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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 | |
|---|---|---|---|---|---|---|
626
NNN REIT
NNN
$9.04B
| $631K | 0.05% |
11,775
-34
| -0.3% | -$1.89K |
|
627
Best Buy
BBY
$18.2B
| $628K | 0.05% |
7,149
-11,661
| -62% | -$892K |
|
628
Buckle
BKE
$2.25B
| $628K | 0.05% |
23,233
-5,567
| -19% | -$132K |
|
629
Lumen
LUMN
$6.57B
| $628K | 0.05% |
47,508
+13,419
| +39% | +$180K |
|
630
Steris
STE
$22.3B
| $628K | 0.05% |
4,118
-3,427
| -45% | -$502K |
|
631
American Financial Group
AFG
$11.8B
| $627K | 0.05% |
5,718
-1,992
| -26% | -$213K |
|
632
Union Pacific
UNP
$174B
| $627K | 0.05% |
3,470
-34,251
| -91% | -$5.86M |
|
633
Coca-Cola Europacific Partners
CCEP
$48.3B
| $626K | 0.05% |
12,300
+6,100
| +98% | +$321K |
|
|
SGI
634
Somnigroup International
SGI
$13.7B
| $626K | 0.05% |
28,784
+13,580
| +89% | +$284K |
|
635
SEI Investments
SEIC
$12.4B
| $625K | 0.05% |
9,545
-47,651
| -83% | -$2.96M |
|
|
ICPT
636
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $625K | 0.05% |
5,041
-4,720
| -48% | -$423K |
|
637
Comcast
CMCSA
$85B
| $624K | 0.05% |
13,886
-132,570
| -91% | -$5.9M |
|
638
CarGurus
CARG
$3.27B
| $623K | 0.05% |
17,700
-29,600
| -63% | -$1.05M |
|
639
Visteon
VC
$2.79B
| $623K | 0.05% |
7,196
+2,976
| +71% | +$265K |
|
640
Vertex Pharmaceuticals
VRTX
$121B
| $623K | 0.05% |
2,844
-13,138
| -82% | -$2.66M |
|
641
ManpowerGroup
MAN
$2.44B
| $621K | 0.05% |
6,393
-4,796
| -43% | -$439K |
|
642
PBF Energy
PBF
$8.57B
| $620K | 0.05% |
+19,754
| New | +$608K |
|
|
XLRN
643
DELISTED
Acceleron Pharma
XLRN
| $620K | 0.05% |
11,700
-7,100
| -38% | -$324K |
|
644
Badger Meter
BMI
$3.89B
| $617K | 0.05% |
+9,500
| New | +$564K |
|
645
HEICO Corp
HEI
$49.8B
| $617K | 0.05% |
5,409
-4,899
| -48% | -$603K |
|
646
Iridium Communications
IRDM
$5.02B
| $617K | 0.05% |
25,021
+5,321
| +27% | +$128K |
|
647
Sally Beauty Holdings
SBH
$1.43B
| $617K | 0.05% |
33,783
-3,632
| -10% | -$63.1K |
|
|
SHOE
648
Shoe Station Group
SHOE
$413M
| $617K | 0.05% |
+33,106
| New | +$585K |
|
|
USCR
649
DELISTED
U S Concrete, Inc.
USCR
| $617K | 0.05% |
14,800
+2,900
| +24% | +$133K |
|
650
Mondelez International
MDLZ
$79.5B
| $616K | 0.05% |
11,178
-13,300
| -54% | -$711K |
|
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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.