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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
OLED icon
751
Universal Display
OLED
$3.68B
$701K 0.04%
4,177
+2,315
+124% +$463K
WSM icon
752
Williams-Sonoma
WSM
$26.9B
$701K 0.04%
20,628
+1,028
+5% +$34K
CW icon
753
Curtiss-Wright
CW
$26.7B
$700K 0.04%
5,409
-6,012
-53% -$756K
ATI icon
754
ATI
ATI
$25.6B
$699K 0.04%
34,539
+24,214
+235% +$512K
PGRE
755
DELISTED
Paramount Group
PGRE
$698K 0.04%
52,300
+24,300
+87% +$328K
ALK icon
756
Alaska Air
ALK
$5.29B
$697K 0.04%
+10,733
New +$676K
CATY icon
757
Cathay General Bancorp
CATY
$4.22B
$695K 0.04%
20,000
+14,400
+257% +$502K
BBWI icon
758
Bath & Body Works
BBWI
$4.06B
$693K 0.04%
43,753
+1,309
+3% +$23.1K
VRNT
759
DELISTED
Verint Systems
VRNT
$693K 0.04%
31,805
-84,008
-73% -$2.23M
NTRA icon
760
Natera
NTRA
$38.3B
$692K 0.04%
+21,100
New +$624K
OPI
761
DELISTED
Office Properties Income Trust
OPI
$692K 0.04%
+22,600
New +$631K
COHR
762
DELISTED
Coherent Inc
COHR
$692K 0.04%
+4,500
New +$650K
TRP icon
763
TC Energy
TRP
$70.2B
$691K 0.04%
+13,335
New +$666K
PRI icon
764
Primerica
PRI
$9.98B
$689K 0.04%
5,413
+3,300
+156% +$398K
VNDA icon
765
Vanda Pharmaceuticals
VNDA
$307M
$689K 0.04%
+51,900
New +$723K
SNA icon
766
Snap-on
SNA
$21.2B
$688K 0.04%
4,395
-143
-3% -$22K
DRH icon
767
Diamondrock Hospitality Co
DRH
$2.71B
$687K 0.04%
67,043
+54,828
+449% +$541K
PATK icon
768
Patrick Industries
PATK
$2.74B
$685K 0.04%
+23,975
New +$665K
TKR icon
769
Timken Company
TKR
$9.56B
$685K 0.04%
15,739
-24,045
-60% -$1.06M
CAKE icon
770
Cheesecake Factory
CAKE
$5.04B
$684K 0.04%
16,411
+6,303
+62% +$259K
TFX icon
771
Teleflex
TFX
$6.05B
$681K 0.04%
2,004
+600
+43% +$209K
OPTU
772
Optimum Communications Inc
OPTU
$298M
$677K 0.04%
23,600
-27,700
-54% -$754K
FTS icon
773
Fortis
FTS
$29B
$677K 0.04%
+16,000
New +$653K
KN icon
774
Knowles
KN
$3.13B
$673K 0.04%
+33,100
New +$649K
CATM
775
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$670K 0.04%
22,167
+8,267
+59% +$244K
29 30
31
32 33

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SCA
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WFA
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CA
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RIG
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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.