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 | |
|---|---|---|---|---|---|---|
1026
Zillow
Z
$7.79B
| $322K | 0.03% |
+7,000
| New | +$261K |
|
|
SUM
1027
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $321K | 0.03% |
13,680
-9,458
| -41% | -$215K |
|
|
VISN
1028
Vistance Networks Inc
VISN
$2.65B
| $320K | 0.03% |
22,548
+7,234
| +47% | +$93.8K |
|
1029
Okta
OKTA
$24.7B
| $320K | 0.03% |
2,770
-5,830
| -68% | -$671K |
|
1030
NCR Voyix
VYX
$1.14B
| $320K | 0.03% |
14,823
-18,429
| -55% | -$359K |
|
|
SAFM
1031
DELISTED
Sanderson Farms Inc
SAFM
| $320K | 0.03% |
+1,817
| New | +$287K |
|
|
HRC
1032
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $320K | 0.03% |
2,817
-4,948
| -64% | -$521K |
|
1033
Insulet
PODD
$11.5B
| $319K | 0.03% |
1,864
-336
| -15% | -$56K |
|
1034
Bankunited
BKU
$3.37B
| $315K | 0.03% |
8,612
-48,523
| -85% | -$1.69M |
|
1035
Itron
ITRI
$4.36B
| $315K | 0.03% |
3,755
-3,045
| -45% | -$240K |
|
1036
Appian
APPN
$1.98B
| $313K | 0.03% |
8,200
+2,900
| +55% | +$125K |
|
|
CADE
1037
DELISTED
Cadence Bank
CADE
| $313K | 0.03% |
9,977
+2,577
| +35% | +$79.6K |
|
1038
Carvana
CVNA
$68.6B
| $313K | 0.03% |
+17,000
| New | +$284K |
|
1039
Warrior Met Coal
HCC
$4.19B
| $313K | 0.03% |
14,800
-11,500
| -44% | -$235K |
|
1040
Patterson-UTI
PTEN
$3.98B
| $313K | 0.03% |
+29,771
| New | +$269K |
|
1041
Ralph Lauren
RL
$22.6B
| $312K | 0.03% |
2,665
-4,791
| -64% | -$505K |
|
1042
Diodes
DIOD
$3.78B
| $311K | 0.03% |
5,511
-9,289
| -63% | -$430K |
|
1043
JELD-WEN Holding
JELD
$122M
| $311K | 0.03% |
+13,300
| New | +$274K |
|
1044
Martin Marietta Materials
MLM
$31.5B
| $311K | 0.03% |
1,112
-736
| -40% | -$196K |
|
1045
New Jersey Resources
NJR
$5.84B
| $311K | 0.03% |
+6,974
| New | +$301K |
|
1046
Bloomin' Brands
BLMN
$741M
| $310K | 0.03% |
+14,048
| New | +$298K |
|
1047
Encore Capital Group
ECPG
$2.02B
| $310K | 0.03% |
8,767
-6,033
| -41% | -$211K |
|
1048
PRA Group
PRAA
$663M
| $309K | 0.03% |
8,505
-25,495
| -75% | -$903K |
|
|
QVCGA
1049
DELISTED
QVC Group Inc Series A
QVCGA
| $309K | 0.03% |
756
-1,559
| -67% | -$702K |
|
|
REGI
1050
DELISTED
Renewable Energy Group, Inc.
REGI
| $309K | 0.03% |
+11,477
| New | +$208K |
|
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.