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 | |
|---|---|---|---|---|---|---|
901
Qualcomm
QCOM
$155B
| $506K | 0.03% |
6,628
-32,478
| -83% | -$2.44M |
|
902
Twilio
TWLO
$30B
| $506K | 0.03% |
+4,600
| New | +$596K |
|
903
Usana Health Sciences
USNA
$408M
| $506K | 0.03% |
+7,400
| New | +$497K |
|
904
Whirlpool
WHR
$2.43B
| $506K | 0.03% |
+3,196
| New | +$459K |
|
905
Xencor
XNCR
$1.5B
| $506K | 0.03% |
+15,000
| New | +$599K |
|
|
SUM
906
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $505K | 0.03% |
+23,138
| New | +$457K |
|
907
Itron
ITRI
$4.36B
| $503K | 0.03% |
6,800
-19,000
| -74% | -$1.28M |
|
908
LXP Industrial Trust
LXP
$3.57B
| $503K | 0.03% |
9,820
+2,420
| +33% | +$121K |
|
|
HR
909
DELISTED
Healthcare Realty Trust Incorporated
HR
| $503K | 0.03% |
+15,011
| New | +$492K |
|
|
DOCU
910
DocuSign
DOCU
$10.5B
| $502K | 0.03% |
+8,100
| New | +$424K |
|
911
Korn Ferry
KFY
$4.18B
| $502K | 0.03% |
13,000
-18,700
| -59% | -$723K |
|
912
Azenta
AZTA
$1.3B
| $500K | 0.03% |
13,500
+6,300
| +88% | +$228K |
|
913
Bio-Rad Laboratories Class A
BIO
$8.71B
| $499K | 0.03% |
1,500
-610
| -29% | -$199K |
|
|
KAMN
914
DELISTED
Kaman Corp
KAMN
| $499K | 0.03% |
+8,400
| New | +$504K |
|
|
MSGN
915
DELISTED
MSG Networks Inc.
MSGN
| $497K | 0.03% |
+30,618
| New | +$548K |
|
916
Bank OZK
OZK
$5.6B
| $496K | 0.03% |
18,203
-3,997
| -18% | -$111K |
|
|
CARB
917
DELISTED
Carbonite Inc
CARB
| $494K | 0.03% |
31,900
-2,800
| -8% | -$49.9K |
|
918
Brookdale Senior Living
BKD
$3.49B
| $493K | 0.03% |
+65,100
| New | +$515K |
|
919
Encore Capital Group
ECPG
$2.02B
| $493K | 0.03% |
+14,800
| New | +$520K |
|
920
Steel Dynamics
STLD
$36B
| $493K | 0.03% |
+16,539
| New | +$488K |
|
|
AAMI
921
Acadian Asset Management
AAMI
$3.08B
| $492K | 0.03% |
49,600
-9,300
| -16% | -$94.5K |
|
922
Bunge Global
BG
$20.4B
| $490K | 0.03% |
8,660
-733
| -8% | -$40.9K |
|
|
MIC
923
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $489K | 0.03% |
12,400
-27,294
| -69% | -$1.08M |
|
924
Rambus
RMBS
$9.87B
| $488K | 0.03% |
+37,200
| New | +$466K |
|
925
CoStar Group
CSGP
$11.7B
| $485K | 0.03% |
+8,170
| New | +$489K |
|
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.