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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 | |
|---|---|---|---|---|---|---|
876
Box
BOX
$4.37B
| $431K | 0.04% |
25,664
-22,100
| -46% | -$371K |
|
877
First Merchants
FRME
$2.68B
| $428K | 0.04% |
+10,300
| New | +$411K |
|
878
Maximus
MMS
$3.17B
| $427K | 0.04% |
5,742
-32,262
| -85% | -$2.42M |
|
879
United Bankshares
UBSI
$6.63B
| $426K | 0.03% |
11,013
-1,787
| -14% | -$68.9K |
|
|
RPAI
880
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $426K | 0.03% |
31,806
-3,794
| -11% | -$51K |
|
881
Alkermes
ALKS
$8.22B
| $425K | 0.03% |
20,844
-59,191
| -74% | -$1.18M |
|
|
ARR
882
Armour Residential REIT
ARR
$2.33B
| $425K | 0.03% |
4,760
+2,300
| +93% | +$197K |
|
883
DXC Technology
DXC
$1.82B
| $425K | 0.03% |
11,307
-7,662
| -40% | -$250K |
|
884
Gentex
GNTX
$4.97B
| $425K | 0.03% |
14,667
-64,364
| -81% | -$1.81M |
|
885
Teleflex
TFX
$6.05B
| $425K | 0.03% |
1,130
-874
| -44% | -$301K |
|
886
Apogee Enterprises
APOG
$826M
| $424K | 0.03% |
13,053
-24,220
| -65% | -$902K |
|
887
Baker Hughes
BKR
$60B
| $423K | 0.03% |
+16,500
| New | +$375K |
|
888
Sonos
SONO
$1.73B
| $423K | 0.03% |
+27,100
| New | +$378K |
|
889
Carter's
CRI
$1.42B
| $422K | 0.03% |
3,860
-10,199
| -73% | -$1.03M |
|
|
TMX
890
DELISTED
Terminix Global Holdings, Inc.
TMX
| $421K | 0.03% |
+10,898
| New | +$463K |
|
891
AerCap
AER
$23.7B
| $420K | 0.03% |
6,831
-19,661
| -74% | -$1.16M |
|
|
CSFL
892
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $420K | 0.03% |
16,800
+5,200
| +45% | +$130K |
|
893
e.l.f. Beauty
ELF
$4.89B
| $419K | 0.03% |
26,000
-3,800
| -13% | -$63.2K |
|
894
Tenet Healthcare
THC
$20.5B
| $419K | 0.03% |
11,018
-9,730
| -47% | -$291K |
|
895
The Mosaic Company
MOS
$7.03B
| $418K | 0.03% |
19,303
-29,059
| -60% | -$576K |
|
896
Yelp
YELP
$1.45B
| $418K | 0.03% |
11,996
-11,635
| -49% | -$395K |
|
|
MZTI
897
The Marzetti Company
MZTI
$2.93B
| $417K | 0.03% |
2,607
-5,993
| -70% | -$902K |
|
898
Terreno Realty
TRNO
$7.57B
| $417K | 0.03% |
7,700
-2,900
| -27% | -$159K |
|
899
Deluxe
DLX
$1.18B
| $416K | 0.03% |
8,324
-11,476
| -58% | -$572K |
|
900
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.84B
| $415K | 0.03% |
12,900
+5,200
| +68% | +$154K |
|
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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.