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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
NVCR icon
426
NovoCure
NVCR
$1.73B
$1.29M 0.08%
17,300
+6,100
+54% +$488K
GCO icon
427
Genesco
GCO
$425M
$1.29M 0.08%
32,300
-15,100
-32% -$583K
PRGS icon
428
Progress Software
PRGS
$1.66B
$1.29M 0.08%
33,867
+3,791
+13% +$152K
HEI icon
429
HEICO Corp
HEI
$49.8B
$1.29M 0.08%
10,308
+1,108
+12% +$151K
CRI icon
430
Carter's
CRI
$1.42B
$1.28M 0.08%
+14,059
New +$1.28M
SFM icon
431
Sprouts Farmers Market
SFM
$8.13B
$1.28M 0.08%
66,253
+15,973
+32% +$293K
NMRK icon
432
Newmark Group
NMRK
$2.66B
$1.28M 0.08%
+141,200
New +$1.31M
AVLR
433
DELISTED
Avalara, Inc.
AVLR
$1.28M 0.08%
+19,000
New +$1.54M
MHK icon
434
Mohawk Industries
MHK
$7.5B
$1.28M 0.08%
10,285
+6,678
+185% +$857K
QLYS icon
435
Qualys
QLYS
$5.1B
$1.27M 0.08%
16,831
+9,800
+139% +$817K
AZO icon
436
AutoZone
AZO
$49.2B
$1.27M 0.08%
1,170
-268
-19% -$300K
O icon
437
Realty Income
O
$59.6B
$1.27M 0.08%
17,069
-45,312
-73% -$3.18M
GLPI icon
438
Gaming and Leisure Properties
GLPI
$12.7B
$1.27M 0.08%
+33,108
New +$1.27M
ASH icon
439
Ashland
ASH
$3.33B
$1.26M 0.08%
+16,420
New +$1.25M
ECHO
440
EchoStar
ECHO
$24.4B
$1.26M 0.08%
31,900
+17,339
+119% +$627K
GPMT
441
Granite Point Mortgage Trust
GPMT
$69M
$1.26M 0.08%
67,400
+55,300
+457% +$1.04M
FWRD icon
442
Forward Air
FWRD
$444M
$1.26M 0.08%
19,800
+10,800
+120% +$662K
HIW icon
443
Highwoods Properties
HIW
$3.65B
$1.26M 0.08%
+28,058
New +$1.23M
MIDD icon
444
Middleby
MIDD
$6.04B
$1.26M 0.08%
10,767
-8,334
-44% -$1.02M
APTV icon
445
Aptiv
APTV
$12B
$1.26M 0.08%
+14,376
New +$1.2M
EXP icon
446
Eagle Materials
EXP
$6.29B
$1.26M 0.08%
13,960
+858
+7% +$73.6K
AMCX icon
447
AMC Global Media
AMCX
$492M
$1.26M 0.08%
+25,556
New +$1.32M
PRMW
448
DELISTED
Primo Water Corporation
PRMW
$1.26M 0.08%
100,700
+44,100
+78% +$562K
IVZ icon
449
Invesco
IVZ
$13.1B
$1.25M 0.08%
74,012
+49,189
+198% +$868K
DRI icon
450
Darden Restaurants
DRI
$23.3B
$1.24M 0.08%
10,506
+6,966
+197% +$850K
16 17
18
19 20

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SCA
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WFA
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CA
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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.