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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 | |
|---|---|---|---|---|---|---|
926
Huntington Bancshares
HBAN
$34.4B
| $388K | 0.03% |
+25,700
| New | +$377K |
|
|
FLG
927
Flagstar Bank National Association
FLG
$5.93B
| $388K | 0.03% |
10,757
+4,853
| +82% | +$179K |
|
928
Assurant
AIZ
$13.8B
| $387K | 0.03% |
2,950
-8,180
| -73% | -$1.05M |
|
929
Thor Industries
THO
$3.9B
| $387K | 0.03% |
5,216
-506
| -9% | -$32.6K |
|
930
Weyerhaeuser
WY
$18B
| $387K | 0.03% |
12,823
-5,577
| -30% | -$162K |
|
|
COHR
931
DELISTED
Coherent Inc
COHR
| $387K | 0.03% |
2,324
-2,176
| -48% | -$337K |
|
|
HR
932
DELISTED
Healthcare Realty Trust Incorporated
HR
| $387K | 0.03% |
11,596
-3,415
| -23% | -$113K |
|
933
Kraft Heinz
KHC
$30.7B
| $386K | 0.03% |
12,000
-10,700
| -47% | -$324K |
|
934
America's Car Mart
CRMT
$26.6M
| $384K | 0.03% |
+3,500
| New | +$339K |
|
|
MRO
935
DELISTED
Marathon Oil Corporation
MRO
| $384K | 0.03% |
28,261
-48,463
| -63% | -$591K |
|
|
PACW
936
DELISTED
PacWest Bancorp
PACW
| $384K | 0.03% |
10,034
-50,044
| -83% | -$1.88M |
|
937
Community Bank
CBU
$3.41B
| $383K | 0.03% |
5,400
+1,400
| +35% | +$93.8K |
|
938
DMC Global
BOOM
$138M
| $382K | 0.03% |
+8,500
| New | +$378K |
|
939
Adeia
ADEA
$2.94B
| $380K | 0.03% |
77,717
-42,487
| -35% | -$226K |
|
940
AGCO
AGCO
$7.15B
| $380K | 0.03% |
4,919
-4,538
| -48% | -$348K |
|
941
Invesco Mortgage Capital
IVR
$759M
| $380K | 0.03% |
2,285
-315
| -12% | -$50.5K |
|
942
Nasdaq
NDAQ
$52.7B
| $380K | 0.03% |
10,635
-81,864
| -89% | -$2.79M |
|
|
STOR
943
DELISTED
STORE Capital Corporation
STOR
| $380K | 0.03% |
+10,200
| New | +$395K |
|
944
Adobe
ADBE
$99.5B
| $379K | 0.03% |
1,149
-804
| -41% | -$237K |
|
945
Old Republic International
ORI
$10.5B
| $378K | 0.03% |
+16,901
| New | +$385K |
|
946
Penumbra
PEN
$12.7B
| $378K | 0.03% |
+2,300
| New | +$366K |
|
947
Vanda Pharmaceuticals
VNDA
$307M
| $376K | 0.03% |
22,911
-28,989
| -56% | -$438K |
|
|
SVC
948
Service Properties Trust
SVC
$1.04B
| $375K | 0.03% |
3,083
-2,598
| -46% | -$316K |
|
|
FOCS
949
DELISTED
Focus Financial Partners Inc. Class A
FOCS
| $374K | 0.03% |
+12,700
| New | +$325K |
|
|
IPHI
950
DELISTED
INPHI CORPORATION
IPHI
| $374K | 0.03% |
+5,056
| New | +$347K |
|
Similar funds
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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.