We are live on ! Find out more
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
TRMK icon
576
Trustmark
TRMK
$2.73B
$672K 0.06%
+20,200
New +$683K
AAMI
577
Acadian Asset Management
AAMI
$2.88B
$672K 0.06%
58,900
-500
-0.8% -$6.33K
JAG
578
DELISTED
Jagged Peak Energy Inc.
JAG
$672K 0.06%
81,200
+61,300
+308% +$595K
UE icon
579
Urban Edge Properties
UE
$2.9B
$671K 0.06%
38,700
+9,200
+31% +$168K
IRDM icon
580
Iridium Communications
IRDM
$4.7B
$670K 0.06%
+28,800
New +$717K
CPT icon
581
Camden Property Trust
CPT
$11.5B
$668K 0.06%
6,402
+1,121
+21% +$115K
EMN icon
582
Eastman Chemical
EMN
$7.69B
$668K 0.06%
8,583
-8,664
-50% -$658K
OZK icon
583
Bank OZK
OZK
$5.63B
$668K 0.06%
+22,200
New +$688K
CAL icon
584
Caleres
CAL
$432M
$667K 0.06%
+33,500
New +$775K
PENN icon
585
PENN Entertainment
PENN
$2.84B
$664K 0.06%
34,472
-31,476
-48% -$639K
BALL icon
586
Ball Corp
BALL
$17.5B
$661K 0.06%
9,441
+2,980
+46% +$185K
BIO icon
587
Bio-Rad Laboratories Class A
BIO
$8.76B
$660K 0.06%
+2,110
New +$632K
MDLZ icon
588
Mondelez International
MDLZ
$82.9B
$659K 0.06%
+12,224
New +$635K
WCC
589
WESCO International
WCC
$15.1B
$657K 0.06%
12,972
-8,572
-40% -$448K
HCA icon
590
HCA Healthcare
HCA
$88.4B
$652K 0.06%
4,822
-7,432
-61% -$940K
BECN
591
DELISTED
Beacon Roofing Supply, Inc.
BECN
$652K 0.06%
+17,744
New +$643K
AMN icon
592
AMN Healthcare
AMN
$1.35B
$649K 0.06%
11,971
+6,400
+115% +$325K
DY icon
593
Dycom Industries
DY
$11.2B
$648K 0.06%
+11,003
New +$563K
GGG icon
594
Graco
GGG
$13.2B
$648K 0.06%
12,922
-2,184
-14% -$110K
HOG icon
595
Harley-Davidson
HOG
$2.61B
$647K 0.06%
+18,054
New +$656K
NMIH icon
596
NMI Holdings
NMIH
$3.37B
$647K 0.06%
+22,800
New +$635K
SPSC icon
597
SPS Commerce
SPSC
$2.55B
$644K 0.06%
12,600
+3,800
+43% +$198K
SRC
598
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$644K 0.06%
+15,100
New +$637K
FOE
599
DELISTED
Ferro Corporation
FOE
$641K 0.06%
40,600
+29,400
+263% +$472K
DISCK
600
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$638K 0.06%
22,432
-11,176
-33% -$303K
22 23
24
25 26

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.