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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 | |
|---|---|---|---|---|---|---|
726
CareTrust REIT
CTRE
$9.91B
| $553K | 0.05% |
26,800
+16,100
| +150% | +$352K |
|
727
Radian Group
RDN
$5.18B
| $553K | 0.05% |
21,999
-37,213
| -63% | -$925K |
|
|
CADE
728
DELISTED
Cadence Bancorporation
CADE
| $553K | 0.05% |
+30,500
| New | +$510K |
|
729
Fortis
FTS
$29B
| $552K | 0.05% |
13,300
-2,700
| -17% | -$110K |
|
730
Ingredion
INGR
$6.27B
| $551K | 0.05% |
5,930
-15,717
| -73% | -$1.32M |
|
731
Zillow
ZG
$7.94B
| $551K | 0.05% |
12,050
-8,850
| -42% | -$327K |
|
732
Healthpeak Properties
DOC
$15.1B
| $549K | 0.05% |
15,916
+9,016
| +131% | +$315K |
|
733
Ambarella
AMBA
$3.77B
| $547K | 0.04% |
+9,039
| New | +$501K |
|
|
FBC
734
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $547K | 0.04% |
+14,300
| New | +$535K |
|
735
CNO Financial Group
CNO
$5.14B
| $545K | 0.04% |
30,036
-25,600
| -46% | -$435K |
|
736
Stanley Black & Decker
SWK
$14.3B
| $543K | 0.04% |
3,279
-6,373
| -66% | -$987K |
|
737
Shake Shack
SHAK
$2.53B
| $542K | 0.04% |
9,100
+6,800
| +296% | +$489K |
|
738
Travelers Companies
TRV
$78.1B
| $541K | 0.04% |
3,947
-16,604
| -81% | -$2.26M |
|
739
Sonoco
SON
$5.57B
| $539K | 0.04% |
8,731
-9,983
| -53% | -$591K |
|
740
Zumiez
ZUMZ
$332M
| $539K | 0.04% |
15,591
+7,291
| +88% | +$231K |
|
741
Assured Guaranty
AGO
$3.66B
| $538K | 0.04% |
10,976
-48,382
| -82% | -$2.31M |
|
|
HI
742
DELISTED
Hillenbrand
HI
| $537K | 0.04% |
16,132
-7,068
| -30% | -$223K |
|
743
United Parks & Resorts
PRKS
$2.1B
| $536K | 0.04% |
16,908
-27,327
| -62% | -$788K |
|
|
BPYU
744
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
| $535K | 0.04% |
+29,000
| New | +$549K |
|
745
AeroVironment
AVAV
$7.56B
| $533K | 0.04% |
8,633
+533
| +7% | +$31.9K |
|
746
Westlake Corp
WLK
$9.03B
| $533K | 0.04% |
+7,600
| New | +$510K |
|
|
WPX
747
DELISTED
WPX Energy, Inc.
WPX
| $533K | 0.04% |
38,756
-29,714
| -43% | -$317K |
|
748
McKesson
MCK
$100B
| $532K | 0.04% |
3,843
-5,958
| -61% | -$842K |
|
749
WSFS Financial
WSFS
$4.12B
| $532K | 0.04% |
12,100
-6,900
| -36% | -$302K |
|
750
Keurig Dr Pepper
KDP
$42.3B
| $531K | 0.04% |
18,350
-26,766
| -59% | -$769K |
|
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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.