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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
TSLA icon
376
Tesla
TSLA
$1.23T
$1.43M 0.09%
+88,830
New +$1.39M
WK icon
377
Workiva
WK
$3.36B
$1.42M 0.09%
+32,400
New +$1.71M
CHRW icon
378
C.H. Robinson
CHRW
$17.4B
$1.42M 0.09%
16,734
-2,907
-15% -$244K
ABMD
379
DELISTED
Abiomed Inc
ABMD
$1.42M 0.09%
7,975
+4,019
+102% +$869K
HLT icon
380
Hilton Worldwide
HLT
$72.1B
$1.42M 0.09%
+15,192
New +$1.44M
DLTR icon
381
Dollar Tree
DLTR
$24.4B
$1.41M 0.09%
12,347
+8,772
+245% +$918K
GIB icon
382
CGI
GIB
$15.1B
$1.41M 0.09%
17,749
+10,438
+143% +$814K
DNKN
383
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.41M 0.09%
17,701
+12,901
+269% +$1.05M
CSTM icon
384
Constellium
CSTM
$3.76B
$1.4M 0.09%
110,400
+68,800
+165% +$810K
AIZ icon
385
Assurant
AIZ
$13.8B
$1.4M 0.09%
11,130
+2,661
+31% +$316K
NVT icon
386
nVent Electric
NVT
$24.9B
$1.4M 0.09%
+63,500
New +$1.43M
TRMB icon
387
Trimble
TRMB
$13.2B
$1.4M 0.09%
36,032
+23,803
+195% +$957K
SWK icon
388
Stanley Black & Decker
SWK
$14.3B
$1.39M 0.08%
9,652
-2,896
-23% -$409K
SCS
389
DELISTED
Steelcase
SCS
$1.39M 0.08%
75,700
+55,100
+267% +$917K
NOV icon
390
NOV
NOV
$6.93B
$1.39M 0.08%
65,506
+23,945
+58% +$511K
DHI icon
391
D.R. Horton
DHI
$40B
$1.39M 0.08%
26,325
+5,542
+27% +$264K
LRCX icon
392
Lam Research
LRCX
$367B
$1.39M 0.08%
60,030
-55,180
-48% -$1.16M
MRSH
393
Marsh
MRSH
$90.5B
$1.39M 0.08%
13,861
-4,073
-23% -$407K
AVB icon
394
AvalonBay Communities
AVB
$26.5B
$1.38M 0.08%
6,400
+3,488
+120% +$729K
SIX
395
DELISTED
Six Flags Entertainment Corp.
SIX
$1.38M 0.08%
27,112
+9,315
+52% +$506K
DLB icon
396
Dolby
DLB
$5.56B
$1.37M 0.08%
21,169
+4,292
+25% +$270K
WYNN icon
397
Wynn Resorts
WYNN
$10.3B
$1.36M 0.08%
12,505
+10,778
+624% +$1.28M
BJRI icon
398
BJ's Restaurants
BJRI
$1.42B
$1.36M 0.08%
34,978
+15,492
+80% +$597K
KEY icon
399
KeyCorp
KEY
$24.2B
$1.36M 0.08%
+76,149
New +$1.32M
RGLD icon
400
Royal Gold
RGLD
$16.8B
$1.35M 0.08%
10,998
+8,447
+331% +$1.03M
14 15
16
17 18

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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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.