We are live on ! Find out more
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
WMB icon
26
Williams Companies
WMB
$86.6B
$5.34M 0.32%
221,954
+71,402
+47% +$1.8M
AMTD
27
DELISTED
TD Ameritrade Holding Corp
AMTD
$5.3M 0.32%
113,597
+22,794
+25% +$1.09M
XLNX
28
DELISTED
Xilinx Inc
XLNX
$5.25M 0.32%
54,740
+45,123
+469% +$4.94M
MSFT icon
29
Microsoft
MSFT
$2.89T
$5.19M 0.32%
37,354
-858
-2% -$118K
MA icon
30
Mastercard
MA
$487B
$5.18M 0.31%
19,058
-10,471
-35% -$2.89M
VNO icon
31
Vornado Realty Trust
VNO
$7.43B
$4.98M 0.3%
78,255
+33,976
+77% +$2.14M
QGEN icon
32
Qiagen
QGEN
$8.47B
$4.87M 0.3%
139,421
+121,017
+658% +$4.66M
MCD icon
33
McDonald's
MCD
$192B
$4.87M 0.3%
22,657
+16,822
+288% +$3.61M
HDS
34
DELISTED
HD Supply Holdings, Inc.
HDS
$4.78M 0.29%
121,927
+77,287
+173% +$3.03M
CSCO icon
35
Cisco
CSCO
$452B
$4.74M 0.29%
95,941
-146,804
-60% -$7.63M
TSCO icon
36
Tractor Supply
TSCO
$16.7B
$4.7M 0.29%
+259,960
New +$5.38M
DFS
37
DELISTED
Discover Financial Services
DFS
$4.69M 0.29%
57,851
+18,555
+47% +$1.53M
HD icon
38
Home Depot
HD
$335B
$4.61M 0.28%
19,875
+15,492
+353% +$3.39M
TGT icon
39
Target
TGT
$63.7B
$4.58M 0.28%
42,883
-3,022
-7% -$287K
UAL icon
40
United Airlines
UAL
$39.1B
$4.56M 0.28%
51,572
+6,612
+15% +$584K
RSG icon
41
Republic Services
RSG
$66.7B
$4.49M 0.27%
51,866
+40,120
+342% +$3.53M
EXPE icon
42
Expedia Group
EXPE
$33.4B
$4.41M 0.27%
+32,777
New +$4.33M
MCO icon
43
Moody's
MCO
$84.2B
$4.3M 0.26%
20,977
+16,091
+329% +$3.37M
PSA icon
44
Public Storage
PSA
$60.5B
$4.29M 0.26%
17,508
+13,348
+321% +$3.35M
INTU icon
45
Intuit
INTU
$83.1B
$4.26M 0.26%
16,009
-867
-5% -$238K
AMT icon
46
American Tower
AMT
$77.7B
$4.25M 0.26%
19,202
+3,559
+23% +$777K
FITB
47
Fifth Third Bancorp
FITB
$51.7B
$4.22M 0.26%
154,053
+67,020
+77% +$1.84M
TRI icon
48
Thomson Reuters
TRI
$42.7B
$4.2M 0.26%
59,598
+50,376
+546% +$3.58M
EXC icon
49
Exelon
EXC
$48.2B
$4.2M 0.26%
121,821
-39,405
-24% -$1.32M
AFL icon
50
Aflac
AFL
$64.4B
$4.19M 0.25%
80,044
+46,963
+142% +$2.48M
1
2
3 4 5

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.