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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
FDX icon
326
FedEx
FDX
$72.7B
$1.61M 0.1%
11,082
-8,412
-43% -$1.36M
SPB icon
327
Spectrum Brands
SPB
$2.04B
$1.6M 0.1%
30,380
+14,980
+97% +$782K
LOGI icon
328
Logitech
LOGI
$14.7B
$1.6M 0.1%
39,300
+33,100
+534% +$1.33M
DINO icon
329
HF Sinclair
DINO
$16.5B
$1.6M 0.1%
29,794
+7,294
+32% +$354K
BMO icon
330
Bank of Montreal
BMO
$126B
$1.59M 0.1%
21,617
+1,734
+9% +$126K
NTRS icon
331
Northern Trust
NTRS
$22.4B
$1.59M 0.1%
17,066
+7,521
+79% +$691K
CXT icon
332
Crane NXT
CXT
$2.99B
$1.59M 0.1%
56,791
-12,017
-17% -$335K
SYK icon
333
Stryker
SYK
$125B
$1.59M 0.1%
7,356
+3,529
+92% +$757K
JNPR
334
DELISTED
Juniper Networks
JNPR
$1.59M 0.1%
64,240
+17,447
+37% +$439K
DBX icon
335
Dropbox
DBX
$7.6B
$1.58M 0.1%
+78,500
New +$1.67M
CSL icon
336
Carlisle Companies
CSL
$14.6B
$1.58M 0.1%
+10,866
New +$1.53M
SNV
337
DELISTED
Synovus
SNV
$1.57M 0.1%
44,011
-3,073
-7% -$110K
HAS icon
338
Hasbro
HAS
$13.3B
$1.57M 0.1%
13,224
+2,594
+24% +$295K
JBL icon
339
Jabil
JBL
$33B
$1.57M 0.1%
43,825
+19,666
+81% +$593K
PLNT icon
340
Planet Fitness
PLNT
$4.42B
$1.57M 0.1%
27,100
+22,600
+502% +$1.59M
TMHC
341
DELISTED
Taylor Morrison
TMHC
$1.56M 0.1%
60,307
-12,480
-17% -$288K
ALKS icon
342
Alkermes
ALKS
$8.22B
$1.56M 0.1%
80,035
-9,549
-11% -$208K
FISV
343
Fiserv Inc
FISV
$28.8B
$1.56M 0.09%
15,052
+11,339
+305% +$1.16M
SJR
344
DELISTED
Shaw Communications Inc.
SJR
$1.54M 0.09%
78,525
+28,766
+58% +$567K
HES
345
DELISTED
Hess
HES
$1.54M 0.09%
25,442
+20,263
+391% +$1.26M
CBPO
346
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$1.53M 0.09%
+13,400
New +$1.33M
HUBS icon
347
HubSpot
HUBS
$12.2B
$1.53M 0.09%
10,100
+8,800
+677% +$1.58M
WLY icon
348
John Wiley & Sons Class A
WLY
$2.65B
$1.53M 0.09%
34,800
+12,000
+53% +$535K
ROST icon
349
Ross Stores
ROST
$80.5B
$1.53M 0.09%
13,911
+11,424
+459% +$1.2M
CXO
350
DELISTED
CONCHO RESOURCES INC.
CXO
$1.53M 0.09%
22,504
+8,387
+59% +$682K
12 13
14
15 16

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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.