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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
PK icon
851
Park Hotels & Resorts
PK
$3.03B
$570K 0.03%
22,808
-33,292
-59% -$845K
VAC icon
852
Marriott Vacations Worldwide
VAC
$3.35B
$570K 0.03%
5,500
-6,350
-54% -$625K
DAR icon
853
Darling Ingredients
DAR
$9.64B
$569K 0.03%
29,718
+1,618
+6% +$31.6K
MELI icon
854
Mercado Libre
MELI
$95.2B
$569K 0.03%
1,033
+432
+72% +$262K
TTGT icon
855
TechTarget
TTGT
$325M
$563K 0.03%
+25,000
New +$574K
DXC icon
856
DXC Technology
DXC
$1.82B
$560K 0.03%
+18,969
New +$808K
LSI
857
DELISTED
Life Storage, Inc.
LSI
$559K 0.03%
7,950
-5,382
-40% -$366K
SBH icon
858
Sally Beauty Holdings
SBH
$1.43B
$557K 0.03%
+37,415
New +$489K
CMPR icon
859
Cimpress
CMPR
$2.39B
$555K 0.03%
4,211
-2,102
-33% -$231K
MOH icon
860
Molina Healthcare
MOH
$10.2B
$554K 0.03%
5,050
+2,007
+66% +$260K
KMT icon
861
Kennametal
KMT
$2.59B
$550K 0.03%
+17,901
New +$570K
TOL icon
862
Toll Brothers
TOL
$13.6B
$548K 0.03%
+13,341
New +$492K
DAY
863
DELISTED
Dayforce
DAY
$548K 0.03%
+11,100
New +$580K
HOMB icon
864
Home BancShares
HOMB
$6.23B
$547K 0.03%
29,100
+18,900
+185% +$353K
LEN icon
865
Lennar Class A
LEN
$19.8B
$545K 0.03%
10,072
-33,057
-77% -$1.61M
LBRDA icon
866
Liberty Broadband Class A
LBRDA
$4.89B
$544K 0.03%
5,200
+100
+2% +$10.3K
ORCL icon
867
Oracle
ORCL
$374B
$544K 0.03%
9,885
-40,615
-80% -$2.24M
EDIT icon
868
Editas Medicine
EDIT
$396M
$543K 0.03%
23,900
-30,200
-56% -$748K
TRNO icon
869
Terreno Realty
TRNO
$7.57B
$542K 0.03%
10,600
+5,400
+104% +$270K
BFAM icon
870
Bright Horizons
BFAM
$3.92B
$541K 0.03%
+3,545
New +$554K
L icon
871
Loews
L
$23.9B
$541K 0.03%
10,507
-456
-4% -$23.5K
ADBE icon
872
Adobe
ADBE
$99.5B
$540K 0.03%
1,953
-151
-7% -$44.1K
BANR icon
873
Banner Corp
BANR
$2.39B
$539K 0.03%
+9,600
New +$530K
BHF icon
874
Brighthouse Financial
BHF
$3.56B
$538K 0.03%
13,300
+3,100
+30% +$115K
ROIC
875
DELISTED
Retail Opportunity Investments Corp.
ROIC
$538K 0.03%
29,500
-6,600
-18% -$118K
33 34
35
36 37

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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.