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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
VNO icon
76
Vornado Realty Trust
VNO
$7.43B
$2.84M 0.25%
44,279
-7,013
-14% -$472K
LUV icon
77
Southwest Airlines
LUV
$22.2B
$2.83M 0.24%
55,634
+42,868
+336% +$2.22M
NSC icon
78
Norfolk Southern
NSC
$77.1B
$2.81M 0.24%
+14,083
New +$2.79M
CHKP icon
79
Check Point Software Technologies
CHKP
$13.6B
$2.79M 0.24%
24,134
+20,898
+646% +$2.47M
GOOGL icon
80
Alphabet (Google) Class A
GOOGL
$3.99T
$2.79M 0.24%
51,500
+13,300
+35% +$770K
LVS icon
81
Las Vegas Sands
LVS
$31.6B
$2.78M 0.24%
+47,071
New +$2.92M
ECL icon
82
Ecolab
ECL
$76.4B
$2.78M 0.24%
14,067
+12,365
+726% +$2.3M
ETFC
83
DELISTED
E*Trade Financial Corporation
ETFC
$2.77M 0.24%
62,018
+47,861
+338% +$2.29M
CI icon
84
Cigna
CI
$77B
$2.76M 0.24%
17,533
-3,224
-16% -$505K
UGI icon
85
UGI
UGI
$7.91B
$2.75M 0.24%
51,427
+36,126
+236% +$1.92M
STT icon
86
State Street
STT
$50.7B
$2.74M 0.24%
48,904
+33,115
+210% +$2.06M
GL icon
87
Globe Life
GL
$13.5B
$2.74M 0.24%
30,592
+25,668
+521% +$2.24M
BAC icon
88
Bank of America
BAC
$436B
$2.7M 0.23%
93,102
+36,783
+65% +$1.06M
TXN icon
89
Texas Instruments
TXN
$255B
$2.7M 0.23%
23,510
-23,401
-50% -$2.62M
ELV icon
90
Elevance Health
ELV
$82.1B
$2.68M 0.23%
9,484
-7,037
-43% -$1.92M
MDT icon
91
Medtronic
MDT
$108B
$2.67M 0.23%
27,465
-35,573
-56% -$3.25M
CVS icon
92
CVS Health
CVS
$137B
$2.66M 0.23%
48,860
-16,295
-25% -$878K
VEEV icon
93
Veeva Systems
VEEV
$31.6B
$2.65M 0.23%
+16,364
New +$2.38M
RH icon
94
RH
RH
$3.4B
$2.63M 0.23%
+22,757
New +$2.35M
VAR
95
DELISTED
Varian Medical Systems, Inc.
VAR
$2.62M 0.23%
19,249
+10,302
+115% +$1.38M
BMRN icon
96
BioMarin Pharmaceuticals
BMRN
$11.6B
$2.62M 0.23%
30,565
+17,089
+127% +$1.46M
MIDD icon
97
Middleby
MIDD
$6.15B
$2.59M 0.22%
19,101
+16,101
+537% +$2.17M
TTC icon
98
Toro Company
TTC
$9.01B
$2.55M 0.22%
38,171
+23,352
+158% +$1.64M
TU icon
99
Telus
TU
$16.2B
$2.54M 0.22%
137,446
+114,744
+505% +$2.12M
F icon
100
Ford
F
$58.5B
$2.53M 0.22%
+246,900
New +$2.43M
2 3
4
5 6

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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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.