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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 | |
|---|---|---|---|---|---|---|
501
Axos Financial
AX
$5.77B
| $1.13M | 0.07% |
+41,000
| New | +$1.1M |
|
502
Franco-Nevada
FNV
$41.1B
| $1.13M | 0.07% |
12,426
+3,376
| +37% | +$310K |
|
503
Exelixis
EXEL
$13.3B
| $1.13M | 0.07% |
64,000
+51,800
| +425% | +$1.05M |
|
504
Warner Bros
WBD
$65.9B
| $1.13M | 0.07% |
+42,404
| New | +$1.23M |
|
505
Strategy Inc
MSTR
$34.1B
| $1.13M | 0.07% |
+76,000
| New | +$1.04M |
|
506
Pool Corp
POOL
$6.75B
| $1.13M | 0.07% |
5,576
-1,096
| -16% | -$211K |
|
507
Western Alliance Bancorporation
WAL
$8.79B
| $1.12M | 0.07% |
24,299
-1,580
| -6% | -$71.3K |
|
|
BLD
508
DELISTED
TopBuild
BLD
| $1.12M | 0.07% |
11,600
+300
| +3% | +$26.5K |
|
509
Rayonier
RYN
$6.55B
| $1.12M | 0.07% |
43,697
-6,482
| -13% | -$166K |
|
510
Illinois Tool Works
ITW
$82.6B
| $1.11M | 0.07% |
7,103
-6,968
| -50% | -$1.06M |
|
511
Newell Brands
NWL
$2.38B
| $1.11M | 0.07% |
+59,344
| New | +$957K |
|
512
Diamondback Energy
FANG
$57.1B
| $1.11M | 0.07% |
+12,348
| New | +$1.23M |
|
513
Viasat
VSAT
$10.6B
| $1.11M | 0.07% |
14,742
-8,999
| -38% | -$717K |
|
514
Werner Enterprises
WERN
$2.24B
| $1.11M | 0.07% |
+31,424
| New | +$1.02M |
|
|
GAP
515
The Gap Inc
GAP
$7.23B
| $1.11M | 0.07% |
63,690
+37,219
| +141% | +$661K |
|
516
Old Dominion Freight Line
ODFL
$44.1B
| $1.1M | 0.07% |
19,494
+9,657
| +98% | +$524K |
|
|
GRMN
517
Garmin
GRMN
$56.7B
| $1.1M | 0.07% |
12,995
-18,595
| -59% | -$1.5M |
|
|
PFPT
518
DELISTED
Proofpoint, Inc.
PFPT
| $1.1M | 0.07% |
+8,532
| New | +$1.04M |
|
519
Sempra
SRE
$57.9B
| $1.1M | 0.07% |
14,908
+11,632
| +355% | +$814K |
|
|
MIME
520
DELISTED
Mimecast Limited
MIME
| $1.1M | 0.07% |
30,799
-7,601
| -20% | -$331K |
|
521
Lennox International
LII
$14.4B
| $1.1M | 0.07% |
+4,511
| New | +$1.16M |
|
522
Micron Technology
MU
$930B
| $1.1M | 0.07% |
25,570
-3,275
| -11% | -$148K |
|
523
Ball Corp
BALL
$17.3B
| $1.09M | 0.07% |
15,021
+5,580
| +59% | +$416K |
|
524
Nu Skin
NUS
$252M
| $1.09M | 0.07% |
25,716
+8,197
| +47% | +$344K |
|
525
News Corp Class B
NWS
$16.9B
| $1.09M | 0.07% |
76,500
+53,800
| +237% | +$754K |
|
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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.