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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
CAG icon
1026
Conagra Brands
CAG
$7.42B
– –
-9,164
Closed -$254K
CAH icon
1027
Cardinal Health
CAH
$53.7B
– –
-4,527
Closed -$218K
CAR icon
1028
Avis
CAR
$5.47B
– –
-10,000
Closed -$349K
CAT icon
1029
Caterpillar
CAT
$361B
– –
-3,846
Closed -$521K
CBSH icon
1030
Commerce Bancshares
CBSH
$8.68B
– –
-18,738
Closed -$773K
CCJ icon
1031
Cameco
CCJ
$36.8B
– –
-37,791
Closed -$446K
CF icon
1032
CF Industries
CF
$19.6B
– –
-12,087
Closed -$494K
CGNX icon
1033
Cognex
CGNX
$9.62B
– –
-12,572
Closed -$639K
CHGG icon
1034
Chegg
CHGG
$116M
– –
-13,700
Closed -$522K
CLF icon
1035
Cleveland-Cliffs
CLF
$6.49B
– –
-44,634
Closed -$446K
VISN
1036
Vistance Networks Inc
VISN
$2.61B
– –
-33,527
Closed -$729K
CP icon
1037
Canadian Pacific Kansas City
CP
$81B
– –
-31,600
Closed -$1.3M
CSGP icon
1038
CoStar Group
CSGP
$12.2B
– –
-10,250
Closed -$478K
CSGS
1039
DELISTED
CSG Systems International
CSGS
– –
-38,984
Closed -$1.65M
CSL icon
1040
Carlisle Companies
CSL
$13.5B
– –
-5,738
Closed -$704K
CTSH icon
1041
Cognizant
CTSH
$26.5B
– –
-33,337
Closed -$2.42M
CVI icon
1042
CVR Energy
CVI
$3.48B
– –
-7,802
Closed -$321K
CWT icon
1043
California Water Service
CWT
$3.1B
– –
-8,400
Closed -$456K
DDD icon
1044
3D Systems Corp
DDD
$405M
– –
-10,221
Closed -$110K
DIN icon
1045
Dine Brands
DIN
$462M
– –
-12,200
Closed -$1.11M
DVA icon
1046
DaVita
DVA
$15.5B
– –
-7,483
Closed -$406K
DXC icon
1047
DXC Technology
DXC
$1.91B
– –
-14,358
Closed -$923K
EAT icon
1048
Brinker International
EAT
$8.82B
– –
-9,737
Closed -$432K
ED icon
1049
Consolidated Edison
ED
$41.4B
– –
-6,906
Closed -$586K
EGBN icon
1050
Eagle Bancorp
EGBN
$850M
– –
-4,420
Closed -$222K
40 41
42
43 44

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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.