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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
NCLH icon
26
Norwegian Cruise Line
NCLH
$8.89B
$4.21M 0.36%
78,431
+67,831
+640% +$3.77M
SU icon
27
Suncor Energy
SU
$77.7B
$4.19M 0.36%
134,538
-20,800
-13% -$666K
O icon
28
Realty Income
O
$61.2B
$4.17M 0.36%
62,381
+56,040
+884% +$3.83M
MMM icon
29
3M
MMM
$89B
$4.13M 0.36%
28,503
+19,990
+235% +$3.08M
LM
30
DELISTED
Legg Mason, Inc.
LM
$4.13M 0.36%
+107,883
New +$3.73M
AIV
31
Aimco
AIV
$380M
$4.08M 0.35%
611,009
+421,777
+223% +$2.82M
CMCSA icon
32
Comcast
CMCSA
$79.1B
$4.01M 0.35%
+94,947
New +$4.01M
LULU icon
33
lululemon athletica
LULU
$13B
$4M 0.35%
22,215
+13,484
+154% +$2.34M
UNP icon
34
Union Pacific
UNP
$183B
$3.98M 0.34%
23,533
-5,777
-20% -$990K
TGT icon
35
Target
TGT
$62.1B
$3.98M 0.34%
45,905
+38,905
+556% +$3.14M
DUK icon
36
Duke Energy
DUK
$102B
$3.95M 0.34%
44,786
-36,448
-45% -$3.22M
UAL icon
37
United Airlines
UAL
$38.4B
$3.94M 0.34%
+44,960
New +$3.8M
TJX icon
38
TJX Companies
TJX
$170B
$3.93M 0.34%
74,368
+41,445
+126% +$2.2M
GILD icon
39
Gilead Sciences
GILD
$161B
$3.91M 0.34%
57,923
+17,826
+44% +$1.17M
SPG icon
40
Simon Property Group
SPG
$74.5B
$3.76M 0.33%
23,529
+13,641
+138% +$2.35M
UNH icon
41
UnitedHealth
UNH
$382B
$3.71M 0.32%
15,201
+5,584
+58% +$1.34M
RCL icon
42
Royal Caribbean
RCL
$78.7B
$3.69M 0.32%
30,444
+21,459
+239% +$2.61M
ZBH icon
43
Zimmer Biomet
ZBH
$17.7B
$3.53M 0.31%
+30,886
New +$3.62M
MRK icon
44
Merck
MRK
$324B
$3.5M 0.3%
43,700
+34,351
+367% +$2.63M
CHD icon
45
Church & Dwight Co
CHD
$23.1B
$3.49M 0.3%
+47,776
New +$3.55M
ABBV icon
46
AbbVie
ABBV
$458B
$3.41M 0.3%
46,927
+33,779
+257% +$2.66M
RY icon
47
Royal Bank of Canada
RY
$291B
$3.39M 0.29%
42,733
+2,043
+5% +$160K
ADSK icon
48
Autodesk
ADSK
$44.3B
$3.39M 0.29%
20,807
+19,307
+1,287% +$3.25M
HCC icon
49
Warrior Met Coal
HCC
$4.23B
$3.38M 0.29%
+129,500
New +$3.69M
MS icon
50
Morgan Stanley
MS
$337B
$3.35M 0.29%
76,411
+58,328
+323% +$2.6M
1
2
3 4 5

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SCA
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WFA
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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.