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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
TRV icon
101
Travelers Companies
TRV
$81.1B
$3.06M 0.19%
+20,551
New +$3.06M
VZ icon
102
Verizon
VZ
$197B
$3.06M 0.19%
50,612
-55,157
-52% -$3.18M
TU icon
103
Telus
TU
$17.4B
$3.04M 0.18%
170,492
+33,046
+24% +$602K
BR icon
104
Broadridge
BR
$18.4B
$3.03M 0.18%
24,360
+20,464
+525% +$2.64M
GIL icon
105
Gildan
GIL
$9.49B
$3.01M 0.18%
84,788
+78,188
+1,185% +$2.94M
ALSN icon
106
Allison Transmission
ALSN
$9.51B
$3.01M 0.18%
63,921
+11,867
+23% +$538K
SEE
107
DELISTED
Sealed Air
SEE
$3M 0.18%
72,232
+26,178
+57% +$1.11M
FTNT icon
108
Fortinet
FTNT
$112B
$3M 0.18%
195,205
+70,745
+57% +$1.15M
PRSP
109
DELISTED
Perspecta Inc. Common Stock
PRSP
$3M 0.18%
+114,700
New +$2.81M
CMA
110
DELISTED
Comerica
CMA
$2.99M 0.18%
45,340
+32,887
+264% +$2.18M
BAP icon
111
Credicorp
BAP
$30.5B
$2.97M 0.18%
14,260
+8,006
+128% +$1.73M
AGNC icon
112
AGNC Investment
AGNC
$12.7B
$2.96M 0.18%
184,256
+172,595
+1,480% +$2.83M
LVS icon
113
Las Vegas Sands
LVS
$32.2B
$2.96M 0.18%
51,198
+4,127
+9% +$241K
MTB icon
114
M&T Bank
MTB
$36.3B
$2.95M 0.18%
18,689
+16,871
+928% +$2.66M
COR icon
115
Cencora
COR
$62B
$2.94M 0.18%
35,715
+29,511
+476% +$2.54M
MMS icon
116
Maximus
MMS
$3.32B
$2.94M 0.18%
38,004
+34,891
+1,121% +$2.65M
AIV
117
Aimco
AIV
$377M
$2.93M 0.18%
421,417
-189,592
-31% -$1.28M
CHKP icon
118
Check Point Software Technologies
CHKP
$14.3B
$2.91M 0.18%
26,598
+2,464
+10% +$275K
ALLY icon
119
Ally Financial
ALLY
$13.1B
$2.9M 0.18%
87,400
+33,300
+62% +$1.08M
BMCH
120
DELISTED
BMC Stock Holdings, Inc
BMCH
$2.89M 0.18%
110,500
+30,700
+38% +$732K
ADI icon
121
Analog Devices
ADI
$172B
$2.88M 0.18%
+25,748
New +$2.92M
SLG icon
122
SL Green Realty
SLG
$3.83B
$2.86M 0.17%
36,148
+19,847
+122% +$1.54M
ATR icon
123
AptarGroup
ATR
$8.69B
$2.86M 0.17%
24,127
+13,927
+137% +$1.69M
RCI icon
124
Rogers Communications
RCI
$18.8B
$2.85M 0.17%
58,552
+41,594
+245% +$2.14M
TCO
125
DELISTED
Taubman Centers Inc.
TCO
$2.83M 0.17%
69,404
+25,362
+58% +$1.03M
3 4
5
6 7

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SCA
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WFA
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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.