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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
MDLZ icon
401
Mondelez International
MDLZ
$79.5B
$1.35M 0.08%
24,478
+12,254
+100% +$670K
RDN icon
402
Radian Group
RDN
$5.18B
$1.35M 0.08%
59,212
-6,686
-10% -$154K
FHB icon
403
First Hawaiian
FHB
$3.38B
$1.35M 0.08%
50,600
+2,600
+5% +$67.4K
CCOI icon
404
Cogent Communications
CCOI
$676M
$1.35M 0.08%
24,500
+14,700
+150% +$876K
BOH icon
405
Bank of Hawaii
BOH
$3.15B
$1.35M 0.08%
15,700
+11,200
+249% +$931K
RF icon
406
Regions Financial
RF
$26.4B
$1.35M 0.08%
+85,088
New +$1.29M
HA
407
DELISTED
Hawaiian Holdings, Inc.
HA
$1.34M 0.08%
+51,089
New +$1.34M
MCK icon
408
McKesson
MCK
$100B
$1.34M 0.08%
9,801
-1,979
-17% -$281K
GRUB
409
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.34M 0.08%
+11,904
New +$1.58M
FAF icon
410
First American
FAF
$7.66B
$1.34M 0.08%
22,649
-14,966
-40% -$856K
PPC icon
411
Pilgrim's Pride
PPC
$6.51B
$1.33M 0.08%
41,662
+13,702
+49% +$398K
SWKS icon
412
Skyworks Solutions
SWKS
$9.37B
$1.33M 0.08%
16,839
+13,391
+388% +$1.07M
WAB icon
413
Wabtec
WAB
$49.1B
$1.33M 0.08%
18,533
+12,949
+232% +$921K
GES
414
DELISTED
Guess Inc
GES
$1.33M 0.08%
71,644
+33,658
+89% +$559K
EGP icon
415
EastGroup Properties
EGP
$11.2B
$1.32M 0.08%
10,600
+6,100
+136% +$745K
YUMC icon
416
Yum China
YUMC
$16.5B
$1.32M 0.08%
29,000
+23,900
+469% +$1.07M
HTH icon
417
Hilltop Holdings
HTH
$2.26B
$1.31M 0.08%
+54,900
New +$1.26M
CASY icon
418
Casey's General Stores
CASY
$32.2B
$1.31M 0.08%
8,120
+4,613
+132% +$760K
CLGX
419
DELISTED
Corelogic, Inc.
CLGX
$1.31M 0.08%
+28,231
New +$1.3M
CIEN icon
420
Ciena
CIEN
$53.4B
$1.3M 0.08%
33,182
-7,364
-18% -$309K
HUBB icon
421
Hubbell
HUBB
$25B
$1.3M 0.08%
+9,900
New +$1.28M
NWBI icon
422
Northwest Bancshares
NWBI
$2.3B
$1.3M 0.08%
79,300
+47,128
+146% +$787K
BBY icon
423
Best Buy
BBY
$18.2B
$1.3M 0.08%
+18,810
New +$1.31M
ROP icon
424
Roper Technologies
ROP
$38.8B
$1.3M 0.08%
3,633
-3,183
-47% -$1.16M
DOX icon
425
Amdocs
DOX
$5.92B
$1.29M 0.08%
19,577
-4,310
-18% -$277K
15 16
17
18 19

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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.