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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
UNVR
501
DELISTED
Univar Solutions Inc.
UNVR
$801K 0.07%
36,325
+18,050
+99% +$394K
SEIC icon
502
SEI Investments
SEIC
$12.3B
$800K 0.07%
14,252
+9,397
+194% +$507K
DLX icon
503
Deluxe
DLX
$1.25B
$797K 0.07%
19,600
-2,500
-11% -$106K
HASI icon
504
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$797K 0.07%
+28,300
New +$751K
URBN icon
505
Urban Outfitters
URBN
$6.46B
$797K 0.07%
35,022
+26,866
+329% +$728K
ZION icon
506
Zions Bancorporation
ZION
$10.1B
$794K 0.07%
17,259
+1,659
+11% +$76.7K
QGEN icon
507
Qiagen
QGEN
$8.62B
$791K 0.07%
18,404
+11,998
+187% +$497K
EFOR
508
Everforth Inc
EFOR
$960M
$789K 0.07%
+13,017
New +$782K
ON icon
509
ON Semiconductor
ON
$30.7B
$789K 0.07%
39,035
+3,291
+9% +$68K
SYK icon
510
Stryker
SYK
$135B
$787K 0.07%
3,827
-781
-17% -$149K
HEI.A icon
511
HEICO Corp Class A
HEI.A
$36B
$786K 0.07%
+7,600
New +$700K
SSD icon
512
Simpson Manufacturing
SSD
$7.79B
$784K 0.07%
+11,800
New +$754K
DNOW icon
513
DNOW Inc
DNOW
$2.44B
$782K 0.07%
53,000
+35,400
+201% +$506K
FWONK icon
514
Liberty Media Series C
FWONK
$25.5B
$782K 0.07%
+21,617
New +$784K
GTLS
515
DELISTED
Chart Industries
GTLS
$774K 0.07%
10,063
+5,400
+116% +$443K
WPC icon
516
W.P. Carey
WPC
$17B
$774K 0.07%
+9,731
New +$771K
CVE icon
517
Cenovus Energy
CVE
$54.2B
$770K 0.07%
87,300
+50,400
+137% +$454K
NSA
518
DELISTED
National Storage Affiliates Trust
NSA
$770K 0.07%
+26,600
New +$779K
FNV icon
519
Franco-Nevada
FNV
$41.3B
$768K 0.07%
9,050
-3,547
-28% -$268K
JBL icon
520
Jabil
JBL
$30.1B
$763K 0.07%
+24,159
New +$694K
NSIT icon
521
Insight Enterprises
NSIT
$3.85B
$762K 0.07%
13,100
+7,200
+122% +$401K
HAL icon
522
Halliburton
HAL
$26.1B
$760K 0.07%
33,413
+15,309
+85% +$397K
TSN icon
523
Tyson Foods
TSN
$21.5B
$760K 0.07%
+9,416
New +$725K
RPM icon
524
RPM International
RPM
$13.8B
$758K 0.07%
12,406
-9,143
-42% -$540K
CFG icon
525
Citizens Financial Group
CFG
$30.1B
$757K 0.07%
21,413
-287
-1% -$10K
19 20
21
22 23

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SCA
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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.