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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 | |
|---|---|---|---|---|---|---|
551
First Interstate BancSystem
FIBK
$3.69B
| $717K | 0.06% |
17,100
-6,000
| -26% | -$251K |
|
552
OneMain Financial
OMF
$7.2B
| $717K | 0.06% |
17,017
-33,683
| -66% | -$1.36M |
|
|
NUVA
553
DELISTED
NuVasive, Inc.
NUVA
| $717K | 0.06% |
9,277
-7,257
| -44% | -$512K |
|
554
Strategy Inc
MSTR
$34.1B
| $713K | 0.06% |
50,010
-25,990
| -34% | -$387K |
|
555
International Bancshares
IBOC
$4.76B
| $711K | 0.06% |
+16,500
| New | +$684K |
|
556
Regal Rexnord
RRX
$13.7B
| $709K | 0.06% |
8,278
+5,478
| +196% | +$434K |
|
557
NorthWestern Energy
NWE
$4.23B
| $708K | 0.06% |
9,884
+4,621
| +88% | +$333K |
|
558
3D Systems Corp
DDD
$431M
| $706K | 0.06% |
80,700
+35,400
| +78% | +$307K |
|
|
SAVE
559
DELISTED
Spirit Airlines, Inc.
SAVE
| $705K | 0.06% |
17,492
+7,486
| +75% | +$285K |
|
560
Natera
NTRA
$38.3B
| $704K | 0.06% |
20,900
-200
| -0.9% | -$7.37K |
|
561
Liberty Media Series C
FWONK
$24.6B
| $703K | 0.06% |
+15,818
| New | +$659K |
|
|
DFS
562
DELISTED
Discover Financial Services
DFS
| $701K | 0.06% |
8,264
-49,587
| -86% | -$4.09M |
|
563
Parker-Hannifin
PH
$123B
| $700K | 0.06% |
3,402
+1,041
| +44% | +$202K |
|
564
Bio-Rad Laboratories Class A
BIO
$8.71B
| $699K | 0.06% |
1,888
+388
| +26% | +$137K |
|
565
Cheesecake Factory
CAKE
$5.04B
| $699K | 0.06% |
17,978
+1,567
| +10% | +$64.6K |
|
566
Helmerich & Payne
HP
$3.45B
| $697K | 0.06% |
+15,333
| New | +$615K |
|
567
Terex
TEX
$7.18B
| $697K | 0.06% |
+23,398
| New | +$658K |
|
568
PNC Financial Services
PNC
$99.7B
| $695K | 0.06% |
4,353
-12,389
| -74% | -$1.86M |
|
569
Factset
FDS
$9.36B
| $694K | 0.06% |
2,587
-5,116
| -66% | -$1.31M |
|
570
Kinder Morgan
KMI
$71.7B
| $694K | 0.06% |
32,784
-8,100
| -20% | -$164K |
|
571
WIX.com
WIX
$2.3B
| $694K | 0.06% |
5,670
-13,830
| -71% | -$1.69M |
|
|
GLIBA
572
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
| $694K | 0.06% |
9,800
-10,100
| -51% | -$695K |
|
|
KW
573
DELISTED
Kennedy-Wilson Holdings
KW
| $693K | 0.06% |
31,091
+7,291
| +31% | +$163K |
|
|
IBTX
574
DELISTED
Independent Bank Group, Inc.
IBTX
| $693K | 0.06% |
+12,500
| New | +$694K |
|
575
Steven Madden
SHOO
$3.37B
| $691K | 0.06% |
16,064
-38,384
| -70% | -$1.55M |
|
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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.