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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
ZS icon
1351
Zscaler
ZS
$24B
– –
-12,100
Closed -$927K
ZTS icon
1352
Zoetis
ZTS
$31.9B
– –
-19,488
Closed -$2.21M
ATSG
1353
DELISTED
Air Transport Services Group
ATSG
– –
-22,102
Closed -$539K
RVNC
1354
DELISTED
Revance Therapeutics, Inc.
RVNC
– –
-17,600
Closed -$228K
BIG
1355
DELISTED
Big Lots, Inc.
BIG
– –
-31,466
Closed -$900K
ERF
1356
DELISTED
Enerplus Corporation
ERF
– –
-98,900
Closed -$745K
CASA
1357
DELISTED
Casa Systems, Inc. Common Stock
CASA
– –
-11,400
Closed -$73K
SRC
1358
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-15,100
Closed -$644K
NEWR
1359
DELISTED
New Relic, Inc.
NEWR
– –
-27,000
Closed -$2.34M
LTRPA
1360
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-14,300
Closed -$177K
BKI
1361
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-5,800
Closed -$349K
AUD
1362
DELISTED
Audacy, Inc.
AUD
– –
-29,200
Closed -$169K
IAA
1363
DELISTED
IAA, Inc. Common Stock
IAA
– –
-7,732
Closed -$300K
COUP
1364
DELISTED
Coupa Software Incorporated
COUP
– –
-10,700
Closed -$1.35M
BNFT
1365
DELISTED
Benefitfocus, Inc.
BNFT
– –
-14,800
Closed -$402K
CLVS
1366
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-70,236
Closed -$1.04M
AERI
1367
DELISTED
Aerie Pharmaceuticals
AERI
– –
-16,286
Closed -$481K
TMX
1368
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-9,200
Closed -$479K
MNDT
1369
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-20,910
Closed -$310K
POLY
1370
DELISTED
Plantronics, Inc.
POLY
– –
-16,400
Closed -$607K
RDUS
1371
DELISTED
Radius Health, Inc.
RDUS
– –
-9,100
Closed -$222K
WBT
1372
DELISTED
Welbilt, Inc.
WBT
– –
-22,600
Closed -$377K
SAFM
1373
DELISTED
Sanderson Farms Inc
SAFM
– –
-16,885
Closed -$2.31M
TVTY
1374
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-31,689
Closed -$521K
FOE
1375
DELISTED
Ferro Corporation
FOE
– –
-40,600
Closed -$641K
52 53 54
55
56

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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.