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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
BBWI icon
451
Bath & Body Works
BBWI
$3.97B
$896K 0.08%
+42,444
New +$839K
DHI icon
452
D.R. Horton
DHI
$41.2B
$896K 0.08%
20,783
+5,964
+40% +$264K
HQY icon
453
HealthEquity
HQY
$8.71B
$896K 0.08%
13,700
+9,700
+243% +$675K
FBC
454
DELISTED
Flagstar Bancorp, Inc. New
FBC
$895K 0.08%
+27,000
New +$899K
DHR icon
455
Danaher
DHR
$138B
$893K 0.08%
+7,049
New +$835K
HWC icon
456
Hancock Whitney
HWC
$6.19B
$892K 0.08%
+22,273
New +$917K
APOG icon
457
Apogee Enterprises
APOG
$833M
$889K 0.08%
+20,473
New +$801K
CHTR icon
458
Charter Communications
CHTR
$17.3B
$885K 0.08%
2,240
-4,022
-64% -$1.51M
SIX
459
DELISTED
Six Flags Entertainment Corp.
SIX
$884K 0.08%
17,797
-3,523
-17% -$182K
ADP icon
460
Automatic Data Processing
ADP
$109B
$883K 0.08%
+5,342
New +$868K
KIM icon
461
Kimco Realty
KIM
$17.5B
$881K 0.08%
+47,700
New +$863K
MANH icon
462
Manhattan Associates
MANH
$11.9B
$881K 0.08%
12,709
-823
-6% -$53K
AMP icon
463
Ameriprise Financial
AMP
$47.8B
$877K 0.08%
6,040
+3,537
+141% +$511K
SHOO icon
464
Steven Madden
SHOO
$3.17B
$875K 0.08%
25,779
+6,872
+36% +$226K
AGIO icon
465
Agios Pharmaceuticals
AGIO
$2.08B
$873K 0.08%
+17,510
New +$936K
TNL icon
466
Travel + Leisure Co
TNL
$4.76B
$872K 0.08%
19,868
-4,619
-19% -$197K
BCO icon
467
Brink's
BCO
$5.01B
$867K 0.08%
10,683
+6,523
+157% +$519K
MNTA
468
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$867K 0.08%
+69,600
New +$924K
NUS icon
469
Nu Skin
NUS
$257M
$864K 0.07%
+17,519
New +$891K
NTRS icon
470
Northern Trust
NTRS
$21.8B
$859K 0.07%
9,545
+484
+5% +$44.6K
BJRI icon
471
BJ's Restaurants
BJRI
$1.47B
$856K 0.07%
19,486
+6,644
+52% +$304K
IMO icon
472
Imperial Oil
IMO
$62.3B
$855K 0.07%
30,915
+21,115
+215% +$592K
HSY icon
473
Hershey
HSY
$37.3B
$852K 0.07%
6,359
+2,160
+51% +$274K
NLSN
474
DELISTED
Nielsen Holdings plc
NLSN
$852K 0.07%
37,700
+15,100
+67% +$365K
PTC icon
475
PTC
PTC
$15.3B
$849K 0.07%
9,454
+5,828
+161% +$522K
17 18
19
20 21

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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.