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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 | |
|---|---|---|---|---|---|---|
501
Atmos Energy
ATO
$28.8B
| $775K | 0.06% |
6,924
-162
| -2% | -$17.8K |
|
502
Mercury Insurance
MCY
$5.93B
| $774K | 0.06% |
15,890
+3,090
| +24% | +$155K |
|
|
ROIC
503
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $772K | 0.06% |
43,701
+14,201
| +48% | +$257K |
|
|
CVGW
504
DELISTED
Calavo Growers
CVGW
| $770K | 0.06% |
8,502
+802
| +10% | +$71.7K |
|
505
Twilio
TWLO
$30B
| $767K | 0.06% |
7,800
+3,200
| +70% | +$327K |
|
506
Generac Holdings
GNRC
$11.6B
| $766K | 0.06% |
+7,620
| New | +$709K |
|
507
Q2 Holdings
QTWO
$3.8B
| $762K | 0.06% |
9,400
+2,600
| +38% | +$200K |
|
|
BERY
508
DELISTED
Berry Global Group, Inc.
BERY
| $762K | 0.06% |
17,470
+10,067
| +136% | +$399K |
|
509
Imperial Oil
IMO
$62.7B
| $761K | 0.06% |
28,739
+6,339
| +28% | +$160K |
|
510
Omega Healthcare
OHI
$15.1B
| $760K | 0.06% |
+17,954
| New | +$760K |
|
|
XYZ
511
Block Inc
XYZ
$48.4B
| $757K | 0.06% |
12,100
-14,400
| -54% | -$920K |
|
|
CERN
512
DELISTED
Cerner Corp
CERN
| $754K | 0.06% |
10,279
-20,376
| -66% | -$1.41M |
|
513
Morgan Stanley
MS
$331B
| $753K | 0.06% |
14,722
-118,012
| -89% | -$5.59M |
|
514
Warner Bros
WBD
$65.9B
| $749K | 0.06% |
22,885
-19,519
| -46% | -$588K |
|
|
WRI
515
DELISTED
Weingarten Realty Investors
WRI
| $748K | 0.06% |
23,937
-40,089
| -63% | -$1.23M |
|
516
Pool Corp
POOL
$6.75B
| $747K | 0.06% |
3,519
-2,057
| -37% | -$425K |
|
|
CATM
517
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $747K | 0.06% |
16,730
-5,437
| -25% | -$206K |
|
518
Cincinnati Financial
CINF
$27.3B
| $746K | 0.06% |
7,095
+4,762
| +204% | +$521K |
|
|
JWN
519
DELISTED
Nordstrom
JWN
| $745K | 0.06% |
18,192
-16,088
| -47% | -$595K |
|
520
NMI Holdings
NMIH
$3.33B
| $743K | 0.06% |
22,400
-11,300
| -34% | -$353K |
|
521
Allegion
ALLE
$13.4B
| $740K | 0.06% |
5,940
+149
| +3% | +$17.2K |
|
|
TRTN
522
DELISTED
Triton International Limited
TRTN
| $740K | 0.06% |
18,400
-13,700
| -43% | -$507K |
|
|
ZGNX
523
DELISTED
Zogenix, Inc.
ZGNX
| $740K | 0.06% |
+14,200
| New | +$650K |
|
524
Bank of Hawaii
BOH
$3.15B
| $739K | 0.06% |
7,762
-7,938
| -51% | -$706K |
|
525
Arthur J. Gallagher & Co
AJG
$64.1B
| $738K | 0.06% |
7,746
+3,357
| +76% | +$307K |
|
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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.