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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
EBAY icon
151
eBay
EBAY
$51.2B
$2.62M 0.16%
67,311
+5,702
+9% +$229K
ALGN icon
152
Align Technology
ALGN
$12.9B
$2.61M 0.16%
14,448
+2,946
+26% +$612K
VFC icon
153
VF Corp
VFC
$5.92B
$2.6M 0.16%
29,158
+18,742
+180% +$1.6M
MXIM
154
DELISTED
Maxim Integrated Products
MXIM
$2.58M 0.16%
44,578
+38,845
+678% +$2.25M
GM icon
155
General Motors
GM
$80.9B
$2.58M 0.16%
+68,851
New +$2.65M
MSCI icon
156
MSCI
MSCI
$42.4B
$2.58M 0.16%
11,854
+10,544
+805% +$2.44M
PEP icon
157
PepsiCo
PEP
$196B
$2.57M 0.16%
18,735
+6,996
+60% +$929K
WRB icon
158
W.R. Berkley
WRB
$28.1B
$2.55M 0.16%
79,549
+68,857
+644% +$2.15M
USFD icon
159
US Foods
USFD
$22.5B
$2.54M 0.15%
61,700
+31,000
+101% +$1.2M
COP icon
160
ConocoPhillips
COP
$144B
$2.53M 0.15%
44,397
-2,646
-6% -$151K
EXPD icon
161
Expeditors International
EXPD
$22.3B
$2.5M 0.15%
33,624
+20,614
+158% +$1.51M
JLL icon
162
Jones Lang LaSalle
JLL
$15.8B
$2.48M 0.15%
17,858
+15,103
+548% +$2.09M
WFC icon
163
Wells Fargo
WFC
$254B
$2.48M 0.15%
49,200
+23,446
+91% +$1.1M
HSIC icon
164
Henry Schein
HSIC
$9.78B
$2.47M 0.15%
38,853
+15,764
+68% +$1.02M
GS icon
165
Goldman Sachs
GS
$289B
$2.46M 0.15%
11,876
+7,176
+153% +$1.5M
AMAT icon
166
Applied Materials
AMAT
$347B
$2.46M 0.15%
49,300
+37,353
+313% +$1.8M
TJX icon
167
TJX Companies
TJX
$179B
$2.44M 0.15%
43,873
-30,495
-41% -$1.66M
JPM icon
168
JPMorgan Chase
JPM
$916B
$2.43M 0.15%
20,651
+473
+2% +$53.5K
UDR icon
169
UDR
UDR
$12.9B
$2.43M 0.15%
50,107
+12,948
+35% +$610K
MAS icon
170
Masco
MAS
$14.6B
$2.43M 0.15%
58,261
+31,326
+116% +$1.26M
LUV icon
171
Southwest Airlines
LUV
$21.7B
$2.42M 0.15%
44,831
-10,803
-19% -$565K
GWW icon
172
W.W. Grainger
GWW
$64.2B
$2.4M 0.15%
8,094
+2,022
+33% +$562K
D icon
173
Dominion Energy
D
$62B
$2.39M 0.15%
29,536
+23,354
+378% +$1.81M
SHO icon
174
Sunstone Hotel Investors
SHO
$2.19B
$2.39M 0.15%
174,041
+89,696
+106% +$1.2M
PEG icon
175
Public Service Enterprise Group
PEG
$38.7B
$2.37M 0.14%
38,161
-46,932
-55% -$2.8M
5 6
7
8 9

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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.