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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 | |
|---|---|---|---|---|---|---|
976
Caesars Entertainment
CZR
$6.06B
| $346K | 0.03% |
5,800
-4,800
| -45% | -$238K |
|
977
Inogen
INGN
$175M
| $346K | 0.03% |
5,059
-14,641
| -74% | -$918K |
|
978
Synaptics
SYNA
$4.19B
| $346K | 0.03% |
5,262
-31,174
| -86% | -$1.64M |
|
979
Albemarle
ALB
$13.9B
| $345K | 0.03% |
+4,725
| New | +$315K |
|
980
Ecolab
ECL
$78.1B
| $344K | 0.03% |
1,782
-11,852
| -87% | -$2.25M |
|
981
Post Holdings
POST
$4.14B
| $344K | 0.03% |
+4,815
| New | +$329K |
|
982
Alexandria Real Estate Equities
ARE
$8.97B
| $343K | 0.03% |
+2,125
| New | +$335K |
|
|
GES
983
DELISTED
Guess Inc
GES
| $342K | 0.03% |
15,300
-56,344
| -79% | -$1.05M |
|
984
SolarEdge
SEDG
$2.51B
| $342K | 0.03% |
+3,600
| New | +$308K |
|
985
Automatic Data Processing
ADP
$106B
| $341K | 0.03% |
2,000
-10,465
| -84% | -$1.73M |
|
|
CHX
986
DELISTED
ChampionX
CHX
| $341K | 0.03% |
10,100
-14,200
| -58% | -$387K |
|
987
Fox Factory Holding Corp
FOXF
$755M
| $341K | 0.03% |
4,900
-2,900
| -37% | -$187K |
|
|
GMS
988
DELISTED
GMS Inc
GMS
| $341K | 0.03% |
12,600
-22,200
| -64% | -$651K |
|
989
Vicor
VICR
$9.56B
| $341K | 0.03% |
7,300
| – | – |
|
|
GAP
990
The Gap Inc
GAP
$7.23B
| $341K | 0.03% |
19,263
-44,427
| -70% | -$756K |
|
991
Open Text
OTEX
$6.15B
| $340K | 0.03% |
7,715
-40,315
| -84% | -$1.69M |
|
992
Snap-on
SNA
$21.2B
| $338K | 0.03% |
1,996
-2,399
| -55% | -$391K |
|
993
Snap
SNAP
$7.89B
| $338K | 0.03% |
+20,700
| New | +$305K |
|
|
ELME
994
Elme Communities
ELME
$143M
| $337K | 0.03% |
+11,550
| New | +$343K |
|
995
World Acceptance Corp
WRLD
$838M
| $337K | 0.03% |
+3,900
| New | +$402K |
|
996
Essent Group
ESNT
$6.08B
| $336K | 0.03% |
+6,454
| New | +$337K |
|
997
Planet Fitness
PLNT
$4.42B
| $336K | 0.03% |
4,500
-22,600
| -83% | -$1.52M |
|
998
Semtech
SMTC
$11B
| $336K | 0.03% |
6,356
-15,031
| -70% | -$753K |
|
999
Zimmer Biomet
ZBH
$18.2B
| $336K | 0.03% |
2,310
-5,084
| -69% | -$702K |
|
1000
Kimco Realty
KIM
$17.2B
| $335K | 0.03% |
16,175
+2,075
| +15% | +$43.5K |
|
Similar funds
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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.