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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
SWX icon
551
Southwest Gas
SWX
$6.47B
$1.04M 0.06%
11,400
+3,100
+37% +$279K
VOYA icon
552
Voya Financial
VOYA
$9.01B
$1.04M 0.06%
19,064
-3,865
-17% -$206K
MTD icon
553
Mettler-Toledo International
MTD
$28.6B
$1.03M 0.06%
1,469
+1,197
+440% +$879K
NEOG icon
554
Neogen
NEOG
$2.63B
$1.03M 0.06%
+30,400
New +$1.05M
UNF icon
555
Unifirst Corp
UNF
$5.3B
$1.03M 0.06%
+5,300
New +$1.03M
DGX icon
556
Quest Diagnostics
DGX
$25.7B
$1.03M 0.06%
9,648
+5,582
+137% +$573K
WPC icon
557
W.P. Carey
WPC
$16.8B
$1.03M 0.06%
11,780
+2,049
+21% +$175K
OSK icon
558
Oshkosh
OSK
$8.79B
$1.03M 0.06%
13,600
-5,900
-30% -$452K
UAA icon
559
Under Armour
UAA
$2.84B
$1.03M 0.06%
51,609
+33,012
+178% +$728K
ZD icon
560
Ziff Davis
ZD
$1.96B
$1.03M 0.06%
13,010
+9,933
+323% +$753K
BKH icon
561
Black Hills Corp
BKH
$5.42B
$1.02M 0.06%
13,360
-4,100
-23% -$319K
AXON
562
Axon Enterprise
AXON
$42.5B
$1.02M 0.06%
+18,032
New +$1.14M
K
563
DELISTED
Kellanova
K
$1.02M 0.06%
16,934
+5,167
+44% +$295K
EQC
564
DELISTED
Equity Commonwealth
EQC
$1.02M 0.06%
29,800
-5,079
-15% -$171K
IT icon
565
Gartner
IT
$10.1B
$1.02M 0.06%
7,116
+1,077
+18% +$157K
BRC icon
566
Brady Corp
BRC
$4.44B
$1.01M 0.06%
19,000
-6,100
-24% -$308K
PCRX icon
567
Pacira BioSciences
PCRX
$1.04B
$1.01M 0.06%
26,437
+3,095
+13% +$124K
AON icon
568
Aon
AON
$76.5B
$1M 0.06%
+5,193
New +$1M
PTC icon
569
PTC
PTC
$15.8B
$1M 0.06%
14,719
+5,265
+56% +$385K
CAR icon
570
Avis
CAR
$4.86B
$1M 0.06%
+35,428
New +$1.09M
FFIV icon
571
F5
FFIV
$22.9B
$1M 0.06%
7,125
-14,435
-67% -$2M
CDP icon
572
COPT Defense Properties
CDP
$4.3B
$999K 0.06%
33,543
-5,968
-15% -$169K
GMS
573
DELISTED
GMS Inc
GMS
$999K 0.06%
34,800
+3,500
+11% +$85.7K
ES icon
574
Eversource Energy
ES
$26.9B
$996K 0.06%
11,654
+4,321
+59% +$343K
SU icon
575
Suncor Energy
SU
$79.4B
$993K 0.06%
31,456
-103,082
-77% -$3.1M
21 22
23
24 25

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SCA
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WFA
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CA
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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.