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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
PACW
201
DELISTED
PacWest Bancorp
PACW
$2.18M 0.13%
60,078
+49,404
+463% +$1.78M
SHOP icon
202
Shopify
SHOP
$168B
$2.18M 0.13%
+70,000
New +$2.4M
TEL icon
203
TE Connectivity
TEL
$60B
$2.18M 0.13%
23,366
+4,562
+24% +$420K
GNTX icon
204
Gentex
GNTX
$5.1B
$2.18M 0.13%
79,031
+58,773
+290% +$1.55M
MCHP icon
205
Microchip Technology
MCHP
$38.8B
$2.17M 0.13%
46,822
+22,884
+96% +$1.04M
LH icon
206
Labcorp
LH
$25.2B
$2.17M 0.13%
15,049
+8,661
+136% +$1.26M
GGG icon
207
Graco
GGG
$13.2B
$2.15M 0.13%
46,689
+33,767
+261% +$1.6M
MDT icon
208
Medtronic
MDT
$112B
$2.15M 0.13%
19,782
-7,683
-28% -$802K
PLD icon
209
Prologis
PLD
$136B
$2.14M 0.13%
+25,100
New +$2.08M
CF icon
210
CF Industries
CF
$19.6B
$2.13M 0.13%
+43,363
New +$2.1M
AVNT icon
211
Avient
AVNT
$3.29B
$2.13M 0.13%
65,100
+26,900
+70% +$853K
ALNY icon
212
Alnylam Pharmaceuticals
ALNY
$38.3B
$2.12M 0.13%
+26,408
New +$2.09M
ORLY icon
213
O'Reilly Automotive
ORLY
$75.1B
$2.12M 0.13%
79,605
+50,535
+174% +$1.31M
KMX icon
214
CarMax
KMX
$8.39B
$2.11M 0.13%
24,004
+7,604
+46% +$653K
DG icon
215
Dollar General
DG
$28.4B
$2.1M 0.13%
13,234
-255
-2% -$36.9K
NUAN
216
DELISTED
Nuance Communications, Inc.
NUAN
$2.1M 0.13%
148,763
+72,922
+96% +$1.05M
DISCK
217
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$2.09M 0.13%
85,061
+62,629
+279% +$1.69M
CERN
218
DELISTED
Cerner Corp
CERN
$2.09M 0.13%
30,655
+24,512
+399% +$1.74M
LULU icon
219
lululemon athletica
LULU
$13.5B
$2.09M 0.13%
10,849
-11,366
-51% -$2.12M
HAL icon
220
Halliburton
HAL
$26.1B
$2.08M 0.13%
110,296
+76,883
+230% +$1.59M
CNC icon
221
Centene
CNC
$30.5B
$2.06M 0.13%
47,612
-53,050
-53% -$2.58M
FRT icon
222
Federal Realty Investment Trust
FRT
$10.9B
$2.05M 0.12%
15,076
-2,997
-17% -$395K
BMY icon
223
Bristol-Myers Squibb
BMY
$129B
$2.05M 0.12%
40,431
-124,312
-75% -$5.84M
DVA icon
224
DaVita
DVA
$15.5B
$2.04M 0.12%
+35,828
New +$2.08M
TD icon
225
Toronto Dominion Bank
TD
$193B
$2.03M 0.12%
+34,881
New +$1.98M
7 8
9
10 11

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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.