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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
ONTO icon
976
Onto Innovation
ONTO
$12.9B
$437K 0.03%
+13,400
New +$417K
QDEL icon
977
QuidelOrtho
QDEL
$1.14B
$436K 0.03%
7,100
-100
-1% -$6.02K
BHC icon
978
Bausch Health
BHC
$2.58B
$435K 0.03%
19,900
-2,888
-13% -$66.1K
ETSY icon
979
Etsy
ETSY
$7.75B
$435K 0.03%
7,700
+2,200
+40% +$129K
SSYS icon
980
Stratasys
SSYS
$679M
$435K 0.03%
20,400
+7,700
+61% +$194K
UI icon
981
Ubiquiti
UI
$33.7B
$435K 0.03%
3,682
+922
+33% +$111K
AVAV icon
982
AeroVironment
AVAV
$7.56B
$434K 0.03%
8,100
-4,200
-34% -$230K
AAL icon
983
American Airlines Group
AAL
$10.1B
$433K 0.03%
16,063
-16,506
-51% -$483K
WCN
984
Waste Connections
WCN
$42.2B
$432K 0.03%
+4,700
New +$435K
AL
985
DELISTED
Air Lease Corp
AL
$431K 0.03%
+10,300
New +$424K
HBI
986
DELISTED
Hanesbrands
HBI
$428K 0.03%
+27,959
New +$425K
MDP
987
DELISTED
Meredith Corporation
MDP
$428K 0.03%
11,681
+5,423
+87% +$252K
ON icon
988
ON Semiconductor
ON
$31.8B
$427K 0.03%
22,222
-16,813
-43% -$323K
PH icon
989
Parker-Hannifin
PH
$123B
$426K 0.03%
2,361
-1,639
-41% -$279K
LUMN icon
990
Lumen
LUMN
$6.57B
$425K 0.03%
34,089
+15,370
+82% +$183K
WU icon
991
Western Union
WU
$1.98B
$425K 0.03%
18,362
-12,763
-41% -$276K
EXAS
992
DELISTED
Exact Sciences
EXAS
$424K 0.03%
+4,687
New +$534K
CZR icon
993
Caesars Entertainment
CZR
$6.06B
$423K 0.03%
+10,600
New +$450K
EQH icon
994
Equitable Holdings
EQH
$13B
$423K 0.03%
+19,100
New +$410K
CIM
995
Chimera Investment
CIM
$1.04B
$422K 0.03%
+7,200
New +$419K
VTR icon
996
Ventas
VTR
$48B
$421K 0.03%
+5,763
New +$409K
CALM icon
997
Cal-Maine
CALM
$4.12B
$420K 0.03%
10,500
+500
+5% +$20.8K
PXD
998
DELISTED
Pioneer Natural Resource Co.
PXD
$420K 0.03%
3,341
+419
+14% +$55.4K
BRKR icon
999
Bruker
BRKR
$9.57B
$419K 0.03%
+9,548
New +$428K
IRDM icon
1000
Iridium Communications
IRDM
$5.02B
$419K 0.03%
19,700
-9,100
-32% -$217K
38 39
40
41 42

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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.