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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
SBUX icon
1
Starbucks
SBUX
$118B
$13.9M 0.85%
157,196
+104,351
+197% +$9.67M
GILD icon
2
Gilead Sciences
GILD
$161B
$10.8M 0.66%
171,101
+113,178
+195% +$7.4M
CTSH icon
3
Cognizant
CTSH
$21.5B
$9.34M 0.57%
+154,983
New +$9.8M
KO icon
4
Coca-Cola
KO
$354B
$9.24M 0.56%
169,783
+160,363
+1,702% +$8.59M
CLX icon
5
Clorox
CLX
$11.6B
$8.94M 0.54%
58,895
+48,649
+475% +$7.69M
WM icon
6
Waste Management
WM
$95.9B
$8.76M 0.53%
76,209
+73,709
+2,948% +$8.61M
ACN icon
7
Accenture
ACN
$89.9B
$8.57M 0.52%
44,549
+19,887
+81% +$3.85M
YUM icon
8
Yum! Brands
YUM
$41B
$8.04M 0.49%
70,922
+51,800
+271% +$5.92M
UNH icon
9
UnitedHealth
UNH
$382B
$7.79M 0.47%
35,823
+20,622
+136% +$4.98M
DIS icon
10
Walt Disney
DIS
$165B
$7.17M 0.44%
54,993
+51,809
+1,627% +$7.16M
MAR icon
11
Marriott International
MAR
$98.7B
$6.98M 0.42%
56,087
+47,532
+556% +$6.31M
MET icon
12
MetLife
MET
$61B
$6.9M 0.42%
146,335
+111,625
+322% +$5.32M
META icon
13
Meta Platforms (Facebook)
META
$1.51T
$6.7M 0.41%
37,621
+32,050
+575% +$6.09M
CMCSA icon
14
Comcast
CMCSA
$79.1B
$6.6M 0.4%
146,456
+51,509
+54% +$2.28M
PFE icon
15
Pfizer
PFE
$140B
$6.45M 0.39%
189,236
+113,427
+150% +$4.12M
LOW icon
16
Lowe's Companies
LOW
$116B
$6.37M 0.39%
57,927
+27,333
+89% +$2.89M
SBAC icon
17
SBA Communications
SBAC
$18.4B
$6.22M 0.38%
25,786
+22,788
+760% +$5.64M
UNP icon
18
Union Pacific
UNP
$183B
$6.11M 0.37%
37,721
+14,188
+60% +$2.39M
HUM icon
19
Humana
HUM
$46.7B
$6.05M 0.37%
23,678
+22,483
+1,881% +$6.3M
CCI icon
20
Crown Castle
CCI
$32.7B
$5.97M 0.36%
42,921
+30,296
+240% +$4.19M
AXP icon
21
American Express
AXP
$223B
$5.75M 0.35%
48,595
+30,388
+167% +$3.73M
MS icon
22
Morgan Stanley
MS
$337B
$5.66M 0.34%
132,734
+56,323
+74% +$2.41M
MMM icon
23
3M
MMM
$89B
$5.55M 0.34%
40,375
+11,872
+42% +$1.66M
ELV icon
24
Elevance Health
ELV
$81.9B
$5.5M 0.33%
22,918
+13,434
+142% +$3.68M
COST icon
25
Costco
COST
$415B
$5.38M 0.33%
18,665
+12,692
+212% +$3.57M
1
2 3 4 5

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SCA
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IC
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WFA
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CA
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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.