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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 | |
|---|---|---|---|---|---|---|
1301
HUB Group
HUBG
$2.78B
| – | – |
-84,000
| Closed | -$1.95M |
|
1302
Integra LifeSciences
IART
$1.33B
| – | – |
-13,777
| Closed | -$828K |
|
1303
IMAX
IMAX
$2.63B
| – | – |
-26,600
| Closed | -$584K |
|
1304
Innoviva
INVA
$1.55B
| – | – |
-74,700
| Closed | -$787K |
|
1305
Iovance Biotherapeutics
IOVA
$2.03B
| – | – |
-12,000
| Closed | -$218K |
|
1306
IPG Photonics
IPGP
$3.71B
| – | – |
-1,867
| Closed | -$253K |
|
1307
Ingersoll Rand
IR
$31.5B
| – | – |
-28,300
| Closed | -$801K |
|
|
IRBT
1308
DELISTED
iRobot
IRBT
| – | – |
-5,549
| Closed | -$342K |
|
1309
Korn Ferry
KFY
$4.13B
| – | – |
-13,000
| Closed | -$502K |
|
1310
Kilroy Realty
KRC
$4.6B
| – | – |
-3,261
| Closed | -$254K |
|
1311
Lithia Motors
LAD
$8.84B
| – | – |
-8,630
| Closed | -$1.14M |
|
1312
nLIGHT
LASR
$3.95B
| – | – |
-29,100
| Closed | -$456K |
|
1313
Lear
LEA
$6.99B
| – | – |
-12,674
| Closed | -$1.49M |
|
1314
LGI Homes
LGIH
$1.32B
| – | – |
-4,400
| Closed | -$367K |
|
1315
Ligand Pharmaceuticals
LGND
$5.87B
| – | – |
-6,160
| Closed | -$383K |
|
1316
lululemon athletica
LULU
$13.4B
| – | – |
-10,849
| Closed | -$2.09M |
|
1317
LXP Industrial Trust
LXP
$3.58B
| – | – |
-9,820
| Closed | -$503K |
|
1318
Mattel
MAT
$4.4B
| – | – |
-41,500
| Closed | -$473K |
|
1319
Moelis & Co
MC
$5.06B
| – | – |
-11,600
| Closed | -$381K |
|
1320
Microchip Technology
MCHP
$41.7B
| – | – |
-46,822
| Closed | -$2.17M |
|
1321
Medpace
MEDP
$16.1B
| – | – |
-4,300
| Closed | -$361K |
|
1322
MGM Resorts International
MGM
$11.6B
| – | – |
-101,669
| Closed | -$2.82M |
|
1323
Meritage Homes
MTH
$4.59B
| – | – |
-16,600
| Closed | -$584K |
|
1324
Newmont
NEM
$99.5B
| – | – |
-89,711
| Closed | -$3.4M |
|
1325
Nektar Therapeutics
NKTR
$2.39B
| – | – |
-980
| Closed | -$268K |
|
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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.