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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 | |
|---|---|---|---|---|---|---|
|
SINA
1101
DELISTED
Sina Corp
SINA
| $278K | 0.02% |
+6,967
| New | +$267K |
|
1102
QuidelOrtho
QDEL
$1.14B
| $277K | 0.02% |
3,698
-3,402
| -48% | -$220K |
|
|
VRTU
1103
DELISTED
Virtusa Corporation
VRTU
| $277K | 0.02% |
+6,100
| New | +$249K |
|
1104
Icon
ICLR
$12.6B
| $276K | 0.02% |
1,600
-100
| -6% | -$15.4K |
|
1105
FIVE9
FIVN
$2.11B
| $275K | 0.02% |
4,200
-1,000
| -19% | -$61.2K |
|
1106
Pentair
PNR
$10.4B
| $275K | 0.02% |
5,993
-41,301
| -87% | -$1.74M |
|
|
PPBI
1107
DELISTED
Pacific Premier Bancorp
PPBI
| $274K | 0.02% |
+8,400
| New | +$274K |
|
1108
Estee Lauder
EL
$30.4B
| $273K | 0.02% |
1,322
-17,392
| -93% | -$3.38M |
|
|
GCP
1109
DELISTED
GCP Applied Technologies Inc.
GCP
| $273K | 0.02% |
12,000
-31,500
| -72% | -$678K |
|
1110
Newell Brands
NWL
$2.38B
| $272K | 0.02% |
14,161
-45,183
| -76% | -$870K |
|
1111
La-Z-Boy
LZB
$1.58B
| $271K | 0.02% |
8,624
-76
| -0.9% | -$2.55K |
|
1112
MACOM Technology Solutions
MTSI
$19.2B
| $271K | 0.02% |
10,200
-17,300
| -63% | -$413K |
|
|
CIM
1113
Chimera Investment
CIM
$1.04B
| $270K | 0.02% |
4,371
-2,829
| -39% | -$173K |
|
1114
Trex
TREX
$4.51B
| $270K | 0.02% |
6,010
-14,590
| -71% | -$643K |
|
|
MNTA
1115
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $268K | 0.02% |
13,600
-700
| -5% | -$11.2K |
|
1116
Ryder
R
$9.83B
| $267K | 0.02% |
4,918
-11,026
| -69% | -$574K |
|
1117
Varex Imaging
VREX
$472M
| $267K | 0.02% |
8,949
-5,300
| -37% | -$158K |
|
1118
Erie Indemnity
ERIE
$12.7B
| $266K | 0.02% |
+1,600
| New | +$283K |
|
1119
Kennametal
KMT
$2.59B
| $266K | 0.02% |
7,200
-10,701
| -60% | -$358K |
|
1120
Merit Medical Systems
MMSI
$5.08B
| $266K | 0.02% |
+8,521
| New | +$244K |
|
1121
Wendy's
WEN
$1.4B
| $266K | 0.02% |
11,974
-36,422
| -75% | -$772K |
|
|
HBI
1122
DELISTED
Hanesbrands
HBI
| $265K | 0.02% |
17,870
-10,089
| -36% | -$153K |
|
1123
Kulicke & Soffa
KLIC
$4.67B
| $264K | 0.02% |
9,688
-24,631
| -72% | -$608K |
|
|
BECN
1124
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $264K | 0.02% |
8,245
-3,416
| -29% | -$108K |
|
1125
FMC
FMC
$1.34B
| $263K | 0.02% |
2,633
-5,379
| -67% | -$500K |
|
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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.