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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
BKU icon
251
Bankunited
BKU
$3.37B
$1.92M 0.12%
57,135
+13,096
+30% +$428K
QSR icon
252
Restaurant Brands International
QSR
$25.7B
$1.91M 0.12%
+26,900
New +$1.98M
NSC icon
253
Norfolk Southern
NSC
$75.4B
$1.91M 0.12%
10,644
-3,439
-24% -$633K
TT icon
254
Trane Technologies
TT
$101B
$1.9M 0.12%
15,456
+4,042
+35% +$493K
KEYS icon
255
Keysight
KEYS
$54.5B
$1.9M 0.12%
19,569
+8,269
+73% +$766K
PANW icon
256
Palo Alto Networks
PANW
$270B
$1.9M 0.12%
55,980
-4,050
-7% -$143K
AME icon
257
Ametek
AME
$55.4B
$1.89M 0.12%
20,621
+13,937
+209% +$1.23M
AEM icon
258
Agnico Eagle Mines
AEM
$73.6B
$1.88M 0.11%
35,068
+15,618
+80% +$885K
TMO icon
259
Thermo Fisher Scientific
TMO
$213B
$1.88M 0.11%
6,445
-697
-10% -$200K
TTC icon
260
Toro Company
TTC
$8.75B
$1.88M 0.11%
25,586
-12,585
-33% -$899K
FDS icon
261
Factset
FDS
$9.36B
$1.87M 0.11%
7,703
+6,139
+393% +$1.7M
SMG icon
262
ScottsMiracle-Gro
SMG
$3.82B
$1.87M 0.11%
18,367
+12,536
+215% +$1.31M
WRI
263
DELISTED
Weingarten Realty Investors
WRI
$1.86M 0.11%
64,026
-18,581
-22% -$513K
OKE icon
264
Oneok
OKE
$57.2B
$1.86M 0.11%
25,276
+14,433
+133% +$1.02M
OMF icon
265
OneMain Financial
OMF
$7.23B
$1.86M 0.11%
+50,700
New +$1.88M
UNM icon
266
Unum
UNM
$13.6B
$1.85M 0.11%
62,410
+5,772
+10% +$171K
BMRN icon
267
BioMarin Pharmaceuticals
BMRN
$11.6B
$1.85M 0.11%
27,494
-3,071
-10% -$237K
NTCT icon
268
NETSCOUT
NTCT
$2.96B
$1.85M 0.11%
80,281
+17,667
+28% +$422K
WRK
269
DELISTED
WestRock Company
WRK
$1.85M 0.11%
+50,700
New +$1.81M
TNL icon
270
Travel + Leisure Co
TNL
$4.66B
$1.84M 0.11%
40,033
+20,165
+101% +$900K
BDX icon
271
Becton Dickinson
BDX
$45.6B
$1.84M 0.11%
7,458
+5,721
+329% +$1.41M
DVN icon
272
Devon Energy
DVN
$52.1B
$1.84M 0.11%
+76,358
New +$1.91M
BLDR icon
273
Builders FirstSource
BLDR
$7.15B
$1.84M 0.11%
89,212
-14,288
-14% -$266K
BXP icon
274
Boston Properties
BXP
$11.2B
$1.83M 0.11%
14,135
+11,064
+360% +$1.44M
MD icon
275
Pediatrix Medical
MD
$2.18B
$1.83M 0.11%
81,017
+43,432
+116% +$990K
9 10
11
12 13

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SCA
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IC
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WFA
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CA
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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.