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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
(+42%)
Cap. Flow
+$504M
Cap. Flow
% of AUM
30.66%
Top 10 Holdings %
Top 10 Hldgs %
5.63%
Holding
1,396
New
398
Increased
493
Reduced
344
Closed
158
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cognizant
CTSH
|
+$9.8M |
| 2 |
Starbucks
SBUX
|
+$9.67M |
| 3 |
Waste Management
WM
|
+$8.61M |
| 4 |
Coca-Cola
KO
|
+$8.59M |
| 5 |
Clorox
CLX
|
+$7.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$7.63M |
| 2 |
Eli Lilly
LLY
|
+$6.16M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$5.84M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
951
Archrock
AROC
$6.27B
| $459K | 0.03% |
46,000
+3,500
| +8% | +$34.9K |
|
952
Tenet Healthcare
THC
$20.5B
| $459K | 0.03% |
+20,748
| New | +$442K |
|
953
Capri Holdings
CPRI
$1.83B
| $458K | 0.03% |
13,800
-17,100
| -55% | -$548K |
|
954
Simply Good Foods
SMPL
$901M
| $457K | 0.03% |
15,770
-27,000
| -63% | -$754K |
|
|
TPH
955
DELISTED
Tri Pointe Homes
TPH
| $457K | 0.03% |
30,413
-9,448
| -24% | -$129K |
|
956
nLIGHT
LASR
$3.88B
| $456K | 0.03% |
+29,100
| New | +$451K |
|
957
Grand Canyon Education
LOPE
$3.79B
| $453K | 0.03% |
4,610
+667
| +17% | +$79.5K |
|
|
TIF
958
DELISTED
Tiffany & Co.
TIF
| $453K | 0.03% |
4,887
+2,020
| +70% | +$182K |
|
959
Selective Insurance
SIGI
$5.65B
| $451K | 0.03% |
6,000
-8,500
| -59% | -$656K |
|
960
Amkor Technology
AMKR
$12.4B
| $450K | 0.03% |
+49,400
| New | +$424K |
|
|
NSA
961
DELISTED
National Storage Affiliates Trust
NSA
| $450K | 0.03% |
13,500
-13,100
| -49% | -$414K |
|
962
Crocs
CROX
$6.14B
| $449K | 0.03% |
+16,174
| New | +$392K |
|
|
MDC
963
DELISTED
M.D.C. Holdings, Inc.
MDC
| $448K | 0.03% |
+11,232
| New | +$394K |
|
964
MakeMyTrip
MMYT
$5.36B
| $447K | 0.03% |
+19,700
| New | +$483K |
|
965
Teladoc Health
TDOC
$1.22B
| $447K | 0.03% |
+6,600
| New | +$434K |
|
966
The Ensign Group
ENSG
$10.4B
| $446K | 0.03% |
+10,049
| New | +$497K |
|
|
AAWW
967
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $444K | 0.03% |
+17,600
| New | +$575K |
|
968
H&R Block
HRB
$5.58B
| $443K | 0.03% |
+18,751
| New | +$496K |
|
969
Alcoa
AA
$11.9B
| $442K | 0.03% |
+22,000
| New | +$457K |
|
970
Mueller Water Products
MWA
$3.95B
| $441K | 0.03% |
+39,200
| New | +$401K |
|
971
Independent Bank
INDB
$3.99B
| $440K | 0.03% |
+5,900
| New | +$428K |
|
|
RPAI
972
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $439K | 0.03% |
35,600
-11,012
| -24% | -$129K |
|
|
CSOD
973
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $439K | 0.03% |
8,000
-1,851
| -19% | -$104K |
|
|
MIK
974
DELISTED
Michaels Stores, Inc
MIK
| $439K | 0.03% |
+44,816
| New | +$335K |
|
975
Empire State Realty Trust
ESRT
$872M
| $438K | 0.03% |
+30,700
| New | +$434K |
|
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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.