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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
CNP icon
126
CenterPoint Energy
CNP
$28.3B
$2.83M 0.17%
93,821
+42,352
+82% +$1.22M
CNI icon
127
Canadian National Railway
CNI
$78.5B
$2.83M 0.17%
31,498
+17,140
+119% +$1.58M
PAYX icon
128
Paychex
PAYX
$43.4B
$2.83M 0.17%
34,183
+6,036
+21% +$502K
AVGO icon
129
Broadcom
AVGO
$1.76T
$2.82M 0.17%
102,150
-2,500
-2% -$71.1K
MGM icon
130
MGM Resorts International
MGM
$11.7B
$2.82M 0.17%
101,669
+83,760
+468% +$2.41M
CTRA
131
DELISTED
Coterra Energy
CTRA
$2.82M 0.17%
160,342
+104,322
+186% +$2M
UPS icon
132
United Parcel Service
UPS
$88.9B
$2.81M 0.17%
23,452
+7,624
+48% +$872K
VMW
133
DELISTED
VMware, Inc
VMW
$2.79M 0.17%
18,628
-817
-4% -$129K
GRA
134
DELISTED
W.R. Grace & Co.
GRA
$2.78M 0.17%
41,698
+28,013
+205% +$1.96M
FNF icon
135
Fidelity National Financial
FNF
$14.4B
$2.77M 0.17%
64,942
+34,556
+114% +$1.44M
SC
136
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$2.77M 0.17%
+108,676
New +$2.83M
JJSF icon
137
J&J Snack Foods
JJSF
$1.49B
$2.77M 0.17%
+14,400
New +$2.61M
ETFC
138
DELISTED
E*Trade Financial Corporation
ETFC
$2.76M 0.17%
63,253
+1,235
+2% +$54.7K
CPRT icon
139
Copart
CPRT
$28.5B
$2.74M 0.17%
136,612
+84,520
+162% +$1.64M
CHH icon
140
Choice Hotels
CHH
$5.26B
$2.74M 0.17%
30,804
+21,403
+228% +$1.91M
EV
141
DELISTED
Eaton Vance Corp.
EV
$2.73M 0.17%
60,800
-10,307
-14% -$446K
CFG icon
142
Citizens Financial Group
CFG
$30.1B
$2.72M 0.17%
76,879
+55,466
+259% +$1.94M
VRTX icon
143
Vertex Pharmaceuticals
VRTX
$123B
$2.71M 0.16%
15,982
+14,007
+709% +$2.48M
ECL icon
144
Ecolab
ECL
$79.8B
$2.7M 0.16%
13,634
-433
-3% -$86.8K
NATI
145
DELISTED
National Instruments Corp
NATI
$2.69M 0.16%
64,151
+6,982
+12% +$300K
CHTR icon
146
Charter Communications
CHTR
$17.3B
$2.69M 0.16%
6,532
+4,292
+192% +$1.73M
SABR icon
147
Sabre
SABR
$716M
$2.68M 0.16%
+119,622
New +$2.81M
ALL icon
148
Allstate
ALL
$70.6B
$2.66M 0.16%
+24,480
New +$2.55M
AGO icon
149
Assured Guaranty
AGO
$3.73B
$2.64M 0.16%
59,358
+41,634
+235% +$1.83M
OSIS icon
150
OSI Systems
OSIS
$3.53B
$2.63M 0.16%
25,900
+21,300
+463% +$2.3M
4 5
6
7 8

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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.