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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
FHB icon
301
First Hawaiian
FHB
$3.41B
$1.24M 0.11%
48,000
+31,500
+191% +$833K
BRC icon
302
Brady Corp
BRC
$4.46B
$1.24M 0.11%
25,100
+11,000
+78% +$527K
MKC icon
303
McCormick & Company Non-Voting
MKC
$14B
$1.24M 0.11%
+15,948
New +$1.23M
WPM icon
304
Wheaton Precious Metals
WPM
$49.7B
$1.24M 0.11%
+51,075
New +$1.13M
HEI icon
305
HEICO Corp
HEI
$49.6B
$1.23M 0.11%
9,200
+2,600
+39% +$289K
CNO icon
306
CNO Financial Group
CNO
$4.94B
$1.23M 0.11%
+73,692
New +$1.22M
WFC icon
307
Wells Fargo
WFC
$254B
$1.22M 0.11%
25,754
+10,370
+67% +$485K
EXP icon
308
Eagle Materials
EXP
$6.49B
$1.22M 0.11%
+13,102
New +$1.16M
MRVL icon
309
Marvell Technology
MRVL
$147B
$1.22M 0.11%
+50,919
New +$1.19M
PB icon
310
Prosperity Bancshares
PB
$8.9B
$1.21M 0.1%
+18,359
New +$1.27M
MCD icon
311
McDonald's
MCD
$193B
$1.21M 0.1%
5,835
-524
-8% -$104K
KMB icon
312
Kimberly-Clark
KMB
$37.6B
$1.21M 0.1%
9,077
+6,526
+256% +$842K
PRO
313
DELISTED
PROS Holdings
PRO
$1.21M 0.1%
+19,100
New +$1.01M
KDP icon
314
Keurig Dr Pepper
KDP
$42.8B
$1.2M 0.1%
41,650
+25,487
+158% +$726K
CORE
315
DELISTED
Core Mark Holding Co., Inc.
CORE
$1.2M 0.1%
30,300
+7,400
+32% +$278K
FCPT icon
316
Four Corners Property Trust
FCPT
$2.89B
$1.2M 0.1%
+43,900
New +$1.26M
MAR icon
317
Marriott International
MAR
$100B
$1.2M 0.1%
+8,555
New +$1.14M
AVNT icon
318
Avient
AVNT
$3.29B
$1.2M 0.1%
38,200
+16,500
+76% +$462K
LNG icon
319
Cheniere Energy
LNG
$54.2B
$1.2M 0.1%
17,498
+2,198
+14% +$145K
EOG icon
320
EOG Resources
EOG
$77.7B
$1.2M 0.1%
+12,831
New +$1.19M
AWI icon
321
Armstrong World Industries
AWI
$7.37B
$1.19M 0.1%
+12,278
New +$1.1M
EVR icon
322
Evercore
EVR
$11.8B
$1.19M 0.1%
+13,427
New +$1.2M
DAL icon
323
Delta Air Lines
DAL
$56.7B
$1.18M 0.1%
+20,827
New +$1.17M
VRSN icon
324
VeriSign
VRSN
$26.3B
$1.18M 0.1%
5,639
-393
-7% -$77.2K
FNF icon
325
Fidelity National Financial
FNF
$14.4B
$1.18M 0.1%
+30,386
New +$1.15M
11 12
13
14 15

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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.