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
(+42%)
Cap. Flow
+$504M
Cap. Flow
% of AUM
30.66%
Top 10 Holdings %
Top 10 Hldgs %
5.63%
Holding
1,396
New
398
Increased
493
Reduced
344
Closed
158
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cognizant
CTSH
|
+$9.8M |
| 2 |
Starbucks
SBUX
|
+$9.67M |
| 3 |
Waste Management
WM
|
+$8.61M |
| 4 |
Coca-Cola
KO
|
+$8.59M |
| 5 |
Clorox
CLX
|
+$7.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$7.63M |
| 2 |
Eli Lilly
LLY
|
+$6.16M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$5.84M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
AMWD
601
DELISTED
American Woodmark
AMWD
| $942K | 0.06% |
+10,600
| New | +$876K |
|
602
Verisk Analytics
VRSK
$25.4B
| $942K | 0.06% |
5,958
-10,987
| -65% | -$1.7M |
|
603
Sensient Technologies
SXT
$5.26B
| $941K | 0.06% |
+13,700
| New | +$933K |
|
604
TransUnion
TRU
$15.1B
| $941K | 0.06% |
+11,600
| New | +$933K |
|
605
Valmont Industries
VMI
$9.3B
| $941K | 0.06% |
+6,800
| New | +$913K |
|
|
MRO
606
DELISTED
Marathon Oil Corporation
MRO
| $941K | 0.06% |
76,724
+64,434
| +524% | +$833K |
|
607
Encompass Health
EHC
$11B
| $940K | 0.06% |
18,664
-21,012
| -53% | -$1.06M |
|
|
ATH
608
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $938K | 0.06% |
22,300
-21,500
| -49% | -$882K |
|
609
Trex
TREX
$4.51B
| $937K | 0.06% |
+20,600
| New | +$831K |
|
610
Edgewell Personal Care
EPC
$1.25B
| $936K | 0.06% |
28,816
-7,204
| -20% | -$215K |
|
|
PCH
611
DELISTED
PotlatchDeltic
PCH
| $933K | 0.06% |
+22,705
| New | +$881K |
|
612
First Interstate BancSystem
FIBK
$3.69B
| $930K | 0.06% |
23,100
-3,300
| -13% | -$130K |
|
|
CIT
613
DELISTED
CIT Group Inc.
CIT
| $927K | 0.06% |
20,465
-235
| -1% | -$11K |
|
614
Capital One
COF
$128B
| $925K | 0.06% |
10,164
-22,785
| -69% | -$2.05M |
|
615
Edwards Lifesciences
EW
$49.6B
| $924K | 0.06% |
12,600
-22,758
| -64% | -$1.6M |
|
|
CORE
616
DELISTED
Core Mark Holding Co., Inc.
CORE
| $922K | 0.06% |
28,700
-1,600
| -5% | -$55.7K |
|
617
Cummins
CMI
$87.5B
| $920K | 0.06% |
5,653
-7,080
| -56% | -$1.13M |
|
618
Lincoln National
LNC
$8.73B
| $918K | 0.06% |
15,214
+2,515
| +20% | +$150K |
|
|
LTC
619
LTC Properties
LTC
$2.06B
| $917K | 0.06% |
17,900
+11,900
| +198% | +$574K |
|
620
Graphic Packaging
GPK
$3.17B
| $915K | 0.06% |
+62,029
| New | +$871K |
|
621
Dave & Buster's
PLAY
$377M
| $915K | 0.06% |
23,500
+3,300
| +16% | +$133K |
|
622
DTE Energy
DTE
$29.5B
| $913K | 0.06% |
8,072
-1,662
| -17% | -$184K |
|
623
RLI Corp
RLI
$5.62B
| $911K | 0.06% |
+19,600
| New | +$887K |
|
624
World Kinect Corp
WKC
$2.04B
| $911K | 0.06% |
22,800
+10,400
| +84% | +$396K |
|
625
Liberty Global Class A
LBTYA
$3.62B
| $910K | 0.06% |
36,785
+16,629
| +83% | +$444K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.