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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
MYGN icon
1301
Myriad Genetics
MYGN
$507M
– –
-8,712
Closed -$242K
NOMD icon
1302
Nomad Foods
NOMD
$1.73B
– –
-29,400
Closed -$628K
NSIT icon
1303
Insight Enterprises
NSIT
$3.86B
– –
-13,100
Closed -$762K
NTLA icon
1304
Intellia Therapeutics
NTLA
$1.55B
– –
-15,500
Closed -$254K
NVRI icon
1305
Enviri
NVRI
$624M
– –
-19,912
Closed -$546K
OHI icon
1306
Omega Healthcare
OHI
$15.1B
– –
-14,412
Closed -$530K
OI icon
1307
O-I Glass
OI
$1.13B
– –
-74,024
Closed -$1.28M
OIS icon
1308
Oil States International
OIS
$456M
– –
-11,400
Closed -$209K
OLLI icon
1309
Ollie's Bargain Outlet
OLLI
$4.4B
– –
-6,900
Closed -$601K
OMCL icon
1310
Omnicell
OMCL
$1.69B
– –
-6,300
Closed -$542K
ORI icon
1311
Old Republic International
ORI
$10.6B
– –
-13,303
Closed -$298K
OSUR icon
1312
OraSure Technologies
OSUR
$273M
– –
-59,700
Closed -$554K
OVV icon
1313
Ovintiv
OVV
$17B
– –
-13,600
Closed -$349K
PB icon
1314
Prosperity Bancshares
PB
$8.97B
– –
-18,359
Closed -$1.21M
PBI icon
1315
Pitney Bowes
PBI
$2.46B
– –
-66,100
Closed -$283K
PEN icon
1316
Penumbra
PEN
$12.6B
– –
-3,300
Closed -$528K
PLCE icon
1317
Children's Place
PLCE
$54.3M
– –
-21,663
Closed -$2.07M
PM icon
1318
Philip Morris
PM
$299B
– –
-13,002
Closed -$1.02M
POST icon
1319
Post Holdings
POST
$4.21B
– –
-5,204
Closed -$354K
PRA
1320
DELISTED
ProAssurance
PRA
– –
-14,000
Closed -$506K
PRTA icon
1321
Prothena Corp
PRTA
$440M
– –
-14,200
Closed -$150K
PUMP icon
1322
ProPetro Holding
PUMP
$1.33B
– –
-33,700
Closed -$698K
RARE icon
1323
Ultragenyx Pharmaceutical
RARE
$2.56B
– –
-4,311
Closed -$274K
RGA icon
1324
Reinsurance Group of America
RGA
$15.6B
– –
-2,200
Closed -$343K
RLJ icon
1325
RLJ Lodging Trust
RLJ
$1.87B
– –
-81,525
Closed -$1.45M
51 52
53
54 55

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
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WFA
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CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
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.