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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
ADI icon
1001
Analog Devices
ADI
$172B
– –
-12,845
Closed -$1.35M
AIN icon
1002
Albany International
AIN
$2.09B
– –
-8,600
Closed -$616K
AL
1003
DELISTED
Air Lease Corp
AL
– –
-21,480
Closed -$738K
ALK icon
1004
Alaska Air
ALK
$5.12B
– –
-6,472
Closed -$363K
AMCX icon
1005
AMC Global Media
AMCX
$450M
– –
-9,471
Closed -$538K
AMED
1006
DELISTED
Amedisys
AMED
– –
-2,010
Closed -$248K
ANF icon
1007
Abercrombie & Fitch
ANF
$4.56B
– –
-25,415
Closed -$697K
ANSS
1008
DELISTED
Ansys
ANSS
– –
-3,308
Closed -$604K
APPN icon
1009
Appian
APPN
$2.11B
– –
-22,600
Closed -$778K
APTV icon
1010
Aptiv
APTV
$12.3B
– –
-5,107
Closed -$406K
ARMK icon
1011
Aramark
ARMK
$15B
– –
-64,011
Closed -$1.37M
ARWR icon
1012
Arrowhead Research
ARWR
$12.1B
– –
-36,900
Closed -$677K
ARW icon
1013
Arrow Electronics
ARW
$10.5B
– –
-6,000
Closed -$462K
AWK icon
1014
American Water Works
AWK
$27B
– –
-4,307
Closed -$449K
AX icon
1015
Axos Financial
AX
$5.59B
– –
-7,000
Closed -$203K
DCH
1016
Dauch Corp
DCH
$1.32B
– –
-18,600
Closed -$266K
AXTA icon
1017
Axalta
AXTA
$7.45B
– –
-55,600
Closed -$1.4M
BBY icon
1018
Best Buy
BBY
$19B
– –
-9,271
Closed -$659K
BCC icon
1019
Boise Cascade
BCC
$2.74B
– –
-19,400
Closed -$519K
BLKB icon
1020
Blackbaud
BLKB
$1.94B
– –
-7,900
Closed -$630K
BLMN icon
1021
Bloomin' Brands
BLMN
$754M
– –
-97,960
Closed -$2M
BRK.B icon
1022
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-1,103
Closed -$222K
BRKR icon
1023
Bruker
BRKR
$9.4B
– –
-46,100
Closed -$1.77M
BSX icon
1024
Boston Scientific
BSX
$68.4B
– –
-53,972
Closed -$2.07M
BWA icon
1025
BorgWarner
BWA
$12.8B
– –
-13,086
Closed -$442K
39 40
41
42 43

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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.