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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
SPGI icon
176
S&P Global
SPGI
$124B
$2.35M 0.14%
9,590
+929
+11% +$232K
MRK icon
177
Merck
MRK
$322B
$2.35M 0.14%
29,217
-14,483
-33% -$1.16M
PNC icon
178
PNC Financial Services
PNC
$99.1B
$2.35M 0.14%
16,742
+13,260
+381% +$1.8M
HOLX
179
DELISTED
Hologic
HOLX
$2.33M 0.14%
46,245
+1,780
+4% +$87.6K
TROW icon
180
T. Rowe Price
TROW
$25.5B
$2.32M 0.14%
20,335
+14,635
+257% +$1.63M
SCHW
181
Charles Schwab
SCHW
$182B
$2.3M 0.14%
55,055
-111,829
-67% -$4.51M
IDCC icon
182
InterDigital
IDCC
$6.75B
$2.3M 0.14%
43,834
+33,987
+345% +$1.92M
SPSC icon
183
SPS Commerce
SPSC
$2.55B
$2.28M 0.14%
48,400
+35,800
+284% +$1.82M
WIX icon
184
WIX.com
WIX
$2.56B
$2.28M 0.14%
19,500
+11,600
+147% +$1.61M
PGR icon
185
Progressive
PGR
$128B
$2.27M 0.14%
29,345
-56,166
-66% -$4.42M
CRUS icon
186
Cirrus Logic
CRUS
$6.76B
$2.25M 0.14%
42,087
-256
-0.6% -$13.1K
RHI icon
187
Robert Half
RHI
$4.11B
$2.25M 0.14%
40,521
+15,397
+61% +$868K
TECK icon
188
Teck Resources
TECK
$28.2B
$2.25M 0.14%
+138,864
New +$2.62M
JAZZ icon
189
Jazz Pharmaceuticals
JAZZ
$16.1B
$2.25M 0.14%
17,546
+10,903
+164% +$1.46M
CTXS
190
DELISTED
Citrix Systems Inc
CTXS
$2.24M 0.14%
23,220
+12,258
+112% +$1.17M
INCY icon
191
Incyte
INCY
$25.4B
$2.24M 0.14%
30,182
+6,575
+28% +$531K
WDC icon
192
Western Digital
WDC
$159B
$2.24M 0.14%
+49,661
New +$2.12M
XOM icon
193
ExxonMobil
XOM
$650B
$2.23M 0.14%
31,647
+20,885
+194% +$1.51M
IDA icon
194
Idacorp
IDA
$8B
$2.22M 0.14%
19,705
+13,678
+227% +$1.46M
ADSK icon
195
Autodesk
ADSK
$51.8B
$2.21M 0.13%
14,959
-5,848
-28% -$910K
V icon
196
Visa
V
$701B
$2.21M 0.13%
12,845
+2,614
+26% +$466K
PG icon
197
Procter & Gamble
PG
$340B
$2.2M 0.13%
17,720
-10,931
-38% -$1.29M
XRX icon
198
Xerox
XRX
$345M
$2.2M 0.13%
73,498
+36,942
+101% +$1.16M
LYV icon
199
Live Nation Entertainment
LYV
$42.9B
$2.19M 0.13%
33,083
+18,617
+129% +$1.3M
EVR icon
200
Evercore
EVR
$11.8B
$2.19M 0.13%
27,327
+13,900
+104% +$1.15M
6 7
8
9 10

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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.