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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
(+42%)
Cap. Flow
+$504M
Cap. Flow
% of AUM
30.66%
Top 10 Holdings %
Top 10 Hldgs %
5.63%
Holding
1,396
New
398
Increased
493
Reduced
344
Closed
158
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cognizant
CTSH
|
+$9.8M |
| 2 |
Starbucks
SBUX
|
+$9.67M |
| 3 |
Waste Management
WM
|
+$8.61M |
| 4 |
Coca-Cola
KO
|
+$8.59M |
| 5 |
Clorox
CLX
|
+$7.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$7.63M |
| 2 |
Eli Lilly
LLY
|
+$6.16M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$5.84M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
451
Caleres
CAL
$431M
| $1.24M | 0.08% |
53,000
+19,500
| +58% | +$368K |
|
452
First Horizon
FHN
$12.2B
| $1.24M | 0.08% |
76,598
+49,601
| +184% | +$784K |
|
453
Corning
GLW
$119B
| $1.24M | 0.08% |
+43,523
| New | +$1.3M |
|
454
Genuine Parts
GPC
$17.1B
| $1.24M | 0.08% |
12,446
-7,105
| -36% | -$682K |
|
|
GLIBA
455
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
| $1.24M | 0.08% |
19,900
+4,600
| +30% | +$285K |
|
456
Keurig Dr Pepper
KDP
$42.3B
| $1.23M | 0.08% |
45,116
+3,466
| +8% | +$96.7K |
|
457
Cigna
CI
$73.7B
| $1.23M | 0.07% |
8,107
-9,426
| -54% | -$1.53M |
|
458
Corcept Therapeutics
CORT
$12.4B
| $1.23M | 0.07% |
87,100
+58,100
| +200% | +$714K |
|
459
Valvoline
VVV
$4.9B
| $1.23M | 0.07% |
55,900
+18,900
| +51% | +$406K |
|
460
Equity Residential
EQR
$24.9B
| $1.23M | 0.07% |
14,246
+6,929
| +95% | +$567K |
|
461
Cinemark Holdings
CNK
$4.24B
| $1.23M | 0.07% |
31,788
-5,911
| -16% | -$226K |
|
462
JB Hunt Transport Services
JBHT
$25.5B
| $1.23M | 0.07% |
11,100
+2,333
| +27% | +$240K |
|
463
Canadian Imperial Bank of Commerce
CM
$108B
| $1.23M | 0.07% |
29,672
+1,690
| +6% | +$66.4K |
|
|
CVSA
464
Covista Inc
CVSA
$4.25B
| $1.22M | 0.07% |
32,100
-18,372
| -36% | -$825K |
|
465
Macy's
M
$6.53B
| $1.22M | 0.07% |
78,339
+68,016
| +659% | +$1.26M |
|
466
Cracker Barrel
CBRL
$1.26B
| $1.22M | 0.07% |
7,469
-5,401
| -42% | -$909K |
|
467
Global Payments
GPN
$23B
| $1.21M | 0.07% |
+7,633
| New | +$1.25M |
|
468
Neurocrine Biosciences
NBIX
$16.8B
| $1.21M | 0.07% |
13,471
+231
| +2% | +$21.6K |
|
|
SJI
469
DELISTED
South Jersey Industries, Inc.
SJI
| $1.21M | 0.07% |
36,800
+22,000
| +149% | +$718K |
|
470
CDW
CDW
$18.9B
| $1.21M | 0.07% |
9,813
+4,462
| +83% | +$512K |
|
|
SMAR
471
DELISTED
Smartsheet Inc.
SMAR
| $1.2M | 0.07% |
+33,400
| New | +$1.59M |
|
472
CubeSmart
CUBE
$9.39B
| $1.2M | 0.07% |
+34,259
| New | +$1.2M |
|
473
Murphy USA
MUSA
$11.2B
| $1.2M | 0.07% |
+14,021
| New | +$1.23M |
|
|
MZTI
474
The Marzetti Company
MZTI
$2.93B
| $1.19M | 0.07% |
8,600
+7,200
| +514% | +$1.07M |
|
|
ZEN
475
DELISTED
ZENDESK INC
ZEN
| $1.19M | 0.07% |
+16,274
| New | +$1.34M |
|
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WFA
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CCP
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.