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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 | |
|---|---|---|---|---|---|---|
|
LHCG
1201
DELISTED
LHC Group LLC
LHCG
| $207K | 0.02% |
1,500
-2,700
| -64% | -$336K |
|
1202
Paycom
PAYC
$7.64B
| $206K | 0.02% |
+779
| New | +$184K |
|
1203
RBC Bearings
RBC
$17.4B
| $206K | 0.02% |
+1,304
| New | +$211K |
|
|
CORE
1204
DELISTED
Core Mark Holding Co., Inc.
CORE
| $206K | 0.02% |
7,593
-21,107
| -74% | -$584K |
|
1205
Autoliv
ALV
$9.02B
| $204K | 0.02% |
2,414
-3,648
| -60% | -$298K |
|
|
FRC
1206
DELISTED
First Republic Bank
FRC
| $204K | 0.02% |
1,733
-5,746
| -77% | -$621K |
|
1207
Novanta
NOVT
$5.08B
| $203K | 0.02% |
2,300
-900
| -28% | -$77.6K |
|
1208
Yum China
YUMC
$16.5B
| $202K | 0.02% |
4,200
-24,800
| -86% | -$1.1M |
|
1209
Travere Therapeutics
TVTX
$5.2B
| $200K | 0.02% |
14,100
-11,200
| -44% | -$143K |
|
|
TCO
1210
DELISTED
Taubman Centers Inc.
TCO
| $200K | 0.02% |
6,418
-62,986
| -91% | -$2.16M |
|
|
UMPQ
1211
DELISTED
Umpqua Holdings Corp
UMPQ
| $198K | 0.02% |
11,164
-6,559
| -37% | -$109K |
|
1212
Liberty Energy
LBRT
$3.05B
| $195K | 0.02% |
+17,500
| New | +$166K |
|
1213
SM Energy
SM
$7.8B
| $195K | 0.02% |
+17,384
| New | +$157K |
|
1214
Sunrun
RUN
$2.34B
| $191K | 0.02% |
+13,800
| New | +$206K |
|
1215
First Majestic Silver
AG
$7.41B
| $190K | 0.02% |
15,500
-8,400
| -35% | -$88.3K |
|
|
ZUO
1216
DELISTED
Zuora, Inc.
ZUO
| $182K | 0.01% |
12,700
-5,700
| -31% | -$83.5K |
|
1217
Amkor Technology
AMKR
$12.4B
| $181K | 0.01% |
13,900
-35,500
| -72% | -$423K |
|
1218
QuinStreet
QNST
$890M
| $179K | 0.01% |
+11,700
| New | +$167K |
|
|
DHC
1219
Diversified Healthcare Trust
DHC
$2.15B
| $174K | 0.01% |
+20,600
| New | +$174K |
|
1220
Funko
FNKO
$326M
| $173K | 0.01% |
+10,100
| New | +$165K |
|
1221
News Corp Class A
NWSA
$14.9B
| $173K | 0.01% |
12,200
-17,688
| -59% | -$238K |
|
1222
EQT Corp
EQT
$33.3B
| $169K | 0.01% |
15,506
-16,979
| -52% | -$166K |
|
|
BDN
1223
Brandywine Realty Trust
BDN
$524M
| $163K | 0.01% |
10,344
-46,860
| -82% | -$708K |
|
1224
Tronox
TROX
$932M
| $162K | 0.01% |
14,200
-500
| -3% | -$5K |
|
1225
Ironwood Pharmaceuticals
IRWD
$696M
| $153K | 0.01% |
11,475
-12,925
| -53% | -$143K |
|
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.