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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
GRA
376
DELISTED
W.R. Grace & Co.
GRA
$1.04M 0.09%
13,685
+7,944
+138% +$595K
DINO icon
377
HF Sinclair
DINO
$16.2B
$1.04M 0.09%
22,500
-1,713
-7% -$76.5K
DLR icon
378
Digital Realty Trust
DLR
$69.6B
$1.04M 0.09%
+8,832
New +$1.05M
MCHP icon
379
Microchip Technology
MCHP
$38.8B
$1.04M 0.09%
23,938
+13,454
+128% +$598K
STWD icon
380
Starwood Property Trust
STWD
$6.12B
$1.04M 0.09%
45,670
+24,224
+113% +$550K
LAD icon
381
Lithia Motors
LAD
$9.75B
$1.04M 0.09%
8,730
+2,899
+50% +$321K
MAN icon
382
ManpowerGroup
MAN
$2.6B
$1.03M 0.09%
10,708
-993
-8% -$90.5K
HRL icon
383
Hormel Foods
HRL
$14.2B
$1.03M 0.09%
25,477
+7,180
+39% +$291K
SMPL icon
384
Simply Good Foods
SMPL
$907M
$1.03M 0.09%
+42,770
New +$970K
ABMD
385
DELISTED
Abiomed Inc
ABMD
$1.03M 0.09%
3,956
-1,519
-28% -$403K
BNS icon
386
Scotiabank
BNS
$105B
$1.02M 0.09%
18,781
-32,796
-64% -$1.75M
PM icon
387
Philip Morris
PM
$309B
$1.02M 0.09%
13,002
-6,698
-34% -$553K
RSG icon
388
Republic Services
RSG
$67.4B
$1.02M 0.09%
11,746
+7,687
+189% +$640K
KEYS icon
389
Keysight
KEYS
$50.7B
$1.01M 0.09%
11,300
-800
-7% -$67.9K
PCRX icon
390
Pacira BioSciences
PCRX
$1.04B
$1.01M 0.09%
23,342
+6,002
+35% +$255K
SJR
391
DELISTED
Shaw Communications Inc.
SJR
$1.01M 0.09%
49,759
+13,659
+38% +$278K
ESI icon
392
Element Solutions
ESI
$8.48B
$1.01M 0.09%
98,000
-36,900
-27% -$388K
VMC icon
393
Vulcan Materials
VMC
$36.8B
$1.01M 0.09%
7,363
+5,463
+288% +$697K
DRE
394
DELISTED
Duke Realty Corp.
DRE
$1.01M 0.09%
31,994
+17,860
+126% +$552K
FG
395
DELISTED
FGL Holdings Ordinary Shares
FG
$1.01M 0.09%
+120,100
New +$1.01M
MUR icon
396
Murphy Oil
MUR
$5.55B
$1M 0.09%
+40,762
New +$1.08M
CLH icon
397
Clean Harbors
CLH
$17.2B
$1M 0.09%
14,102
-4,400
-24% -$306K
SNDR icon
398
Schneider National
SNDR
$6.17B
$1M 0.09%
54,800
+28,100
+105% +$545K
AEM icon
399
Agnico Eagle Mines
AEM
$72.2B
$997K 0.09%
19,450
+12,969
+200% +$566K
PSA icon
400
Public Storage
PSA
$61.5B
$991K 0.09%
+4,160
New +$954K
14 15
16
17 18

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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.