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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 | |
|---|---|---|---|---|---|---|
701
Goldman Sachs
GS
$300B
| $573K | 0.05% |
2,492
-9,384
| -79% | -$2.04M |
|
702
Artisan Partners
APAM
$2.79B
| $572K | 0.05% |
+17,700
| New | +$511K |
|
|
ARGO
703
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $572K | 0.05% |
+8,700
| New | +$569K |
|
704
Arbor Realty Trust
ABR
$964M
| $570K | 0.05% |
+39,697
| New | +$564K |
|
705
Moody's
MCO
$82.8B
| $570K | 0.05% |
2,400
-18,577
| -89% | -$4.13M |
|
706
CNA Financial
CNA
$14.2B
| $569K | 0.05% |
12,692
+8,592
| +210% | +$388K |
|
707
Brinker International
EAT
$9.17B
| $568K | 0.05% |
13,514
+8,605
| +175% | +$371K |
|
708
Graphic Packaging
GPK
$3.17B
| $568K | 0.05% |
34,126
-27,903
| -45% | -$442K |
|
|
MIME
709
DELISTED
Mimecast Limited
MIME
| $568K | 0.05% |
13,100
-17,699
| -57% | -$736K |
|
710
Blackbaud
BLKB
$1.94B
| $567K | 0.05% |
7,120
-11,980
| -63% | -$1M |
|
711
Graco
GGG
$12.9B
| $567K | 0.05% |
10,896
-35,793
| -77% | -$1.71M |
|
|
SIVB
712
DELISTED
SVB Financial Group
SIVB
| $567K | 0.05% |
2,260
+1,258
| +126% | +$286K |
|
|
UFS
713
DELISTED
DOMTAR CORPORATION (New)
UFS
| $566K | 0.05% |
+14,814
| New | +$548K |
|
714
Magna International
MGA
$18.7B
| $565K | 0.05% |
10,301
-3,447
| -25% | -$187K |
|
715
Addus HomeCare
ADUS
$2.16B
| $564K | 0.05% |
+5,800
| New | +$511K |
|
716
Exponent
EXPO
$3.24B
| $559K | 0.05% |
8,106
-894
| -10% | -$59K |
|
717
FNB Corp
FNB
$6.73B
| $559K | 0.05% |
44,037
+16,781
| +62% | +$206K |
|
|
CBPO
718
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $559K | 0.05% |
4,800
-8,600
| -64% | -$996K |
|
|
EXAS
719
DELISTED
Exact Sciences
EXAS
| $558K | 0.05% |
6,039
+1,352
| +29% | +$119K |
|
720
Knowles
KN
$3.13B
| $556K | 0.05% |
26,300
-6,800
| -21% | -$146K |
|
721
Schneider National
SNDR
$6.26B
| $556K | 0.05% |
+25,500
| New | +$574K |
|
|
PXD
722
DELISTED
Pioneer Natural Resource Co.
PXD
| $556K | 0.05% |
3,670
+329
| +10% | +$43.8K |
|
723
Charles River Laboratories
CRL
$11.2B
| $554K | 0.05% |
+3,627
| New | +$502K |
|
|
CNH
724
CNH Industrial
CNH
$12.7B
| $554K | 0.05% |
57,826
-1,814
| -3% | -$17.1K |
|
725
Black Hills Corp
BKH
$5.42B
| $553K | 0.05% |
7,037
-6,323
| -47% | -$487K |
|
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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.