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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
Cap. Flow
-$500M
Cap. Flow %
-40.96%
Top 10 Hldgs %
7.5%
Holding
1,457
New
219
Increased
326
Reduced
684
Closed
227

Top Buys

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$13.5M
2
RY icon
Royal Bank of Canada
RY
+$10.2M
3
TD icon
Toronto Dominion Bank
TD
+$10.2M
4
SCHW
Charles Schwab
SCHW
+$5.19M
5
PEP icon
PepsiCo
PEP
+$5.15M

Top Sells

Rank Stock Value
1
UNH icon
UnitedHealth
UNH
+$8.33M
2
ACN icon
Accenture
ACN
+$7.83M
3
SBUX icon
Starbucks
SBUX
+$7.77M
4
MAR icon
Marriott International
MAR
+$7.2M
5
CTSH icon
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
PBH icon
951
Prestige Consumer Healthcare
PBH
$2.38B
$373K 0.03%
9,214
-683
-7% -$25.5K
HUN icon
952
Huntsman Corp
HUN
$1.71B
$372K 0.03%
15,405
+5,892
+62% +$136K
DBI icon
953
Designer Brands
DBI
$307M
$371K 0.03%
23,541
-11,646
-33% -$193K
NVCR icon
954
NovoCure
NVCR
$1.73B
$371K 0.03%
4,400
-12,900
-75% -$1.04M
CORT icon
955
Corcept Therapeutics
CORT
$12.4B
$370K 0.03%
30,600
-56,500
-65% -$787K
AZTA icon
956
Azenta
AZTA
$1.3B
$369K 0.03%
8,800
-4,700
-35% -$197K
BG icon
957
Bunge Global
BG
$20.4B
$369K 0.03%
6,414
-2,246
-26% -$124K
SWCH
958
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$369K 0.03%
24,900
-31,700
-56% -$481K
CNX icon
959
CNX Resources
CNX
$5.3B
$367K 0.03%
+41,483
New +$324K
JPM icon
960
JPMorgan Chase
JPM
$935B
$365K 0.03%
2,616
-18,035
-87% -$2.31M
SMAR
961
DELISTED
Smartsheet Inc.
SMAR
$364K 0.03%
8,100
-25,300
-76% -$1.05M
NUAN
962
DELISTED
Nuance Communications, Inc.
NUAN
$364K 0.03%
20,418
-128,345
-86% -$2.13M
PDM
963
Piedmont Realty Trust
PDM
$1.21B
$363K 0.03%
16,320
-6,380
-28% -$137K
SIG icon
964
Signet Jewelers
SIG
$3.61B
$363K 0.03%
16,716
-5,805
-26% -$103K
CXP
965
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$363K 0.03%
17,370
-63,630
-79% -$1.31M
TDOC icon
966
Teladoc Health
TDOC
$1.22B
$360K 0.03%
4,300
-2,300
-35% -$175K
MAR icon
967
Marriott International
MAR
$98.3B
$359K 0.03%
2,368
-53,719
-96% -$7.2M
WYNN icon
968
Wynn Resorts
WYNN
$10.3B
$359K 0.03%
2,588
-9,917
-79% -$1.21M
BHE icon
969
Benchmark Electronics
BHE
$2.87B
$357K 0.03%
10,390
-41,710
-80% -$1.38M
NTGR icon
970
NETGEAR
NTGR
$648M
$356K 0.03%
14,508
-13,710
-49% -$375K
MDRX
971
DELISTED
Veradigm Inc. Common Stock
MDRX
$354K 0.03%
36,099
+10,748
+42% +$113K
MSGS icon
972
Madison Square Garden
MSGS
$9.48B
$353K 0.03%
1,682
+420
+33% +$82.4K
MFA
973
MFA Financial
MFA
$926M
$350K 0.03%
11,450
+5,150
+82% +$157K
SEE
974
DELISTED
Sealed Air
SEE
$348K 0.03%
8,737
-63,495
-88% -$2.51M
TECH icon
975
Bio-Techne
TECH
$11.2B
$348K 0.03%
6,344
+744
+13% +$39K
37 38
39
40 41

Similar funds

RHBC
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BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.