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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 | |
|---|---|---|---|---|---|---|
476
Neogen
NEOG
$2.59B
| $805K | 0.07% |
24,676
-5,724
| -19% | -$188K |
|
477
SPS Commerce
SPSC
$2.72B
| $804K | 0.07% |
14,500
-33,900
| -70% | -$1.8M |
|
478
Hormel Foods
HRL
$13.9B
| $803K | 0.07% |
17,798
+9,764
| +122% | +$420K |
|
479
Dave & Buster's
PLAY
$403M
| $803K | 0.07% |
20,001
-3,499
| -15% | -$140K |
|
480
Selective Insurance
SIGI
$5.69B
| $802K | 0.07% |
12,300
+6,300
| +105% | +$436K |
|
481
Newmark Group
NMRK
$2.72B
| $800K | 0.07% |
59,444
-81,756
| -58% | -$954K |
|
482
BioMarin Pharmaceuticals
BMRN
$11.6B
| $797K | 0.07% |
9,425
-18,069
| -66% | -$1.36M |
|
483
Idexx Laboratories
IDXX
$44.8B
| $796K | 0.07% |
3,049
-267
| -8% | -$70.4K |
|
484
Arrow Electronics
ARW
$11.1B
| $795K | 0.07% |
9,386
-32,364
| -78% | -$2.57M |
|
|
CSOD
485
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $795K | 0.07% |
13,586
+5,586
| +70% | +$323K |
|
486
Eaton
ETN
$170B
| $794K | 0.07% |
8,380
-39,258
| -82% | -$3.49M |
|
487
Sunstone Hotel Investors
SHO
$2.18B
| $792K | 0.06% |
56,919
-117,122
| -67% | -$1.62M |
|
|
CVA
488
DELISTED
Covanta Holding Corporation
CVA
| $789K | 0.06% |
+53,189
| New | +$811K |
|
489
HealthEquity
HQY
$8.72B
| $783K | 0.06% |
10,577
+4,377
| +71% | +$273K |
|
490
Albany International
AIN
$2.13B
| $782K | 0.06% |
10,300
+400
| +4% | +$33.2K |
|
|
SRC
491
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $782K | 0.06% |
+15,894
| New | +$791K |
|
492
Malibu Boats
MBUU
$548M
| $780K | 0.06% |
+19,059
| New | +$689K |
|
493
Zurn Elkay Water Solutions
ZWS
$8.49B
| $780K | 0.06% |
49,616
+14,116
| +40% | +$203K |
|
494
Chipotle Mexican Grill
CMG
$47.5B
| $779K | 0.06% |
46,500
-11,800
| -20% | -$189K |
|
495
CVB Financial
CVBF
$4.03B
| $779K | 0.06% |
36,107
+7,507
| +26% | +$159K |
|
496
Genesco
GCO
$435M
| $778K | 0.06% |
16,232
-16,068
| -50% | -$667K |
|
497
Take-Two Interactive
TTWO
$45.8B
| $778K | 0.06% |
6,356
-1,358
| -18% | -$165K |
|
498
Cirrus Logic
CRUS
$6.42B
| $776K | 0.06% |
9,414
-32,673
| -78% | -$2.21M |
|
499
Hilton Worldwide
HLT
$70.7B
| $776K | 0.06% |
6,999
-8,193
| -54% | -$822K |
|
|
VGR
500
DELISTED
Vector Group Ltd.
VGR
| $776K | 0.06% |
81,715
-8,278
| -9% | -$72.4K |
|
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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.