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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
ALLE icon
826
Allegion
ALLE
$13.4B
$600K 0.04%
5,791
+2,735
+89% +$279K
CVBF icon
827
CVB Financial
CVBF
$3.94B
$597K 0.04%
28,600
+7,600
+36% +$159K
TNDM icon
828
Tandem Diabetes Care
TNDM
$1.34B
$596K 0.04%
+10,100
New +$645K
DIOD icon
829
Diodes
DIOD
$3.78B
$594K 0.04%
14,800
-20,933
-59% -$810K
BKE icon
830
Buckle
BKE
$2.25B
$593K 0.04%
+28,800
New +$554K
RPM icon
831
RPM International
RPM
$13.7B
$593K 0.04%
8,615
-3,791
-31% -$251K
SSB icon
832
SouthState Bank Corp
SSB
$10.2B
$593K 0.04%
+7,881
New +$594K
FUL icon
833
H.B. Fuller
FUL
$2.97B
$591K 0.04%
12,700
+4,100
+48% +$187K
GEF icon
834
Greif
GEF
$4.92B
$591K 0.04%
+15,600
New +$544K
MTSI icon
835
MACOM Technology Solutions
MTSI
$19.2B
$591K 0.04%
27,500
-9,788
-26% -$191K
OC icon
836
Owens Corning
OC
$11.2B
$590K 0.04%
+9,334
New +$534K
CONN
837
DELISTED
Conn's Inc.
CONN
$589K 0.04%
+23,692
New +$498K
WBS icon
838
Webster Financial
WBS
$12.5B
$587K 0.04%
12,530
-10,516
-46% -$497K
CHE icon
839
Chemed
CHE
$7.07B
$585K 0.04%
1,400
+582
+71% +$238K
IMAX icon
840
IMAX
IMAX
$2.62B
$584K 0.04%
26,600
-7,100
-21% -$151K
MTH icon
841
Meritage Homes
MTH
$4.58B
$584K 0.04%
+16,600
New +$518K
PRO
842
DELISTED
PROS Holdings
PRO
$584K 0.04%
9,800
-9,300
-49% -$627K
ENV
843
DELISTED
ENVESTNET, INC.
ENV
$584K 0.04%
+10,300
New +$650K
IMO icon
844
Imperial Oil
IMO
$62.7B
$583K 0.04%
22,400
-8,515
-28% -$224K
PSB
845
DELISTED
PS Business Parks, Inc.
PSB
$582K 0.04%
+3,200
New +$565K
FICO icon
846
Fair Isaac
FICO
$24.3B
$577K 0.04%
1,900
-2,700
-59% -$914K
BLK icon
847
Blackrock
BLK
$169B
$575K 0.04%
1,291
+283
+28% +$126K
ANET icon
848
Arista Networks
ANET
$227B
$574K 0.03%
+38,416
New +$595K
TRMK icon
849
Trustmark
TRMK
$2.76B
$573K 0.03%
16,800
-3,400
-17% -$115K
KALU icon
850
Kaiser Aluminum
KALU
$2.61B
$570K 0.03%
+5,759
New +$543K
32 33
34
35 36

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BDF
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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.