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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
+1.65%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.16B
AUM Growth
+$497M
Cap. Flow
+$496M
Cap. Flow %
42.89%
Top 10 Hldgs %
6.32%
Holding
1,206
New
410
Increased
366
Reduced
219
Closed
208

Top Buys

Rank Stock Value
1
CSCO icon
Cisco
CSCO
+$12.5M
2
LLY icon
Eli Lilly
LLY
+$8.08M
3
PGR icon
Progressive
PGR
+$6.61M
4
MO icon
Altria Group
MO
+$5.83M
5
MA icon
Mastercard
MA
+$5.58M

Top Sells

Rank Stock Value
1
CME icon
CME Group
CME
+$7.02M
2
TD icon
Toronto Dominion Bank
TD
+$6.13M
3
USB icon
US Bancorp
USB
+$5.09M
4
KO icon
Coca-Cola
KO
+$3.73M
5
MDT icon
Medtronic
MDT
+$3.25M

Sector Composition

Rank Sector Weight
1 Technology 15.61%
2 Financials 15.48%
3 Industrials 12.41%
4 Consumer Discretionary 11.91%
5 Healthcare 11.71%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DECK icon
251
Deckers Outdoor
DECK
$14.1B
$1.44M 0.12%
49,146
-20,100
-29% -$523K
AKR icon
252
Acadia Realty Trust
AKR
$3.02B
$1.43M 0.12%
52,400
+27,400
+110% +$768K
JWN
253
DELISTED
Nordstrom
JWN
$1.43M 0.12%
+45,002
New +$1.69M
BAP icon
254
Credicorp
BAP
$30.5B
$1.43M 0.12%
+6,254
New +$1.43M
RHI icon
255
Robert Half
RHI
$4.11B
$1.43M 0.12%
25,124
+21,982
+700% +$1.31M
CXP
256
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$1.43M 0.12%
68,900
+59,300
+618% +$1.32M
KMX icon
257
CarMax
KMX
$8.39B
$1.42M 0.12%
+16,400
New +$1.28M
EG icon
258
Everest Group
EG
$15.6B
$1.42M 0.12%
+5,751
New +$1.38M
TSE
259
DELISTED
Trinseo
TSE
$1.42M 0.12%
33,500
+23,300
+228% +$1,000K
EXR icon
260
Extra Space Storage
EXR
$32.3B
$1.4M 0.12%
+13,172
New +$1.38M
RYN icon
261
Rayonier
RYN
$6.67B
$1.38M 0.12%
50,179
+32,055
+177% +$896K
BKH icon
262
Black Hills Corp
BKH
$5.55B
$1.36M 0.12%
17,460
+11,947
+217% +$900K
JBGS
263
JBG SMITH
JBGS
$846M
$1.36M 0.12%
34,700
+24,000
+224% +$987K
CNK icon
264
Cinemark Holdings
CNK
$4.07B
$1.36M 0.12%
+37,699
New +$1.49M
COUP
265
DELISTED
Coupa Software Incorporated
COUP
$1.35M 0.12%
+10,700
New +$1.15M
LW icon
266
Lamb Weston
LW
$7.42B
$1.34M 0.12%
21,200
-1,200
-5% -$79.2K
HPE icon
267
Hewlett Packard
HPE
$58.8B
$1.34M 0.12%
89,600
+65,900
+278% +$999K
HR icon
268
Healthcare Realty
HR
$7.56B
$1.34M 0.12%
48,832
+12,460
+34% +$351K
EDIT icon
269
Editas Medicine
EDIT
$399M
$1.34M 0.12%
54,100
+35,100
+185% +$838K
CNI icon
270
Canadian National Railway
CNI
$78.5B
$1.33M 0.11%
+14,358
New +$1.32M
DOV icon
271
Dover
DOV
$26.7B
$1.32M 0.11%
13,200
+3,699
+39% +$355K
PRU icon
272
Prudential Financial
PRU
$42.6B
$1.32M 0.11%
13,103
+9,302
+245% +$927K
C icon
273
Citigroup
C
$213B
$1.32M 0.11%
+18,809
New +$1.26M
PRGS icon
274
Progress Software
PRGS
$1.75B
$1.31M 0.11%
30,076
+3,190
+12% +$138K
MKL icon
275
Markel Group
MKL
$25.2B
$1.31M 0.11%
+1,200
New +$1.26M
9 10
11
12 13

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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 Q2 2019 Portfolio in Review

As of Q2 2019, AlphaCrest Capital Management held 1,206 positions worth $1.16B, up 75% from $659M the previous quarter. Its ten largest holdings account for 6.3% of the portfolio.

AlphaCrest Capital Management deployed $496M of net new capital in Q2 2019, opening 410 new positions and adding to 366 existing holdings. Its largest new stake was Progressive: 85,511 shares worth $6.83M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 14% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was CME Group, an estimated $7.02M trimmed.

  • AlphaCrest Capital Management's largest Q2 2019 buy was Progressive: 85,511 shares worth $6.83M.
  • AlphaCrest Capital Management added most to Cisco in Q2 2019, an estimated $12.5M increase.
  • AlphaCrest Capital Management's biggest Q2 2019 reduction was CME Group, cutting an estimated $7.02M.
  • AlphaCrest Capital Management fully exited Toronto Dominion Bank in Q2 2019, selling an estimated $6.13M.
  • AlphaCrest Capital Management's ten largest holdings make up 6.3% of its $1.16B portfolio in Q2 2019.
  • AlphaCrest Capital Management opened 410 new positions and closed 208 in Q2 2019.
  • AlphaCrest Capital Management's portfolio value rose 75% quarter-over-quarter to $1.16B.

Based on AlphaCrest Capital Management's 13F filing for Q2 2019, filed 12 Aug 2019.