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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
KHC icon
801
Kraft Heinz
KHC
$30.7B
$634K 0.04%
22,700
+6,900
+44% +$199K
UNVR
802
DELISTED
Univar Solutions Inc.
UNVR
$631K 0.04%
30,375
-5,950
-16% -$123K
HPP
803
Hudson Pacific Properties
HPP
$747M
$630K 0.04%
2,690
-6,314
-70% -$1.51M
EXPO icon
804
Exponent
EXPO
$3.24B
$629K 0.04%
+9,000
New +$607K
MAC icon
805
Macerich
MAC
$7.33B
$629K 0.04%
19,916
-51,631
-72% -$1.63M
GTLS
806
DELISTED
Chart Industries
GTLS
$628K 0.04%
10,063
– –
RHP icon
807
Ryman Hospitality Properties
RHP
$8.43B
$626K 0.04%
7,648
+4,048
+112% +$320K
RNG icon
808
RingCentral
RNG
$4.66B
$626K 0.04%
+4,983
New +$653K
VLO icon
809
Valero Energy
VLO
$90.1B
$624K 0.04%
7,321
+4,394
+150% +$355K
MTG icon
810
MGIC Investment
MTG
$6.16B
$623K 0.04%
+49,538
New +$640K
DK icon
811
Delek US
DK
$4.16B
$622K 0.04%
17,133
-19,704
-53% -$725K
STT icon
812
State Street
STT
$50.6B
$621K 0.04%
10,500
-38,404
-79% -$2.13M
APLE icon
813
Apple Hospitality REIT
APLE
$3.9B
$620K 0.04%
+37,400
New +$592K
ZG icon
814
Zillow
ZG
$7.94B
$617K 0.04%
20,900
+16,500
+375% +$654K
WD icon
815
Walker & Dunlop
WD
$1.71B
$615K 0.04%
11,000
-3,100
-22% -$174K
A icon
816
Agilent Technologies
A
$39.1B
$614K 0.04%
8,016
+2,868
+56% +$207K
CPT icon
817
Camden Property Trust
CPT
$11B
$612K 0.04%
5,514
-888
-14% -$95.6K
TDC icon
818
Teradata
TDC
$2.92B
$611K 0.04%
19,700
-10,928
-36% -$369K
SF
819
Stifel
SF
$12.6B
$607K 0.04%
23,785
+6,298
+36% +$158K
WDFC icon
820
WD-40
WDFC
$3.05B
$606K 0.04%
3,300
-1,400
-30% -$252K
AMH icon
821
American Homes 4 Rent
AMH
$12B
$605K 0.04%
+23,358
New +$586K
OFIX icon
822
Orthofix Medical
OFIX
$477M
$604K 0.04%
11,400
+7,600
+200% +$392K
HLF icon
823
Herbalife
HLF
$1.29B
$603K 0.04%
15,915
-35,207
-69% -$1.37M
DBI icon
824
Designer Brands
DBI
$307M
$602K 0.04%
35,187
+15,346
+77% +$260K
EPR icon
825
EPR Properties
EPR
$4.76B
$602K 0.04%
7,834
+1,935
+33% +$147K
31 32
33
34 35

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SCA
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IC
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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.