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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
GDEN
1276
DELISTED
Golden Entertainment
GDEN
– –
-14,300
Closed -$200K
GE icon
1277
GE Aerospace
GE
$368B
– –
-31,801
Closed -$1.66M
GLNG icon
1278
Golar LNG
GLNG
$4.91B
– –
-18,127
Closed -$335K
GWRE icon
1279
Guidewire Software
GWRE
$12.8B
– –
-3,873
Closed -$393K
HCSG icon
1280
Healthcare Services Group
HCSG
$1.58B
– –
-8,424
Closed -$255K
HELE icon
1281
Helen of Troy
HELE
$649M
– –
-8,712
Closed -$1.14M
HGV icon
1282
Hilton Grand Vacations
HGV
$3.64B
– –
-29,100
Closed -$926K
HP icon
1283
Helmerich & Payne
HP
$3.37B
– –
-13,854
Closed -$701K
HR icon
1284
Healthcare Realty
HR
$7.46B
– –
-48,832
Closed -$1.34M
HWC icon
1285
Hancock Whitney
HWC
$6.14B
– –
-22,273
Closed -$892K
IBOC icon
1286
International Bancshares
IBOC
$4.75B
– –
-11,400
Closed -$430K
ISRG icon
1287
Intuitive Surgical
ISRG
$126B
– –
-2,463
Closed -$431K
KBH icon
1288
KB Home
KBH
$3.45B
– –
-21,708
Closed -$559K
KEX icon
1289
Kirby Corp
KEX
$7.08B
– –
-7,454
Closed -$589K
KRG icon
1290
Kite Realty
KRG
$5.88B
– –
-12,800
Closed -$194K
LIVN icon
1291
LivaNova
LIVN
$4.45B
– –
-2,800
Closed -$201K
LPSN icon
1292
LivePerson
LPSN
$22M
– –
-573
Closed -$241K
LW icon
1293
Lamb Weston
LW
$7.36B
– –
-21,200
Closed -$1.34M
MBUU icon
1294
Malibu Boats
MBUU
$550M
– –
-8,200
Closed -$319K
MO icon
1295
Altria Group
MO
$113B
– –
-111,305
Closed -$5.27M
MORN icon
1296
Morningstar
MORN
$7.34B
– –
-6,600
Closed -$955K
MSA icon
1297
Mine Safety
MSA
$6.73B
– –
-3,800
Closed -$400K
MSM icon
1298
MSC Industrial Direct
MSM
$6.78B
– –
-6,906
Closed -$513K
MTCH icon
1299
Match Group
MTCH
$9.17B
– –
-10,500
Closed -$706K
MUR icon
1300
Murphy Oil
MUR
$5.48B
– –
-40,762
Closed -$1M
50 51
52
53 54

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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.