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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
-0.05%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.64B
AUM Growth
+$488M
Cap. Flow
+$504M
Cap. Flow %
30.66%
Top 10 Hldgs %
5.63%
Holding
1,396
New
398
Increased
493
Reduced
344
Closed
158

Top Buys

Rank Stock Value
1
CTSH icon
Cognizant
CTSH
+$9.8M
2
SBUX icon
Starbucks
SBUX
+$9.67M
3
WM icon
Waste Management
WM
+$8.61M
4
KO icon
Coca-Cola
KO
+$8.59M
5
CLX icon
Clorox
CLX
+$7.69M

Top Sells

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$7.63M
2
LLY icon
Eli Lilly
LLY
+$6.16M
3
BMY icon
Bristol-Myers Squibb
BMY
+$5.84M
4
MO icon
Altria Group
MO
+$5.27M
5
SCHW
Charles Schwab
SCHW
+$4.51M

Sector Composition

Rank Sector Weight
1 Technology 15.39%
2 Consumer Discretionary 14.87%
3 Financials 14.45%
4 Industrials 12.99%
5 Healthcare 11.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MANH icon
276
Manhattan Associates
MANH
$11.2B
$1.83M 0.11%
22,709
+10,000
+79% +$802K
PHM icon
277
Pultegroup
PHM
$24.1B
$1.83M 0.11%
50,094
+14,492
+41% +$482K
CVLT icon
278
Commault Systems
CVLT
$4.88B
$1.83M 0.11%
40,886
+24,550
+150% +$1.12M
BNY
279
Bank of New York Mellon
BNY
$106B
$1.83M 0.11%
40,415
-80,421
-67% -$3.58M
AMG icon
280
Affiliated Managers Group
AMG
$9.69B
$1.82M 0.11%
21,896
+18,383
+523% +$1.54M
PNW icon
281
Pinnacle West Capital
PNW
$12.2B
$1.82M 0.11%
18,750
+12,487
+199% +$1.18M
VEEV icon
282
Veeva Systems
VEEV
$33.1B
$1.8M 0.11%
11,786
-4,578
-28% -$734K
HPE icon
283
Hewlett Packard
HPE
$63.4B
$1.8M 0.11%
118,600
+29,000
+32% +$412K
EME icon
284
Emcor
EME
$35.2B
$1.79M 0.11%
20,836
+13,023
+167% +$1.11M
TECD
285
DELISTED
Tech Data Corp
TECD
$1.79M 0.11%
17,204
+8,104
+89% +$790K
PNR icon
286
Pentair
PNR
$10.4B
$1.79M 0.11%
47,294
+21,812
+86% +$811K
TXN icon
287
Texas Instruments
TXN
$252B
$1.78M 0.11%
13,755
-9,755
-41% -$1.2M
MDU icon
288
MDU Resources
MDU
$4.17B
$1.78M 0.11%
165,777
+8,749
+6% +$89.3K
INGR icon
289
Ingredion
INGR
$6.27B
$1.77M 0.11%
21,647
+7,721
+55% +$613K
EMN icon
290
Eastman Chemical
EMN
$8B
$1.76M 0.11%
23,908
+15,325
+179% +$1.1M
NOW icon
291
ServiceNow
NOW
$115B
$1.76M 0.11%
34,620
+29,190
+538% +$1.59M
THRM icon
292
Gentherm
THRM
$1.24B
$1.76M 0.11%
+42,800
New +$1.69M
SNPS icon
293
Synopsys
SNPS
$74.4B
$1.76M 0.11%
12,802
-6,189
-33% -$837K
FHI icon
294
Federated Hermes
FHI
$4.55B
$1.75M 0.11%
54,144
+25,866
+91% +$850K
LLY icon
295
Eli Lilly
LLY
$1.02T
$1.75M 0.11%
15,675
-55,353
-78% -$6.16M
NFG icon
296
National Fuel Gas
NFG
$7.82B
$1.75M 0.11%
37,328
-2,718
-7% -$132K
KR icon
297
Kroger
KR
$35.4B
$1.75M 0.11%
67,869
-26,017
-28% -$605K
VIAV icon
298
Viavi Solutions
VIAV
$9.12B
$1.74M 0.11%
124,554
+85,320
+217% +$1.21M
BFH icon
299
Bread Financial
BFH
$4.37B
$1.74M 0.11%
17,033
+5,379
+46% +$606K
RH icon
300
RH
RH
$3.13B
$1.74M 0.11%
10,197
-12,560
-55% -$1.79M
10 11
12
13 14

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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AlphaCrest Capital Management's Q3 2019 Portfolio in Review

As of Q3 2019, AlphaCrest Capital Management held 1,396 positions worth $1.64B, up 42% from $1.16B the previous quarter. Its ten largest holdings account for 5.6% of the portfolio.

AlphaCrest Capital Management deployed $504M of net new capital in Q3 2019, opening 398 new positions and adding to 493 existing holdings. Its largest new stake was Cognizant: 154,983 shares worth $9.34M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, down from 16% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Cisco, an estimated $7.63M trimmed.

  • AlphaCrest Capital Management's largest Q3 2019 buy was Cognizant: 154,983 shares worth $9.34M.
  • AlphaCrest Capital Management added most to Starbucks in Q3 2019, an estimated $9.67M increase.
  • AlphaCrest Capital Management's biggest Q3 2019 reduction was Cisco, cutting an estimated $7.63M.
  • AlphaCrest Capital Management fully exited Altria Group in Q3 2019, selling an estimated $5.27M.
  • AlphaCrest Capital Management's ten largest holdings make up 5.6% of its $1.64B portfolio in Q3 2019.
  • AlphaCrest Capital Management opened 398 new positions and closed 158 in Q3 2019.
  • AlphaCrest Capital Management's portfolio value rose 42% quarter-over-quarter to $1.64B.

Based on AlphaCrest Capital Management's 13F filing for Q3 2019, filed 12 Nov 2019.