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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 | |
|---|---|---|---|---|---|---|
1226
Valley National Bancorp
VLY
$7.9B
| $144K | 0.01% |
+12,569
| New | +$145K |
|
1227
SLM Corp
SLM
$4.89B
| $132K | 0.01% |
14,853
-13,947
| -48% | -$121K |
|
1228
Fossil Group
FOSL
$293M
| $113K | 0.01% |
14,300
-1,700
| -11% | -$15.7K |
|
|
SGMO
1229
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $85K | 0.01% |
+10,200
| New | +$93.8K |
|
|
MIK
1230
DELISTED
Michaels Stores, Inc
MIK
| $81K | 0.01% |
10,000
-34,816
| -78% | -$293K |
|
1231
Alcoa
AA
$11.9B
| – | – |
-22,000
| Closed | -$442K |
|
1232
Advance Auto Parts
AAP
$3.35B
| – | – |
-2,829
| Closed | -$468K |
|
1233
Agree Realty
ADC
$9.34B
| – | – |
-4,700
| Closed | -$344K |
|
1234
Adient
ADNT
$1.65B
| – | – |
-14,739
| Closed | -$338K |
|
|
AGS
1235
DELISTED
PlayAGS
AGS
| – | – |
-22,700
| Closed | -$233K |
|
1236
AAR Corp
AIR
$5.59B
| – | – |
-11,300
| Closed | -$466K |
|
1237
AMC Global Media
AMCX
$492M
| – | – |
-25,556
| Closed | -$1.26M |
|
1238
Abercrombie & Fitch
ANF
$4.42B
| – | – |
-23,116
| Closed | -$361K |
|
|
ANSS
1239
DELISTED
Ansys
ANSS
| – | – |
-1,102
| Closed | -$244K |
|
1240
AppFolio
APPF
$6.38B
| – | – |
-3,300
| Closed | -$314K |
|
1241
Aptiv
APTV
$12B
| – | – |
-14,376
| Closed | -$1.26M |
|
1242
Antero Resources
AR
$11.1B
| – | – |
-15,400
| Closed | -$47K |
|
1243
Astec Industries
ASTE
$1.16B
| – | – |
-30,700
| Closed | -$955K |
|
|
OPTU
1244
Optimum Communications Inc
OPTU
$298M
| – | – |
-23,600
| Closed | -$677K |
|
1245
Avnet
AVT
$7.29B
| – | – |
-69,163
| Closed | -$3.08M |
|
1246
Axos Financial
AX
$5.77B
| – | – |
-41,000
| Closed | -$1.13M |
|
1247
American Express
AXP
$227B
| – | – |
-48,595
| Closed | -$5.75M |
|
1248
Banner Corp
BANR
$2.39B
| – | – |
-9,600
| Closed | -$539K |
|
1249
Becton Dickinson
BDX
$45.6B
| – | – |
-7,458
| Closed | -$1.84M |
|
|
BBT
1250
Beacon Financial Corp
BBT
$2.66B
| – | – |
-7,400
| Closed | -$217K |
|
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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.