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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
MSI icon
76
Motorola Solutions
MSI
$72.1B
$3.53M 0.21%
20,690
+18,327
+776% +$3.15M
APD icon
77
Air Products & Chemicals
APD
$65.5B
$3.52M 0.21%
+15,858
New +$3.57M
NTAP icon
78
NetApp
NTAP
$33.9B
$3.5M 0.21%
66,739
-2,721
-4% -$146K
PARA
79
DELISTED
Paramount Global Class B
PARA
$3.48M 0.21%
86,081
+60,566
+237% +$2.83M
NAVI icon
80
Navient
NAVI
$819M
$3.46M 0.21%
270,200
+252,100
+1,393% +$3.36M
CVS icon
81
CVS Health
CVS
$135B
$3.45M 0.21%
54,704
+5,844
+12% +$346K
RS icon
82
Reliance Steel & Aluminium
RS
$20.6B
$3.43M 0.21%
34,446
+29,900
+658% +$2.92M
SPOT icon
83
Spotify
SPOT
$108B
$3.43M 0.21%
+30,106
New +$4.25M
NKE icon
84
Nike
NKE
$64.1B
$3.43M 0.21%
36,504
-35,744
-49% -$3.07M
JKHY icon
85
Jack Henry & Associates
JKHY
$11.4B
$3.42M 0.21%
23,423
+19,664
+523% +$2.79M
NEM icon
86
Newmont
NEM
$96.2B
$3.4M 0.21%
89,711
+80,444
+868% +$3.13M
SEIC icon
87
SEI Investments
SEIC
$12.3B
$3.39M 0.21%
57,196
+42,944
+301% +$2.48M
PAG icon
88
Penske Automotive Group
PAG
$14.7B
$3.27M 0.2%
69,200
+57,642
+499% +$2.61M
NFLX icon
89
Netflix
NFLX
$307B
$3.25M 0.2%
121,470
+91,620
+307% +$2.87M
HIG icon
90
Hartford Financial Services
HIG
$39.9B
$3.25M 0.2%
53,571
+46,010
+609% +$2.69M
ROL icon
91
Rollins
ROL
$18.6B
$3.22M 0.2%
141,816
+61,420
+76% +$1.41M
NI icon
92
NiSource
NI
$21.5B
$3.21M 0.2%
107,391
+73,696
+219% +$2.16M
AWK icon
93
American Water Works
AWK
$27B
$3.2M 0.19%
+25,726
New +$3.1M
CRM icon
94
Salesforce
CRM
$154B
$3.18M 0.19%
21,398
-14,702
-41% -$2.23M
ABT icon
95
Abbott
ABT
$188B
$3.17M 0.19%
+37,890
New +$3.22M
ARW icon
96
Arrow Electronics
ARW
$10.5B
$3.11M 0.19%
+41,750
New +$2.95M
AVT icon
97
Avnet
AVT
$6.86B
$3.08M 0.19%
69,163
+41,358
+149% +$1.79M
RBA icon
98
RB Global
RBA
$21.5B
$3.06M 0.19%
76,800
+69,700
+982% +$2.59M
NDAQ icon
99
Nasdaq
NDAQ
$53.4B
$3.06M 0.19%
92,499
+85,182
+1,164% +$2.83M
NCLH icon
100
Norwegian Cruise Line
NCLH
$9.53B
$3.06M 0.19%
59,057
-19,374
-25% -$983K
2 3
4
5 6

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SCA
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IC
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WFA
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CA
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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.