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 | |
|---|---|---|---|---|---|---|
|
POLY
676
DELISTED
Plantronics, Inc.
POLY
| $592K | 0.05% |
+21,650
| New | +$651K |
|
677
Analog Devices
ADI
$179B
| $590K | 0.05% |
4,965
-20,783
| -81% | -$2.34M |
|
678
Sarepta Therapeutics
SRPT
$1.57B
| $590K | 0.05% |
4,569
-1,580
| -26% | -$159K |
|
679
Goodyear
GT
$2B
| $589K | 0.05% |
+37,844
| New | +$591K |
|
680
Illumina
ILMN
$31B
| $589K | 0.05% |
1,824
-3,016
| -62% | -$914K |
|
681
Regeneron Pharmaceuticals
REGN
$78.5B
| $589K | 0.05% |
1,569
-12,764
| -89% | -$4.29M |
|
682
Consolidated Edison
ED
$40.1B
| $588K | 0.05% |
6,499
+1,078
| +20% | +$96.6K |
|
683
Jones Lang LaSalle
JLL
$16.3B
| $588K | 0.05% |
3,375
-14,483
| -81% | -$2.28M |
|
|
NAV
684
DELISTED
Navistar International
NAV
| $588K | 0.05% |
20,320
-13,749
| -40% | -$423K |
|
685
Hasbro
HAS
$13.2B
| $587K | 0.05% |
5,561
-7,663
| -58% | -$797K |
|
686
Lincoln Electric
LECO
$14.2B
| $586K | 0.05% |
6,061
-16,131
| -73% | -$1.47M |
|
687
Masco
MAS
$14.1B
| $586K | 0.05% |
12,219
-46,042
| -79% | -$2.09M |
|
688
Chegg
CHGG
$110M
| $585K | 0.05% |
+15,431
| New | +$540K |
|
689
Caleres
CAL
$431M
| $584K | 0.05% |
24,606
-28,394
| -54% | -$642K |
|
690
Pediatrix Medical
MD
$2.18B
| $583K | 0.05% |
20,982
-60,035
| -74% | -$1.51M |
|
691
Bright Horizons
BFAM
$3.92B
| $580K | 0.05% |
3,862
+317
| +9% | +$47.6K |
|
692
Winnebago Industries
WGO
$856M
| $578K | 0.05% |
+10,901
| New | +$510K |
|
693
Brighthouse Financial
BHF
$3.56B
| $577K | 0.05% |
14,700
+1,400
| +11% | +$55.1K |
|
694
Columbia Banking Systems
COLB
$8.84B
| $577K | 0.05% |
+14,187
| New | +$552K |
|
|
VBTX
695
DELISTED
Veritex Holdings
VBTX
| $577K | 0.05% |
19,800
+3,200
| +19% | +$82.2K |
|
696
CF Industries
CF
$19.2B
| $575K | 0.05% |
12,048
-31,315
| -72% | -$1.47M |
|
697
LPL Financial
LPLA
$28.3B
| $575K | 0.05% |
6,234
-14,583
| -70% | -$1.25M |
|
698
Mid-America Apartment Communities
MAA
$15.4B
| $574K | 0.05% |
4,351
-8,665
| -67% | -$1.16M |
|
699
Boston Properties
BXP
$11.2B
| $573K | 0.05% |
4,153
-9,982
| -71% | -$1.34M |
|
700
CVR Energy
CVI
$3.58B
| $573K | 0.05% |
14,176
+7,782
| +122% | +$342K |
|
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.