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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 | |
|---|---|---|---|---|---|---|
1001
Power Integrations
POWI
$3.38B
| $335K | 0.03% |
+6,778
| New | +$312K |
|
1002
STAG Industrial
STAG
$7.38B
| $334K | 0.03% |
+10,566
| New | +$324K |
|
1003
Energizer
ENR
$1.44B
| $333K | 0.03% |
+6,636
| New | +$305K |
|
1004
HubSpot
HUBS
$12.2B
| $333K | 0.03% |
2,100
-8,000
| -79% | -$1.22M |
|
1005
O-I Glass
OI
$1.1B
| $333K | 0.03% |
+27,901
| New | +$278K |
|
|
RDFN
1006
DELISTED
Redfin
RDFN
| $333K | 0.03% |
+15,731
| New | +$301K |
|
|
AD
1007
Array Digital Infrastructure
AD
$3.01B
| $333K | 0.03% |
+9,200
| New | +$322K |
|
1008
Core Laboratories
CLB
$488M
| $332K | 0.03% |
8,812
-9,410
| -52% | -$423K |
|
1009
Ionis Pharmaceuticals
IONS
$8.6B
| $332K | 0.03% |
5,500
-5,200
| -49% | -$310K |
|
1010
News Corp Class B
NWS
$16.9B
| $332K | 0.03% |
22,895
-53,605
| -70% | -$738K |
|
1011
Mercado Libre
MELI
$95.2B
| $329K | 0.03% |
575
-458
| -44% | -$253K |
|
|
PMT
1012
PennyMac Mortgage Investment
PMT
$822M
| $329K | 0.03% |
+14,752
| New | +$334K |
|
1013
Heron Therapeutics
HRTX
$93.9M
| $328K | 0.03% |
+13,972
| New | +$309K |
|
1014
Lamar Advertising Co
LAMR
$16.2B
| $328K | 0.03% |
3,676
-923
| -20% | -$77.2K |
|
|
MASI
1015
DELISTED
Masimo
MASI
| $327K | 0.03% |
2,070
-2,966
| -59% | -$446K |
|
1016
National Fuel Gas
NFG
$7.82B
| $327K | 0.03% |
7,032
-30,296
| -81% | -$1.38M |
|
|
WCN
1017
Waste Connections
WCN
$42.2B
| $327K | 0.03% |
3,600
-1,100
| -23% | -$99.9K |
|
1018
Armstrong World Industries
AWI
$7.38B
| $326K | 0.03% |
+3,469
| New | +$331K |
|
1019
Manulife Financial
MFC
$73.9B
| $326K | 0.03% |
+16,049
| New | +$307K |
|
1020
Annaly Capital Management
NLY
$17.1B
| $326K | 0.03% |
8,643
-2,520
| -23% | -$91.9K |
|
1021
WaFd
WAFD
$2.72B
| $326K | 0.03% |
8,901
+301
| +4% | +$11.1K |
|
|
AAN.A
1022
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $325K | 0.03% |
+5,697
| New | +$325K |
|
|
CXO
1023
DELISTED
CONCHO RESOURCES INC.
CXO
| $324K | 0.03% |
3,702
-18,802
| -84% | -$1.36M |
|
1024
Ameris Bancorp
ABCB
$5.85B
| $323K | 0.03% |
7,600
+1,100
| +17% | +$47K |
|
1025
Canadian Pacific Kansas City
CP
$78.1B
| $323K | 0.03% |
6,340
-15,830
| -71% | -$742K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.