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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 | |
|---|---|---|---|---|---|---|
626
NETGEAR
NTGR
$648M
| $909K | 0.06% |
+28,218
| New | +$886K |
|
627
Hanover Insurance
THG
$8.1B
| $907K | 0.06% |
6,689
+1,088
| +19% | +$143K |
|
628
Vishay Intertechnology
VSH
$5.25B
| $905K | 0.06% |
+53,478
| New | +$878K |
|
629
Intercontinental Exchange
ICE
$85.6B
| $902K | 0.05% |
+9,775
| New | +$892K |
|
630
Idexx Laboratories
IDXX
$44.1B
| $902K | 0.05% |
3,316
-1,287
| -28% | -$358K |
|
|
B
631
DELISTED
Barnes Group Inc.
B
| $902K | 0.05% |
+17,500
| New | +$878K |
|
632
Credit Acceptance
CACC
$5.95B
| $899K | 0.05% |
1,948
+1,447
| +289% | +$684K |
|
633
Rapid7
RPD
$645M
| $899K | 0.05% |
+19,800
| New | +$1.11M |
|
634
United Rentals
URI
$67.2B
| $898K | 0.05% |
7,205
+5,005
| +228% | +$607K |
|
635
Bank of America
BAC
$435B
| $897K | 0.05% |
30,752
-62,350
| -67% | -$1.79M |
|
636
Green Dot
GDOT
$743M
| $897K | 0.05% |
35,544
+24,438
| +220% | +$905K |
|
637
California Water Service
CWT
$3.1B
| $895K | 0.05% |
+16,900
| New | +$905K |
|
638
Albany International
AIN
$2.11B
| $893K | 0.05% |
+9,900
| New | +$822K |
|
|
PPLI
639
People Inc
PPLI
$3.09B
| $892K | 0.05% |
22,896
-9,423
| -29% | -$402K |
|
|
JHG
640
DELISTED
Janus Henderson
JHG
| $892K | 0.05% |
39,700
+6,700
| +20% | +$139K |
|
641
NMI Holdings
NMIH
$3.33B
| $885K | 0.05% |
33,700
+10,900
| +48% | +$298K |
|
642
Cognex
CGNX
$10.9B
| $884K | 0.05% |
+18,003
| New | +$812K |
|
|
SWCH
643
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $884K | 0.05% |
+56,600
| New | +$839K |
|
644
International Flavors & Fragrances
IFF
$20.2B
| $883K | 0.05% |
+7,200
| New | +$919K |
|
645
CNO Financial Group
CNO
$5.14B
| $881K | 0.05% |
55,636
-18,056
| -25% | -$285K |
|
646
Stoneridge
SRI
$195M
| $880K | 0.05% |
28,400
+5,900
| +26% | +$185K |
|
|
MGP
647
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $880K | 0.05% |
29,300
-1,900
| -6% | -$57.1K |
|
|
DISH
648
DELISTED
DISH Network Corp.
DISH
| $879K | 0.05% |
25,791
+18,727
| +265% | +$671K |
|
649
Packaging Corp of America
PKG
$21.9B
| $873K | 0.05% |
8,229
+2,970
| +56% | +$301K |
|
650
MarketAxess Holdings
MKTX
$5.71B
| $872K | 0.05% |
+2,664
| New | +$954K |
|
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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.