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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 | |
|---|---|---|---|---|---|---|
|
LNW
901
DELISTED
Light & Wonder
LNW
| $414K | 0.03% |
15,471
+4,803
| +45% | +$124K |
|
|
EVBG
902
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $414K | 0.03% |
+5,300
| New | +$409K |
|
|
SGEN
903
DELISTED
Seagen Inc. Common Stock
SGEN
| $413K | 0.03% |
3,613
-1,191
| -25% | -$126K |
|
904
Haemonetics
HAE
$3.89B
| $412K | 0.03% |
3,589
+484
| +16% | +$58.6K |
|
905
Simmons First National
SFNC
$3.41B
| $412K | 0.03% |
+15,387
| New | +$388K |
|
906
Texas Roadhouse
TXRH
$13.5B
| $412K | 0.03% |
7,312
-14,671
| -67% | -$805K |
|
907
Brixmor Property Group
BRX
$9.67B
| $411K | 0.03% |
+19,025
| New | +$406K |
|
908
Kemper
KMPR
$1.67B
| $411K | 0.03% |
+5,300
| New | +$395K |
|
909
Hain Celestial
HAIN
$45M
| $410K | 0.03% |
+15,812
| New | +$378K |
|
910
Rexford Industrial Realty
REXR
$8.42B
| $406K | 0.03% |
+8,900
| New | +$411K |
|
911
Boyd Gaming
BYD
$6.18B
| $405K | 0.03% |
13,527
-17,478
| -56% | -$492K |
|
912
Ziff Davis
ZD
$1.96B
| $405K | 0.03% |
4,971
-8,039
| -62% | -$664K |
|
|
XEC
913
DELISTED
CIMAREX ENERGY CO
XEC
| $404K | 0.03% |
7,702
+2,134
| +38% | +$99.3K |
|
914
Performance Food Group
PFGC
$18B
| $402K | 0.03% |
7,800
-17,900
| -70% | -$818K |
|
|
MIC
915
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $402K | 0.03% |
9,393
-3,007
| -24% | -$124K |
|
|
PPLI
916
People Inc
PPLI
$3.09B
| $400K | 0.03% |
8,986
-13,910
| -61% | -$561K |
|
917
Regenxbio
RGNX
$620M
| $397K | 0.03% |
9,700
+1,600
| +20% | +$63.2K |
|
918
Globe Life
GL
$14.2B
| $395K | 0.03% |
3,749
-7,357
| -66% | -$733K |
|
919
Jefferies Financial Group
JEF
$12.6B
| $395K | 0.03% |
+19,326
| New | +$366K |
|
920
PACCAR
PCAR
$69.8B
| $395K | 0.03% |
7,494
-1,403
| -16% | -$72.2K |
|
921
SLB Ltd
SLB
$73.6B
| $393K | 0.03% |
9,772
-111,842
| -92% | -$3.99M |
|
922
Navient
NAVI
$789M
| $391K | 0.03% |
28,562
-241,638
| -89% | -$3.25M |
|
923
American Eagle Outfitters
AEO
$2.88B
| $390K | 0.03% |
26,518
-5,233
| -16% | -$79.9K |
|
924
Fabrinet
FN
$15.6B
| $389K | 0.03% |
+6,000
| New | +$347K |
|
|
SIX
925
DELISTED
Six Flags Entertainment Corp.
SIX
| $389K | 0.03% |
8,620
-18,492
| -68% | -$851K |
|
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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.