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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
BERY
326
DELISTED
Berry Global Group, Inc.
BERY
$1.17M 0.1%
24,117
+18,117
+302% +$873K
ITT icon
327
ITT
ITT
$17.1B
$1.16M 0.1%
+17,723
New +$1.08M
SHW icon
328
Sherwin-Williams
SHW
$84.8B
$1.16M 0.1%
7,587
+2,952
+64% +$441K
EPAM icon
329
EPAM Systems
EPAM
$5.58B
$1.16M 0.1%
6,689
+5,487
+456% +$945K
WAL icon
330
Western Alliance Bancorporation
WAL
$8.81B
$1.16M 0.1%
25,879
+5,653
+28% +$252K
SHO icon
331
Sunstone Hotel Investors
SHO
$2.19B
$1.16M 0.1%
84,345
+38,828
+85% +$549K
INGR icon
332
Ingredion
INGR
$6.42B
$1.15M 0.1%
13,926
+7,996
+135% +$688K
VAC icon
333
Marriott Vacations Worldwide
VAC
$3.53B
$1.14M 0.1%
+11,850
New +$1.17M
HELE icon
334
Helen of Troy
HELE
$656M
$1.14M 0.1%
+8,712
New +$1.14M
EQC
335
DELISTED
Equity Commonwealth
EQC
$1.13M 0.1%
34,879
+1,074
+3% +$34.9K
XLNX
336
DELISTED
Xilinx Inc
XLNX
$1.13M 0.1%
+9,617
New +$1.12M
LSXMA
337
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$1.13M 0.1%
41,329
+1,799
+5% +$49.8K
NUVA
338
DELISTED
NuVasive, Inc.
NUVA
$1.13M 0.1%
+19,261
New +$1.14M
TECH icon
339
Bio-Techne
TECH
$11.2B
$1.13M 0.1%
+21,620
New +$1.09M
PHM icon
340
Pultegroup
PHM
$25.2B
$1.13M 0.1%
+35,602
New +$1.11M
HAS icon
341
Hasbro
HAS
$13.5B
$1.12M 0.1%
10,630
+6,344
+148% +$625K
WIX icon
342
WIX.com
WIX
$2.56B
$1.12M 0.1%
+7,900
New +$1.07M
NBIX icon
343
Neurocrine Biosciences
NBIX
$18.2B
$1.12M 0.1%
13,240
+8,086
+157% +$664K
FOSL icon
344
Fossil Group
FOSL
$260M
$1.12M 0.1%
+97,120
New +$1.19M
MU icon
345
Micron Technology
MU
$835B
$1.11M 0.1%
+28,845
New +$1.1M
CBRE icon
346
CBRE Group
CBRE
$43.3B
$1.1M 0.1%
21,527
-13,156
-38% -$654K
WBS icon
347
Webster Financial
WBS
$12.3B
$1.1M 0.1%
23,046
+14,338
+165% +$714K
AGR
348
DELISTED
Avangrid, Inc.
AGR
$1.1M 0.1%
+21,800
New +$1.11M
CM icon
349
Canadian Imperial Bank of Commerce
CM
$106B
$1.1M 0.1%
27,982
-12,530
-31% -$505K
TDC icon
350
Teradata
TDC
$2.88B
$1.1M 0.1%
30,628
+22,248
+265% +$867K
12 13
14
15 16

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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.