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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
BCO icon
1251
Brink's
BCO
$4.88B
– –
-10,683
Closed -$867K
BDC icon
1252
Belden
BDC
$4.85B
– –
-15,582
Closed -$928K
BGC icon
1253
BGC Group
BGC
$5.45B
– –
-22,000
Closed -$115K
BNS icon
1254
Scotiabank
BNS
$107B
– –
-18,781
Closed -$1.02M
C icon
1255
Citigroup
C
$222B
– –
-18,809
Closed -$1.32M
CARS icon
1256
Cars.com
CARS
$662M
– –
-35,400
Closed -$698K
CCK icon
1257
Crown Holdings
CCK
$12.8B
– –
-6,100
Closed -$373K
CNMD icon
1258
CONMED
CNMD
$1.39B
– –
-8,500
Closed -$727K
CNQ icon
1259
Canadian Natural Resources
CNQ
$99.4B
– –
-140,688
Closed -$1.86M
CUZ icon
1260
Cousins Properties
CUZ
$5.19B
– –
-12,175
Closed -$440K
DAN icon
1261
Dana Inc
DAN
$2.9B
– –
-10,641
Closed -$212K
DD icon
1262
DuPont de Nemours
DD
$18.5B
– –
-7,804
Closed -$735K
DVAX
1263
DELISTED
Dynavax Technologies
DVAX
– –
-17,800
Closed -$71K
DY icon
1264
Dycom Industries
DY
$12B
– –
-11,003
Closed -$648K
EEFT icon
1265
Euronet Worldwide
EEFT
$2.72B
– –
-4,211
Closed -$708K
EMR icon
1266
Emerson Electric
EMR
$83.9B
– –
-7,730
Closed -$516K
ESNT icon
1267
Essent Group
ESNT
$6.08B
– –
-5,592
Closed -$263K
ESPR
1268
DELISTED
Esperion Therapeutics
ESPR
– –
-15,100
Closed -$702K
EVH icon
1269
Evolent Health
EVH
$348M
– –
-16,000
Closed -$127K
FCF icon
1270
First Commonwealth Financial
FCF
$2.18B
– –
-12,700
Closed -$171K
FIS icon
1271
Fidelity National Information Services
FIS
$23.1B
– –
-10,497
Closed -$1.29M
FIZZ icon
1272
National Beverage
FIZZ
$2.96B
– –
-18,000
Closed -$402K
FL
1273
DELISTED
Foot Locker
FL
– –
-17,915
Closed -$751K
FWONK icon
1274
Liberty Media Series C
FWONK
$24.6B
– –
-21,617
Closed -$782K
GATX icon
1275
GATX Corp
GATX
$6.35B
– –
-2,700
Closed -$214K
49 50
51
52 53

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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.