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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 | |
|---|---|---|---|---|---|---|
1001
TD Synnex
SNX
$20.4B
| $418K | 0.03% |
7,400
-9,600
| -56% | -$448K |
|
1002
News Corp Class A
NWSA
$14.9B
| $416K | 0.03% |
29,888
+9,988
| +50% | +$136K |
|
1003
Tyson Foods
TSN
$20.4B
| $416K | 0.03% |
4,834
-4,582
| -49% | -$390K |
|
1004
PACCAR
PCAR
$69.8B
| $415K | 0.03% |
8,897
-21,424
| -71% | -$977K |
|
1005
Granite Construction
GVA
$5.29B
| $411K | 0.03% |
+12,800
| New | +$444K |
|
1006
Laureate Education
LAUR
$5.28B
| $411K | 0.03% |
24,800
-27,600
| -53% | -$464K |
|
1007
Howmet Aerospace
HWM
$113B
| $410K | 0.02% |
+20,561
| New | +$405K |
|
|
SGEN
1008
DELISTED
Seagen Inc. Common Stock
SGEN
| $410K | 0.02% |
4,804
-22,355
| -82% | -$1.64M |
|
1009
SiriusPoint
SPNT
$2.75B
| $408K | 0.02% |
40,800
-26,000
| -39% | -$261K |
|
1010
Varex Imaging
VREX
$472M
| $407K | 0.02% |
14,249
-18,100
| -56% | -$524K |
|
1011
Halozyme
HALO
$9.79B
| $405K | 0.02% |
26,100
+7,600
| +41% | +$125K |
|
1012
Campbell Soup
CPB
$6.55B
| $404K | 0.02% |
8,600
-41,065
| -83% | -$1.77M |
|
|
CMD
1013
DELISTED
Cantel Medical Corporation
CMD
| $404K | 0.02% |
+5,400
| New | +$458K |
|
|
VBTX
1014
DELISTED
Veritex Holdings
VBTX
| $403K | 0.02% |
+16,600
| New | +$409K |
|
1015
Texas Capital Bancshares
TCBI
$4.3B
| $400K | 0.02% |
+7,321
| New | +$417K |
|
|
CYBR
1016
DELISTED
CyberArk
CYBR
| $399K | 0.02% |
4,000
+2,100
| +111% | +$253K |
|
1017
Ingevity
NGVT
$2.51B
| $399K | 0.02% |
+4,700
| New | +$419K |
|
1018
Invesco Mortgage Capital
IVR
$759M
| $398K | 0.02% |
2,600
-1,820
| -41% | -$289K |
|
1019
Silgan Holdings
SLGN
$4.23B
| $396K | 0.02% |
13,200
-44,900
| -77% | -$1.35M |
|
1020
Columbia Sportswear
COLM
$3.04B
| $395K | 0.02% |
4,077
-6,492
| -61% | -$642K |
|
1021
NorthWestern Energy
NWE
$4.23B
| $395K | 0.02% |
+5,263
| New | +$380K |
|
1022
Arthur J. Gallagher & Co
AJG
$64.1B
| $393K | 0.02% |
4,389
-2,412
| -35% | -$217K |
|
1023
Annaly Capital Management
NLY
$17.1B
| $393K | 0.02% |
11,163
+3,870
| +53% | +$139K |
|
1024
Haemonetics
HAE
$3.89B
| $392K | 0.02% |
+3,105
| New | +$394K |
|
|
BECN
1025
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $391K | 0.02% |
11,661
-6,083
| -34% | -$206K |
|
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WFA
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RIG
CCP
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.