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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 | |
|---|---|---|---|---|---|---|
|
SLCA
1201
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $212K | 0.01% |
+22,149
| New | +$255K |
|
1202
Compass Minerals
CMP
$1.23B
| $209K | 0.01% |
3,700
-9,585
| -72% | -$514K |
|
1203
Brinker International
EAT
$9.17B
| $209K | 0.01% |
+4,909
| New | +$197K |
|
1204
Ironwood Pharmaceuticals
IRWD
$696M
| $209K | 0.01% |
+24,400
| New | +$237K |
|
1205
NXP Semiconductors
NXPI
$57.8B
| $209K | 0.01% |
+1,912
| New | +$195K |
|
|
SIVB
1206
DELISTED
SVB Financial Group
SIVB
| $209K | 0.01% |
+1,002
| New | +$210K |
|
|
ARR
1207
Armour Residential REIT
ARR
$2.33B
| $206K | 0.01% |
+2,460
| New | +$215K |
|
1208
Regal Rexnord
RRX
$13.7B
| $204K | 0.01% |
+2,800
| New | +$211K |
|
|
PBCT
1209
DELISTED
People's United Financial Inc
PBCT
| $204K | 0.01% |
+13,053
| New | +$204K |
|
1210
CNA Financial
CNA
$14.2B
| $202K | 0.01% |
+4,100
| New | +$196K |
|
|
EBIX
1211
DELISTED
Ebix Inc
EBIX
| $202K | 0.01% |
+4,800
| New | +$202K |
|
1212
Green Plains
GPRE
$1.18B
| $201K | 0.01% |
19,000
-11,300
| -37% | -$108K |
|
1213
Atlassian
TEAM
$25.6B
| $201K | 0.01% |
+1,600
| New | +$218K |
|
1214
Danaher
DHR
$137B
| $200K | 0.01% |
1,565
-5,484
| -78% | -$687K |
|
1215
Fossil Group
FOSL
$293M
| $200K | 0.01% |
16,000
-81,120
| -84% | -$918K |
|
|
JAG
1216
DELISTED
Jagged Peak Energy Inc.
JAG
| $200K | 0.01% |
27,600
-53,600
| -66% | -$396K |
|
|
RWT
1217
Redwood Trust
RWT
$574M
| $192K | 0.01% |
+11,700
| New | +$196K |
|
1218
WisdomTree
WT
$2.96B
| $190K | 0.01% |
+36,400
| New | +$206K |
|
|
MFA
1219
MFA Financial
MFA
$926M
| $185K | 0.01% |
+6,300
| New | +$184K |
|
|
MNTA
1220
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $185K | 0.01% |
14,300
-55,300
| -79% | -$668K |
|
|
VISN
1221
Vistance Networks Inc
VISN
$2.65B
| $180K | 0.01% |
+15,314
| New | +$197K |
|
1222
Unisys
UIS
$209M
| $179K | 0.01% |
24,100
-25,300
| -51% | -$225K |
|
|
LGF.B
1223
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $175K | 0.01% |
+20,000
| New | +$215K |
|
1224
Orion
OEC
$381M
| $172K | 0.01% |
10,300
-5,400
| -34% | -$88.3K |
|
|
SPPI
1225
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $168K | 0.01% |
20,300
-49,700
| -71% | -$402K |
|
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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.