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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 | |
|---|---|---|---|---|---|---|
1126
Timken Company
TKR
$9.56B
| $263K | 0.02% |
4,671
-11,068
| -70% | -$559K |
|
|
AVYA
1127
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $263K | 0.02% |
19,500
-1,600
| -8% | -$19.6K |
|
1128
Toll Brothers
TOL
$13.6B
| $262K | 0.02% |
6,633
-6,708
| -50% | -$268K |
|
1129
Hexcel
HXL
$7.79B
| $261K | 0.02% |
+3,562
| New | +$274K |
|
1130
MBIA
MBI
$261M
| $261K | 0.02% |
28,098
-58,002
| -67% | -$551K |
|
|
HTZ
1131
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $260K | 0.02% |
+16,500
| New | +$247K |
|
1132
Green Dot
GDOT
$743M
| $259K | 0.02% |
11,118
-24,426
| -69% | -$609K |
|
|
MSGN
1133
DELISTED
MSG Networks Inc.
MSGN
| $259K | 0.02% |
14,864
-15,754
| -51% | -$262K |
|
1134
AMN Healthcare
AMN
$1.3B
| $258K | 0.02% |
+4,134
| New | +$244K |
|
1135
CoStar Group
CSGP
$11.7B
| $257K | 0.02% |
4,300
-3,870
| -47% | -$226K |
|
1136
Cognex
CGNX
$10.9B
| $256K | 0.02% |
4,570
-13,433
| -75% | -$695K |
|
1137
Tandem Diabetes Care
TNDM
$1.34B
| $256K | 0.02% |
4,300
-5,800
| -57% | -$358K |
|
|
QTS
1138
DELISTED
QTS REALTY TRUST, INC.
QTS
| $256K | 0.02% |
4,725
-675
| -13% | -$35.4K |
|
1139
Knight Transportation
KNX
$11.3B
| $255K | 0.02% |
+7,112
| New | +$261K |
|
1140
Mine Safety
MSA
$7.35B
| $255K | 0.02% |
+2,017
| New | +$243K |
|
1141
Supernus Pharmaceuticals
SUPN
$2.59B
| $255K | 0.02% |
10,756
-19,944
| -65% | -$484K |
|
1142
Logitech
LOGI
$14.7B
| $252K | 0.02% |
5,334
-33,966
| -86% | -$1.45M |
|
1143
Crocs
CROX
$6.14B
| $251K | 0.02% |
5,988
-10,186
| -63% | -$356K |
|
|
MPT
1144
Medical Properties Trust
MPT
$2.77B
| $251K | 0.02% |
+11,904
| New | +$241K |
|
1145
Landstar System
LSTR
$5.93B
| $249K | 0.02% |
2,185
-10,654
| -83% | -$1.2M |
|
|
SRCL
1146
DELISTED
Stericycle Inc
SRCL
| $249K | 0.02% |
3,909
-1,291
| -25% | -$76.3K |
|
1147
EPAM Systems
EPAM
$5.51B
| $248K | 0.02% |
1,168
-2,340
| -67% | -$460K |
|
1148
Cushman & Wakefield Ltd
CWK
$3.14B
| $247K | 0.02% |
+12,100
| New | +$228K |
|
1149
John Wiley & Sons Class A
WLY
$2.65B
| $247K | 0.02% |
5,094
-29,706
| -85% | -$1.38M |
|
1150
Cullen/Frost Bankers
CFR
$10.3B
| $246K | 0.02% |
2,513
-6,095
| -71% | -$566K |
|
Similar funds
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BDF
SCA
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WFA
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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.