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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 | |
|---|---|---|---|---|---|---|
401
Allegiant Air
ALGT
$2.64B
| $918K | 0.08% |
+5,272
| New | +$873K |
|
402
Cabot Corp
CBT
$4.54B
| $918K | 0.08% |
19,316
+1,118
| +6% | +$51.9K |
|
|
LSXMK
403
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $915K | 0.08% |
24,946
-10,635
| -30% | -$371K |
|
|
JHG
404
DELISTED
Janus Henderson
JHG
| $914K | 0.07% |
37,400
-2,300
| -6% | -$54.8K |
|
405
Spire
SR
$4.72B
| $914K | 0.07% |
+10,971
| New | +$899K |
|
406
Idacorp
IDA
$8.27B
| $913K | 0.07% |
8,545
-11,160
| -57% | -$1.19M |
|
407
Woodward
WWD
$21.3B
| $908K | 0.07% |
+7,666
| New | +$865K |
|
|
LSXMA
408
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $907K | 0.07% |
25,965
-8,731
| -25% | -$289K |
|
409
Aon
AON
$76.5B
| $906K | 0.07% |
4,348
-845
| -16% | -$167K |
|
410
ConocoPhillips
COP
$147B
| $903K | 0.07% |
13,881
-30,516
| -69% | -$1.79M |
|
411
Polaris
PII
$3.82B
| $903K | 0.07% |
8,877
-791
| -8% | -$76.8K |
|
412
McCormick & Company Non-Voting
MKC
$13.7B
| $902K | 0.07% |
10,630
-10,582
| -50% | -$876K |
|
413
Chemed
CHE
$7.07B
| $900K | 0.07% |
2,049
+649
| +46% | +$273K |
|
414
Alnylam Pharmaceuticals
ALNY
$27.5B
| $899K | 0.07% |
7,808
-18,600
| -70% | -$1.85M |
|
415
Old National Bancorp
ONB
$10.2B
| $899K | 0.07% |
49,138
+33,638
| +217% | +$604K |
|
416
Donaldson
DCI
$10.9B
| $898K | 0.07% |
15,584
-13,091
| -46% | -$712K |
|
|
VAR
417
DELISTED
Varian Medical Systems, Inc.
VAR
| $898K | 0.07% |
6,324
+326
| +5% | +$41.6K |
|
|
SJI
418
DELISTED
South Jersey Industries, Inc.
SJI
| $897K | 0.07% |
27,200
-9,600
| -26% | -$303K |
|
419
Kaiser Aluminum
KALU
$2.61B
| $890K | 0.07% |
8,027
+2,268
| +39% | +$243K |
|
420
NeoGenomics
NEO
$1.96B
| $889K | 0.07% |
+30,408
| New | +$724K |
|
421
Palo Alto Networks
PANW
$270B
| $886K | 0.07% |
22,992
-32,988
| -59% | -$1.25M |
|
422
Xencor
XNCR
$1.5B
| $883K | 0.07% |
25,687
+10,687
| +71% | +$390K |
|
423
TransUnion
TRU
$15.1B
| $882K | 0.07% |
10,300
-1,300
| -11% | -$108K |
|
424
ICF International
ICFI
$1.46B
| $880K | 0.07% |
+9,600
| New | +$826K |
|
425
JB Hunt Transport Services
JBHT
$25.5B
| $880K | 0.07% |
7,537
-3,563
| -32% | -$409K |
|
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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.