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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
SLB icon
51
SLB Ltd
SLB
$72.7B
$4.16M 0.25%
121,614
+115,618
+1,928% +$4.23M
DAL icon
52
Delta Air Lines
DAL
$56.7B
$4.13M 0.25%
71,775
+50,948
+245% +$3.02M
HCA icon
53
HCA Healthcare
HCA
$90.6B
$4.04M 0.25%
33,519
+28,697
+595% +$3.71M
AIG icon
54
American International
AIG
$42.5B
$4.03M 0.25%
72,327
-18,110
-20% -$1M
INTC icon
55
Intel
INTC
$413B
$4.03M 0.24%
78,129
+17,965
+30% +$883K
CAT icon
56
Caterpillar
CAT
$361B
$4.02M 0.24%
+31,815
New +$4.04M
CHD icon
57
Church & Dwight Co
CHD
$23.7B
$4.02M 0.24%
53,399
+5,623
+12% +$426K
CL icon
58
Colgate-Palmolive
CL
$74.8B
$3.99M 0.24%
54,227
-19,170
-26% -$1.39M
REGN icon
59
Regeneron Pharmaceuticals
REGN
$72.9B
$3.98M 0.24%
14,333
+9,163
+177% +$2.71M
USB icon
60
US Bancorp
USB
$97.9B
$3.97M 0.24%
71,812
+29,129
+68% +$1.57M
VRSN icon
61
VeriSign
VRSN
$26.3B
$3.97M 0.24%
21,025
+15,386
+273% +$3.16M
ETN icon
62
Eaton
ETN
$141B
$3.96M 0.24%
47,638
+37,751
+382% +$3.06M
AMGN icon
63
Amgen
AMGN
$209B
$3.95M 0.24%
20,429
+15,365
+303% +$2.95M
CDNS icon
64
Cadence Design Systems
CDNS
$91.8B
$3.88M 0.24%
58,697
+48,215
+460% +$3.39M
DUK icon
65
Duke Energy
DUK
$101B
$3.85M 0.23%
40,167
-4,619
-10% -$420K
AN icon
66
AutoNation
AN
$7.7B
$3.84M 0.23%
75,655
+54,275
+254% +$2.56M
BKNG icon
67
Booking.com
BKNG
$156B
$3.73M 0.23%
+47,500
New +$3.68M
EL icon
68
Estee Lauder
EL
$30.4B
$3.72M 0.23%
18,714
+17,191
+1,129% +$3.29M
HPQ icon
69
HP
HPQ
$26B
$3.71M 0.23%
196,199
+83,865
+75% +$1.65M
ROK icon
70
Rockwell Automation
ROK
$51.1B
$3.69M 0.22%
22,391
+11,962
+115% +$1.89M
SPG icon
71
Simon Property Group
SPG
$76.4B
$3.65M 0.22%
23,452
-77
-0.3% -$12K
EOG icon
72
EOG Resources
EOG
$77.7B
$3.61M 0.22%
48,611
+35,780
+279% +$2.9M
BIIB icon
73
Biogen
BIIB
$30.9B
$3.56M 0.22%
15,307
+8,869
+138% +$2.07M
AVY icon
74
Avery Dennison
AVY
$12.8B
$3.56M 0.22%
31,305
+15,770
+102% +$1.8M
BCE icon
75
BCE
BCE
$20.8B
$3.54M 0.22%
73,231
-32,362
-31% -$1.51M
1 2
3
4 5

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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.