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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 | |
|---|---|---|---|---|---|---|
351
Molina Healthcare
MOH
$10.2B
| $992K | 0.08% |
7,313
+2,263
| +45% | +$285K |
|
352
NVIDIA
NVDA
$4.86T
| $992K | 0.08% |
168,680
+115,560
| +218% | +$601K |
|
353
Jack Henry & Associates
JKHY
$10.9B
| $984K | 0.08% |
6,754
-16,669
| -71% | -$2.43M |
|
354
Expeditors International
EXPD
$22B
| $982K | 0.08% |
12,592
-21,032
| -63% | -$1.58M |
|
355
Tetra Tech
TTEK
$8.49B
| $982K | 0.08% |
+57,000
| New | +$987K |
|
356
MakeMyTrip
MMYT
$5.36B
| $980K | 0.08% |
42,791
+23,091
| +117% | +$559K |
|
357
Sempra
SRE
$57.9B
| $978K | 0.08% |
12,914
-1,994
| -13% | -$146K |
|
358
Rogers Communications
RCI
$18.3B
| $977K | 0.08% |
19,662
-38,890
| -66% | -$1.87M |
|
|
NATI
359
DELISTED
National Instruments Corp
NATI
| $977K | 0.08% |
23,070
-41,081
| -64% | -$1.72M |
|
360
HEICO Corp Class A
HEI.A
$36B
| $976K | 0.08% |
10,900
-1,000
| -8% | -$95.3K |
|
361
ServiceNow
NOW
$115B
| $976K | 0.08% |
17,290
-17,330
| -50% | -$913K |
|
362
Cinemark Holdings
CNK
$4.24B
| $971K | 0.08% |
28,681
-3,107
| -10% | -$110K |
|
|
JNPR
363
DELISTED
Juniper Networks
JNPR
| $970K | 0.08% |
39,365
-24,875
| -39% | -$612K |
|
364
Franco-Nevada
FNV
$41.1B
| $969K | 0.08% |
9,378
-3,048
| -25% | -$295K |
|
365
Insight Enterprises
NSIT
$3.89B
| $969K | 0.08% |
+13,791
| New | +$869K |
|
|
PRAH
366
DELISTED
PRA Health Sciences, Inc.
PRAH
| $967K | 0.08% |
8,700
-7,600
| -47% | -$782K |
|
|
GRA
367
DELISTED
W.R. Grace & Co.
GRA
| $967K | 0.08% |
13,849
-27,849
| -67% | -$1.87M |
|
368
Camden Property Trust
CPT
$11B
| $965K | 0.08% |
9,093
+3,579
| +65% | +$396K |
|
369
Quanta Services
PWR
$100B
| $963K | 0.08% |
23,643
+17,259
| +270% | +$704K |
|
370
Rockwell Automation
ROK
$53.4B
| $961K | 0.08% |
4,742
-17,649
| -79% | -$3.27M |
|
371
DTE Energy
DTE
$29.5B
| $953K | 0.08% |
8,625
+553
| +7% | +$59.6K |
|
372
Northwest Bancshares
NWBI
$2.3B
| $952K | 0.08% |
57,238
-22,062
| -28% | -$369K |
|
373
National Health Investors
NHI
$3.72B
| $950K | 0.08% |
11,663
-6,037
| -34% | -$494K |
|
|
CONE
374
DELISTED
CyrusOne Inc Common Stock
CONE
| $950K | 0.08% |
14,522
+5,515
| +61% | +$379K |
|
375
Brunswick
BC
$5.13B
| $943K | 0.08% |
15,724
-11,978
| -43% | -$693K |
|
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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.