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
(+75%)
Cap. Flow
+$496M
Cap. Flow
% of AUM
42.89%
Top 10 Holdings %
Top 10 Hldgs %
6.32%
Holding
1,206
New
410
Increased
366
Reduced
219
Closed
208
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$12.5M |
| 2 |
Eli Lilly
LLY
|
+$8.08M |
| 3 |
Progressive
PGR
|
+$6.61M |
| 4 |
Altria Group
MO
|
+$5.83M |
| 5 |
Mastercard
MA
|
+$5.58M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$7.02M |
| 2 |
Toronto Dominion Bank
TD
|
+$6.13M |
| 3 |
US Bancorp
USB
|
+$5.09M |
| 4 |
Coca-Cola
KO
|
+$3.73M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
651
MACOM Technology Solutions
MTSI
$17.4B
| $564K | 0.05% |
37,288
+18,088
| +94% | +$273K |
|
652
Southern Copper
SCCO
$138B
| $562K | 0.05% |
+15,612
| New | +$543K |
|
653
CGI
GIB
$15.4B
| $561K | 0.05% |
+7,311
| New | +$531K |
|
654
Darling Ingredients
DAR
$9.32B
| $559K | 0.05% |
28,100
+10,761
| +62% | +$221K |
|
655
KB Home
KBH
$3.5B
| $559K | 0.05% |
+21,708
| New | +$559K |
|
656
Huntsman Corp
HUN
$2.1B
| $557K | 0.05% |
+27,235
| New | +$572K |
|
657
Equity Residential
EQR
$25.8B
| $556K | 0.05% |
+7,317
| New | +$559K |
|
658
Eversource Energy
ES
$28.1B
| $556K | 0.05% |
7,333
-11,133
| -60% | -$815K |
|
|
OPLN
659
Openlane
OPLN
$4.28B
| $555K | 0.05% |
22,201
-24,499
| -52% | -$528K |
|
660
OraSure Technologies
OSUR
$273M
| $554K | 0.05% |
59,700
+44,900
| +303% | +$413K |
|
661
Trimble
TRMB
$13.6B
| $552K | 0.05% |
+12,229
| New | +$508K |
|
|
RPAI
662
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $548K | 0.05% |
46,612
+12,500
| +37% | +$153K |
|
663
Casey's General Stores
CASY
$32.1B
| $547K | 0.05% |
3,507
-4,454
| -56% | -$608K |
|
664
Penske Automotive Group
PAG
$14.7B
| $547K | 0.05% |
11,558
+1,515
| +15% | +$68.8K |
|
665
iRhythm Holdings
IRTC
$4.02B
| $546K | 0.05% |
+6,900
| New | +$502K |
|
666
Enviri
NVRI
$624M
| $546K | 0.05% |
19,912
-16,100
| -45% | -$393K |
|
667
Liberty Global Class A
LBTYA
$3.59B
| $544K | 0.05% |
+20,156
| New | +$532K |
|
|
AVYA
668
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $544K | 0.05% |
+45,700
| New | +$699K |
|
669
Green Dot
GDOT
$750M
| $543K | 0.05% |
+11,106
| New | +$605K |
|
670
Omnicell
OMCL
$1.88B
| $542K | 0.05% |
6,300
-4,200
| -40% | -$341K |
|
|
ATSG
671
DELISTED
Air Transport Services Group
ATSG
| $539K | 0.05% |
+22,102
| New | +$508K |
|
672
Applied Materials
AMAT
$347B
| $537K | 0.05% |
11,947
-12,354
| -51% | -$520K |
|
|
EPAY
673
DELISTED
Bottomline Technologies Inc
EPAY
| $535K | 0.05% |
+12,100
| New | +$562K |
|
674
Innoviva
INVA
$1.6B
| $534K | 0.05% |
36,700
-11,100
| -23% | -$157K |
|
675
Forward Air
FWRD
$461M
| $532K | 0.05% |
9,000
-5,400
| -38% | -$332K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.