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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 | |
|---|---|---|---|---|---|---|
1051
Loews
L
$23.9B
| $308K | 0.03% |
5,873
-4,634
| -44% | -$234K |
|
1052
Prosperity Bancshares
PB
$8.97B
| $308K | 0.03% |
+4,283
| New | +$302K |
|
|
RWT
1053
Redwood Trust
RWT
$574M
| $306K | 0.03% |
18,500
+6,800
| +58% | +$112K |
|
1054
Skyworks Solutions
SWKS
$9.37B
| $306K | 0.03% |
2,533
-14,306
| -85% | -$1.41M |
|
|
BIG
1055
DELISTED
Big Lots, Inc.
BIG
| $305K | 0.03% |
+10,603
| New | +$245K |
|
1056
American Homes 4 Rent
AMH
$12B
| $304K | 0.02% |
11,599
-11,759
| -50% | -$307K |
|
1057
Viatris
VTRS
$20.4B
| $304K | 0.02% |
15,143
-17,482
| -54% | -$325K |
|
1058
Allison Transmission
ALSN
$9.5B
| $303K | 0.02% |
6,272
-57,649
| -90% | -$2.68M |
|
|
P
1059
Everpure Inc
P
$25.7B
| $301K | 0.02% |
17,600
-21,700
| -55% | -$384K |
|
|
AIMT
1060
DELISTED
Aimmune Therapeutics
AIMT
| $301K | 0.02% |
+9,000
| New | +$252K |
|
1061
Coherent
COHR
$51.4B
| $300K | 0.02% |
+8,900
| New | +$284K |
|
1062
PENN Entertainment
PENN
$2.75B
| $300K | 0.02% |
11,729
-95,900
| -89% | -$2.13M |
|
1063
Marcus & Millichap
MMI
$1.16B
| $298K | 0.02% |
8,000
-10,700
| -57% | -$385K |
|
1064
Patrick Industries
PATK
$2.74B
| $298K | 0.02% |
8,525
-15,450
| -64% | -$502K |
|
|
TPIC
1065
DELISTED
TPI Composites
TPIC
| $298K | 0.02% |
+16,120
| New | +$296K |
|
|
TRHC
1066
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
| $297K | 0.02% |
+6,100
| New | +$286K |
|
1067
Cracker Barrel
CBRL
$1.26B
| $296K | 0.02% |
1,925
-5,544
| -74% | -$873K |
|
|
OPLN
1068
Openlane
OPLN
$4.21B
| $296K | 0.02% |
13,585
-1,926
| -12% | -$43.9K |
|
|
BAND
1069
Bandwidth Inc
BAND
$1.26B
| $295K | 0.02% |
+4,600
| New | +$266K |
|
|
IPG
1070
DELISTED
Interpublic Group of Companies
IPG
| $295K | 0.02% |
12,756
-1,042
| -8% | -$22.9K |
|
|
JBGS
1071
JBG SMITH
JBGS
$818M
| $295K | 0.02% |
7,400
+1,100
| +17% | +$43.5K |
|
1072
Howard Hughes
HHH
$3.81B
| $294K | 0.02% |
2,428
-411
| -14% | -$45.6K |
|
|
INFO
1073
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $294K | 0.02% |
+3,900
| New | +$277K |
|
1074
Hope Bancorp
HOPE
$1.79B
| $293K | 0.02% |
+19,700
| New | +$286K |
|
1075
iRhythm Holdings
IRTC
$3.85B
| $293K | 0.02% |
4,300
+1,100
| +34% | +$74.6K |
|
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.