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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 | |
|---|---|---|---|---|---|---|
1076
SouthState Bank Corp
SSB
$10.2B
| $293K | 0.02% |
3,381
-4,500
| -57% | -$365K |
|
|
AMWD
1077
DELISTED
American Woodmark
AMWD
| $292K | 0.02% |
2,797
-7,803
| -74% | -$784K |
|
1078
Citigroup
C
$222B
| $292K | 0.02% |
+3,659
| New | +$270K |
|
|
CUB
1079
DELISTED
Cubic Corporation
CUB
| $292K | 0.02% |
+4,600
| New | +$311K |
|
1080
Cameco
CCJ
$37.6B
| $291K | 0.02% |
+32,648
| New | +$302K |
|
1081
Magnolia Oil & Gas
MGY
$6.09B
| $290K | 0.02% |
23,057
+11,357
| +97% | +$127K |
|
|
AIMC
1082
DELISTED
Altra Industrial Motion Corp
AIMC
| $290K | 0.02% |
+8,000
| New | +$254K |
|
1083
Eli Lilly
LLY
$1.02T
| $289K | 0.02% |
2,200
-13,475
| -86% | -$1.56M |
|
1084
Atlassian
TEAM
$25.6B
| $289K | 0.02% |
2,400
+800
| +50% | +$97.4K |
|
1085
Western Union
WU
$1.98B
| $289K | 0.02% |
10,808
-7,554
| -41% | -$196K |
|
1086
Sensata Technologies
ST
$6.74B
| $287K | 0.02% |
5,325
-1,522
| -22% | -$78.2K |
|
1087
Liberty Broadband Class A
LBRDA
$4.89B
| $286K | 0.02% |
2,300
-2,900
| -56% | -$336K |
|
1088
3M
MMM
$90.9B
| $284K | 0.02% |
1,922
-38,453
| -95% | -$5.39M |
|
1089
Everest Group
EG
$14.5B
| $283K | 0.02% |
1,023
-914
| -47% | -$241K |
|
1090
Deckers Outdoor
DECK
$13.2B
| $282K | 0.02% |
10,026
-276
| -3% | -$7.32K |
|
1091
Howmet Aerospace
HWM
$113B
| $282K | 0.02% |
11,967
-8,594
| -42% | -$192K |
|
1092
Teck Resources
TECK
$29.6B
| $281K | 0.02% |
16,153
-122,711
| -88% | -$2M |
|
1093
Agios Pharmaceuticals
AGIO
$1.79B
| $280K | 0.02% |
+5,865
| New | +$222K |
|
1094
Globus Medical
GMED
$10.7B
| $280K | 0.02% |
4,758
-2,812
| -37% | -$153K |
|
1095
Enviri
NVRI
$623M
| $280K | 0.02% |
+12,176
| New | +$254K |
|
|
TGI
1096
DELISTED
Triumph Group
TGI
| $280K | 0.02% |
11,100
-11,300
| -50% | -$281K |
|
1097
Houlihan Lokey
HLI
$8.77B
| $279K | 0.02% |
5,700
-2,700
| -32% | -$127K |
|
1098
Micron Technology
MU
$930B
| $279K | 0.02% |
5,186
-20,384
| -80% | -$973K |
|
1099
Coherus Oncology
CHRS
$217M
| $278K | 0.02% |
+15,448
| New | +$285K |
|
1100
Wintrust Financial
WTFC
$10.8B
| $278K | 0.02% |
3,927
+85
| +2% | +$5.66K |
|
Similar funds
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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.