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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 | |
|---|---|---|---|---|---|---|
1151
TTM Technologies
TTMI
$12B
| $245K | 0.02% |
16,272
-15,528
| -49% | -$204K |
|
1152
Matador Resources
MTDR
$6.2B
| $243K | 0.02% |
+13,513
| New | +$202K |
|
1153
Marriott Vacations Worldwide
VAC
$3.35B
| $242K | 0.02% |
1,881
-3,619
| -66% | -$424K |
|
1154
Blackrock
BLK
$169B
| $241K | 0.02% |
480
-811
| -63% | -$385K |
|
1155
Murphy Oil
MUR
$5.7B
| $241K | 0.02% |
+9,011
| New | +$207K |
|
|
AMED
1156
DELISTED
Amedisys
AMED
| $240K | 0.02% |
1,437
-482
| -25% | -$71.7K |
|
1157
Kratos Defense & Security Solutions
KTOS
$8.74B
| $240K | 0.02% |
+13,300
| New | +$247K |
|
1158
Advanced Micro Devices
AMD
$776B
| $238K | 0.02% |
5,200
-52,800
| -91% | -$1.94M |
|
1159
SS&C Technologies
SSNC
$18.1B
| $238K | 0.02% |
+3,879
| New | +$218K |
|
1160
Halliburton
HAL
$26.9B
| $235K | 0.02% |
9,604
-100,692
| -91% | -$2.12M |
|
|
PRA
1161
DELISTED
ProAssurance
PRA
| $235K | 0.02% |
+6,516
| New | +$250K |
|
1162
PVH
PVH
$4B
| $235K | 0.02% |
2,231
-9,655
| -81% | -$921K |
|
|
AGR
1163
DELISTED
Avangrid, Inc.
AGR
| $235K | 0.02% |
4,600
-2,447
| -35% | -$122K |
|
|
PE
1164
DELISTED
PARSLEY ENERGY INC
PE
| $235K | 0.02% |
12,447
-88,653
| -88% | -$1.46M |
|
1165
Service Corp International
SCI
$11.7B
| $234K | 0.02% |
+5,077
| New | +$229K |
|
1166
Eagle Bancorp
EGBN
$846M
| $233K | 0.02% |
4,800
-300
| -6% | -$13.6K |
|
1167
Silgan Holdings
SLGN
$4.23B
| $232K | 0.02% |
7,451
-5,749
| -44% | -$176K |
|
|
AAWW
1168
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $232K | 0.02% |
8,415
-9,185
| -52% | -$229K |
|
1169
Universal Display
OLED
$3.68B
| $230K | 0.02% |
1,115
-3,062
| -73% | -$579K |
|
1170
Kohl's
KSS
$2.17B
| $229K | 0.02% |
4,500
-18,590
| -81% | -$945K |
|
1171
Royal Caribbean
RCL
$85.1B
| $229K | 0.02% |
1,715
-13,819
| -89% | -$1.61M |
|
|
TCF
1172
DELISTED
TCF Financial Corporation Common Stock
TCF
| $229K | 0.02% |
+4,900
| New | +$203K |
|
|
K
1173
DELISTED
Kellanova
K
| $228K | 0.02% |
3,515
-13,419
| -79% | -$813K |
|
1174
WEX
WEX
$6.37B
| $228K | 0.02% |
+1,088
| New | +$218K |
|
1175
Kite Realty
KRG
$5.81B
| $227K | 0.02% |
+11,641
| New | +$210K |
|
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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.