PRGS
$1.66B
| $613K | 0.05% |
14,753
-19,114
| -56% | -$776K |
|
653
Spotify
SPOT
$103B
| $613K | 0.05% |
4,100
-26,006
| -86% | -$3.57M |
|
654
Kroger
KR
$35.4B
| $612K | 0.05% |
21,099
-46,770
| -69% | -$1.24M |
|
655
Acadia Healthcare
ACHC
$2.76B
| $611K | 0.05% |
18,388
+8,323
| +83% | +$261K |
|
656
Waters Corp
WAT
$37B
| $610K | 0.05% |
2,611
-6,410
| -71% | -$1.42M |
|
657
GE Aerospace
GE
$374B
| $608K | 0.05% |
+10,935
| New | +$565K |
|
658
Oshkosh
OSK
$8.79B
| $608K | 0.05% |
6,421
-7,179
| -53% | -$619K |
|
|
TWO
659
Two Harbors Investment
TWO
$1.27B
| $608K | 0.05% |
10,398
+1,572
| +18% | +$89.1K |
|
660
FedEx
FDX
$72.7B
| $606K | 0.05% |
4,007
-7,075
| -64% | -$1.09M |
|
661
Global Payments
GPN
$23B
| $606K | 0.05% |
3,317
-4,316
| -57% | -$741K |
|
662
Kosmos Energy
KOS
$1.6B
| $606K | 0.05% |
+106,318
| New | +$642K |
|
663
First Financial Bancorp
FFBC
$3.55B
| $605K | 0.05% |
+23,800
| New | +$580K |
|
664
Equifax
EFX
$20.3B
| $604K | 0.05% |
4,314
+1,620
| +60% | +$224K |
|
|
EVOP
665
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $602K | 0.05% |
+22,800
| New | +$628K |
|
666
Constellium
CSTM
$3.76B
| $600K | 0.05% |
44,806
-65,594
| -59% | -$905K |
|
667
Dick's Sporting Goods
DKS
$17.5B
| $600K | 0.05% |
12,128
-6,951
| -36% | -$296K |
|
668
IDEX
IEX
$17B
| $600K | 0.05% |
3,486
-8,639
| -71% | -$1.4M |
|
|
PRO
669
DELISTED
PROS Holdings
PRO
| $599K | 0.05% |
10,000
+200
| +2% | +$11.5K |
|
670
Avis
CAR
$4.86B
| $596K | 0.05% |
18,473
-16,955
| -48% | -$508K |
|
671
CONMED
CNMD
$1.39B
| $595K | 0.05% |
+5,325
| New | +$567K |
|
|
MXIM
672
DELISTED
Maxim Integrated Products
MXIM
| $595K | 0.05% |
9,666
-34,912
| -78% | -$2.03M |
|
673
Ingevity
NGVT
$2.51B
| $594K | 0.05% |
6,800
+2,100
| +45% | +$184K |
|
674
SiriusXM
SIRI
$9.98B
| $593K | 0.05% |
+8,290
| New | +$559K |
|
|
WRK
675
DELISTED
WestRock Company
WRK
| $592K | 0.05% |
13,800
-36,900
| -73% | -$1.44M |
|
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.