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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
BL icon
726
BlackLine
BL
$1.84B
$731K 0.04%
15,300
+11,100
+264% +$553K
SKYW icon
727
Skywest
SKYW
$4.24B
$729K 0.04%
12,700
+4,100
+48% +$241K
CVE icon
728
Cenovus Energy
CVE
$55.7B
$728K 0.04%
77,600
-9,700
-11% -$88.1K
EPAY
729
DELISTED
Bottomline Technologies Inc
EPAY
$728K 0.04%
18,500
+6,400
+53% +$269K
MXL icon
730
MaxLinear
MXL
$6.06B
$725K 0.04%
+32,400
New +$717K
WPX
731
DELISTED
WPX Energy, Inc.
WPX
$725K 0.04%
68,470
+14,170
+26% +$150K
FRC
732
DELISTED
First Republic Bank
FRC
$723K 0.04%
7,479
-3,256
-30% -$309K
F icon
733
Ford
F
$58.5B
$722K 0.04%
78,796
-168,104
-68% -$1.6M
TSEM icon
734
Tower Semiconductor
TSEM
$24.8B
$722K 0.04%
37,500
-15,000
-29% -$280K
SHW icon
735
Sherwin-Williams
SHW
$82.7B
$719K 0.04%
3,924
-3,663
-48% -$623K
AKAM icon
736
Akamai
AKAM
$16.7B
$717K 0.04%
7,844
+2,143
+38% +$186K
AGCO icon
737
AGCO
AGCO
$7.15B
$716K 0.04%
9,457
+5,717
+153% +$420K
HI
738
DELISTED
Hillenbrand
HI
$716K 0.04%
23,200
-19,200
-45% -$608K
MCY icon
739
Mercury Insurance
MCY
$5.93B
$715K 0.04%
12,800
+8,600
+205% +$492K
IBM icon
740
IBM
IBM
$211B
$714K 0.04%
5,137
-12,855
-71% -$1.73M
VAR
741
DELISTED
Varian Medical Systems, Inc.
VAR
$714K 0.04%
5,998
-13,251
-69% -$1.58M
WMGI
742
DELISTED
Wright Medical Group Inc
WMGI
$714K 0.04%
+34,600
New +$824K
BEN icon
743
Franklin Resources
BEN
$17.6B
$712K 0.04%
+24,669
New +$754K
RL icon
744
Ralph Lauren
RL
$22.6B
$712K 0.04%
7,456
+957
+15% +$94.7K
CONE
745
DELISTED
CyrusOne Inc Common Stock
CONE
$712K 0.04%
9,007
-29,362
-77% -$1.96M
TWNK
746
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$708K 0.04%
+50,600
New +$717K
EYE icon
747
National Vision
EYE
$1.77B
$705K 0.04%
+29,300
New +$854K
FMBI
748
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$703K 0.04%
+36,100
New +$719K
FMC icon
749
FMC
FMC
$1.34B
$702K 0.04%
8,012
-3,547
-31% -$304K
MLKN icon
750
MillerKnoll
MLKN
$1.53B
$701K 0.04%
15,200
-13,800
-48% -$607K
28 29
30
31 32

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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.