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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 | |
|---|---|---|---|---|---|---|
526
Steris
STE
$22.3B
| $1.09M | 0.07% |
7,545
+4,204
| +126% | +$628K |
|
527
Essex Property Trust
ESS
$18.3B
| $1.09M | 0.07% |
3,335
+1,335
| +67% | +$417K |
|
528
Sonoco
SON
$5.57B
| $1.09M | 0.07% |
18,714
+14,356
| +329% | +$855K |
|
|
TRTN
529
DELISTED
Triton International Limited
TRTN
| $1.09M | 0.07% |
+32,100
| New | +$1.05M |
|
530
Portland General Electric
POR
$5.8B
| $1.08M | 0.07% |
19,166
+8,354
| +77% | +$465K |
|
|
INST
531
DELISTED
Instructure, Inc.
INST
| $1.08M | 0.07% |
+27,800
| New | +$1.13M |
|
532
ONE Gas
OGS
$4.87B
| $1.08M | 0.07% |
11,200
+7,600
| +211% | +$694K |
|
533
Equity Lifestyle Properties
ELS
$12.6B
| $1.07M | 0.06% |
15,960
-10,688
| -40% | -$696K |
|
534
Globe Life
GL
$14.2B
| $1.06M | 0.06% |
11,106
-19,486
| -64% | -$1.77M |
|
535
Simpson Manufacturing
SSD
$7.72B
| $1.06M | 0.06% |
15,300
+3,500
| +30% | +$227K |
|
536
Telephone and Data Systems
TDS
$3.82B
| $1.06M | 0.06% |
41,143
-11,488
| -22% | -$321K |
|
537
FTI Consulting
FCN
$4.4B
| $1.06M | 0.06% |
10,000
+4,700
| +89% | +$480K |
|
|
NLSN
538
DELISTED
Nielsen Holdings plc
NLSN
| $1.06M | 0.06% |
49,862
+12,162
| +32% | +$268K |
|
539
Dover
DOV
$27.6B
| $1.05M | 0.06% |
10,562
-2,638
| -20% | -$253K |
|
540
Southern Company
SO
$109B
| $1.05M | 0.06% |
16,997
+5,887
| +53% | +$341K |
|
541
Boise Cascade
BCC
$2.69B
| $1.05M | 0.06% |
+32,200
| New | +$944K |
|
542
PVH
PVH
$4B
| $1.05M | 0.06% |
11,886
+7,475
| +169% | +$625K |
|
|
VG
543
DELISTED
Vonage Holdings Corporation
VG
| $1.05M | 0.06% |
+92,800
| New | +$1.18M |
|
|
NUVA
544
DELISTED
NuVasive, Inc.
NUVA
| $1.05M | 0.06% |
16,534
-2,727
| -14% | -$170K |
|
545
Raymond James Financial
RJF
$33.8B
| $1.05M | 0.06% |
19,050
-15,567
| -45% | -$846K |
|
546
Associated Banc-Corp
ASB
$5.83B
| $1.04M | 0.06% |
51,566
+11,716
| +29% | +$237K |
|
|
LSXMA
547
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $1.04M | 0.06% |
34,696
-6,633
| -16% | -$194K |
|
548
Electronic Arts
EA
$53B
| $1.04M | 0.06% |
10,638
+2,728
| +34% | +$256K |
|
549
Semtech
SMTC
$11B
| $1.04M | 0.06% |
21,387
+16,271
| +318% | +$772K |
|
550
Atkore
ATKR
$2.46B
| $1.04M | 0.06% |
34,200
+6,800
| +25% | +$191K |
|
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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.