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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
BLKB icon
301
Blackbaud
BLKB
$1.94B
$1.73M 0.1%
+19,100
New +$1.7M
MTOR
302
DELISTED
MERITOR, Inc.
MTOR
$1.72M 0.1%
+92,821
New +$1.88M
BF.B icon
303
Brown-Forman Class B
BF.B
$13.2B
$1.72M 0.1%
27,339
+7,945
+41% +$464K
CXP
304
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$1.71M 0.1%
81,000
+12,100
+18% +$258K
LPLA icon
305
LPL Financial
LPLA
$28.3B
$1.71M 0.1%
20,817
-16,897
-45% -$1.35M
UHS icon
306
Universal Health Services
UHS
$10.2B
$1.7M 0.1%
+11,429
New +$1.64M
PE
307
DELISTED
PARSLEY ENERGY INC
PE
$1.7M 0.1%
101,100
+88,900
+729% +$1.53M
ECHO
308
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.7M 0.1%
74,900
+52,900
+240% +$1.09M
MAA icon
309
Mid-America Apartment Communities
MAA
$15.4B
$1.69M 0.1%
13,016
+10,395
+397% +$1.29M
OXY icon
310
Occidental Petroleum
OXY
$56.8B
$1.69M 0.1%
37,960
-20,622
-35% -$975K
RCL icon
311
Royal Caribbean
RCL
$85.1B
$1.68M 0.1%
15,534
-14,910
-49% -$1.64M
AMD icon
312
Advanced Micro Devices
AMD
$776B
$1.68M 0.1%
+58,000
New +$1.82M
CENTA icon
313
Central Garden & Pet Co Class A
CENTA
$2.37B
$1.68M 0.1%
75,625
+56,390
+293% +$1.12M
PINC
314
DELISTED
Premier
PINC
$1.66M 0.1%
57,485
+48,630
+549% +$1.81M
KMB icon
315
Kimberly-Clark
KMB
$36.3B
$1.66M 0.1%
11,687
+2,610
+29% +$359K
MKC icon
316
McCormick & Company Non-Voting
MKC
$13.7B
$1.66M 0.1%
21,212
+5,264
+33% +$423K
ZBRA icon
317
Zebra Technologies
ZBRA
$14B
$1.65M 0.1%
+8,005
New +$1.62M
SNBR
318
DELISTED
Sleep Number
SNBR
$1.64M 0.1%
+39,785
New +$1.7M
XYZ
319
Block Inc
XYZ
$48.4B
$1.64M 0.1%
26,500
+13,900
+110% +$944K
UE icon
320
Urban Edge Properties
UE
$2.86B
$1.64M 0.1%
82,900
+44,200
+114% +$785K
BWA icon
321
BorgWarner
BWA
$13.1B
$1.64M 0.1%
+50,772
New +$1.64M
UGI icon
322
UGI
UGI
$7.74B
$1.64M 0.1%
32,566
-18,861
-37% -$942K
COO icon
323
Cooper Companies
COO
$14.1B
$1.63M 0.1%
21,992
+4,532
+26% +$365K
OMC icon
324
Omnicom Group
OMC
$21.6B
$1.63M 0.1%
20,780
+18,176
+698% +$1.44M
PRAH
325
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.62M 0.1%
+16,300
New +$1.62M
11 12
13
14 15

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SCA
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IC
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WFA
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CA
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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.