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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 | |
|---|---|---|---|---|---|---|
701
Pebblebrook Hotel Trust
PEB
$2.15B
| $779K | 0.05% |
+27,990
| New | +$768K |
|
702
Digital Realty Trust
DLR
$69.7B
| $778K | 0.05% |
5,995
-2,837
| -32% | -$345K |
|
703
Harley-Davidson
HOG
$2.58B
| $777K | 0.05% |
21,600
+3,546
| +20% | +$122K |
|
704
PayPal
PYPL
$48.9B
| $777K | 0.05% |
7,500
-5,600
| -43% | -$617K |
|
|
WDR
705
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $765K | 0.05% |
44,500
+31,000
| +230% | +$519K |
|
706
Outfront Media
OUT
$5.61B
| $764K | 0.05% |
+27,936
| New | +$745K |
|
707
Cullen/Frost Bankers
CFR
$10.3B
| $762K | 0.05% |
+8,608
| New | +$763K |
|
|
VGR
708
DELISTED
Vector Group Ltd.
VGR
| $760K | 0.05% |
89,993
+73,411
| +443% | +$562K |
|
|
CTLT
709
DELISTED
CATALENT, INC.
CTLT
| $758K | 0.05% |
+15,900
| New | +$854K |
|
|
PTLA
710
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $754K | 0.05% |
28,112
+17,989
| +178% | +$505K |
|
|
MASI
711
DELISTED
Masimo
MASI
| $749K | 0.05% |
+5,036
| New | +$765K |
|
|
TSE
712
DELISTED
Trinseo
TSE
| $747K | 0.05% |
17,400
-16,100
| -48% | -$600K |
|
713
DNOW Inc
DNOW
$2.58B
| $744K | 0.05% |
64,900
+11,900
| +22% | +$147K |
|
714
Boyd Gaming
BYD
$6.18B
| $743K | 0.05% |
31,005
+20,849
| +205% | +$527K |
|
|
XLRN
715
DELISTED
Acceleron Pharma
XLRN
| $743K | 0.05% |
18,800
+4,100
| +28% | +$178K |
|
716
AXIS Capital
AXS
$7.68B
| $741K | 0.05% |
+11,105
| New | +$701K |
|
717
Alarm.com
ALRM
$2.71B
| $740K | 0.05% |
15,863
+8,400
| +113% | +$412K |
|
718
Prudential Financial
PRU
$42.4B
| $735K | 0.04% |
8,170
-4,933
| -38% | -$447K |
|
719
STAAR Surgical
STAA
$1.21B
| $735K | 0.04% |
+28,500
| New | +$866K |
|
720
Clean Harbors
CLH
$16.5B
| $734K | 0.04% |
9,502
-4,600
| -33% | -$340K |
|
|
CVGW
721
DELISTED
Calavo Growers
CVGW
| $733K | 0.04% |
+7,700
| New | +$707K |
|
722
Fastenal
FAST
$54.7B
| $733K | 0.04% |
44,902
-153,220
| -77% | -$2.38M |
|
723
Johnson Controls International
JCI
$88.8B
| $733K | 0.04% |
+16,700
| New | +$707K |
|
724
Magna International
MGA
$18.7B
| $733K | 0.04% |
13,748
+6,329
| +85% | +$315K |
|
|
SVC
725
Service Properties Trust
SVC
$1.04B
| $733K | 0.04% |
5,681
+3,321
| +141% | +$411K |
|
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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.