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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
AOS icon
226
A.O. Smith
AOS
$8.29B
$2.03M 0.12%
42,547
+3,004
+8% +$139K
RY icon
227
Royal Bank of Canada
RY
$291B
$2.03M 0.12%
24,972
-17,761
-42% -$1.39M
WEC icon
228
WEC Energy
WEC
$35.7B
$2.02M 0.12%
21,253
+3,665
+21% +$330K
HST icon
229
Host Hotels & Resorts
HST
$17.2B
$2.02M 0.12%
116,693
+9,950
+9% +$170K
CMC icon
230
Commercial Metals
CMC
$7.6B
$2.02M 0.12%
+115,938
New +$1.98M
WAT icon
231
Waters Corp
WAT
$37B
$2.01M 0.12%
9,021
+4,612
+105% +$995K
ADP icon
232
Automatic Data Processing
ADP
$106B
$2.01M 0.12%
12,465
+7,123
+133% +$1.18M
FLO icon
233
Flowers Foods
FLO
$1.49B
$2.01M 0.12%
86,839
+52,390
+152% +$1.21M
CME icon
234
CME Group
CME
$96.3B
$2M 0.12%
9,485
-6,207
-40% -$1.3M
PENN icon
235
PENN Entertainment
PENN
$2.75B
$2M 0.12%
107,629
+73,157
+212% +$1.38M
UTHR icon
236
United Therapeutics
UTHR
$25.8B
$2M 0.12%
25,130
+3,287
+15% +$265K
AZPN
237
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2M 0.12%
16,281
+8,819
+118% +$1.09M
FCFS icon
238
FirstCash
FCFS
$8.85B
$2M 0.12%
21,800
+8,900
+69% +$884K
IEX icon
239
IDEX
IEX
$17B
$1.99M 0.12%
12,125
+10,526
+658% +$1.75M
SYY icon
240
Sysco
SYY
$40.8B
$1.97M 0.12%
24,742
-10,495
-30% -$770K
OTEX icon
241
Open Text
OTEX
$6.15B
$1.96M 0.12%
48,030
+24,447
+104% +$997K
SPR
242
DELISTED
Spirit AeroSystems
SPR
$1.96M 0.12%
23,820
+4,852
+26% +$380K
HUBG icon
243
HUB Group
HUBG
$2.85B
$1.95M 0.12%
84,000
+59,806
+247% +$1.27M
SHOO icon
244
Steven Madden
SHOO
$3.37B
$1.95M 0.12%
54,448
+28,669
+111% +$948K
H icon
245
Hyatt Hotels
H
$16.4B
$1.95M 0.12%
+26,422
New +$2M
PPG icon
246
PPG Industries
PPG
$24.6B
$1.95M 0.12%
16,433
-10,616
-39% -$1.22M
EFOR
247
Everforth Inc
EFOR
$1.17B
$1.94M 0.12%
30,906
+17,889
+137% +$1.1M
ADM icon
248
Archer Daniels Midland
ADM
$38.2B
$1.94M 0.12%
47,164
+4,449
+10% +$177K
WBA
249
DELISTED
Walgreens Boots Alliance
WBA
$1.93M 0.12%
34,855
+4,280
+14% +$229K
LECO icon
250
Lincoln Electric
LECO
$14.3B
$1.93M 0.12%
22,192
+18,271
+466% +$1.54M
8 9
10
11 12

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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.