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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
GRMN
101
Garmin
GRMN
$47.5B
$2.52M 0.22%
31,590
+27,067
+598% +$2.21M
IPG
102
DELISTED
Interpublic Group of Companies
IPG
$2.5M 0.22%
110,568
+29,906
+37% +$664K
ROP icon
103
Roper Technologies
ROP
$38.8B
$2.5M 0.22%
+6,816
New +$2.42M
SYY icon
104
Sysco
SYY
$41.3B
$2.49M 0.22%
35,237
-14,311
-29% -$1.02M
VRSK icon
105
Verisk Analytics
VRSK
$27.7B
$2.48M 0.21%
+16,945
New +$2.39M
SNPS icon
106
Synopsys
SNPS
$74.6B
$2.44M 0.21%
18,991
+12,491
+192% +$1.5M
EBAY icon
107
eBay
EBAY
$51.4B
$2.43M 0.21%
61,609
+43,189
+234% +$1.62M
FITB
108
Fifth Third Bancorp
FITB
$51.8B
$2.43M 0.21%
+87,033
New +$2.39M
ALSN icon
109
Allison Transmission
ALSN
$10.1B
$2.41M 0.21%
52,054
-14,813
-22% -$671K
NATI
110
DELISTED
National Instruments Corp
NATI
$2.4M 0.21%
57,169
+38,655
+209% +$1.65M
BOX icon
111
Box
BOX
$4.27B
$2.4M 0.21%
+136,264
New +$2.61M
MAC icon
112
Macerich
MAC
$7.44B
$2.4M 0.21%
+71,547
New +$2.81M
IBM icon
113
IBM
IBM
$206B
$2.37M 0.21%
17,992
-4,934
-22% -$648K
LKQ icon
114
LKQ Corp
LKQ
$6.92B
$2.35M 0.2%
+88,324
New +$2.47M
NEWR
115
DELISTED
New Relic, Inc.
NEWR
$2.34M 0.2%
27,000
+17,400
+181% +$1.72M
HPQ icon
116
HP
HPQ
$24.8B
$2.33M 0.2%
112,334
+19,850
+21% +$393K
FRT icon
117
Federal Realty Investment Trust
FRT
$11B
$2.33M 0.2%
+18,073
New +$2.4M
PAYX icon
118
Paychex
PAYX
$42.2B
$2.32M 0.2%
+28,147
New +$2.37M
SAFM
119
DELISTED
Sanderson Farms Inc
SAFM
$2.31M 0.2%
16,885
+14,314
+557% +$2.03M
CVSA
120
Covista Inc
CVSA
$4.15B
$2.27M 0.2%
+50,472
New +$2.32M
GDDY icon
121
GoDaddy
GDDY
$13.3B
$2.27M 0.2%
32,300
+19,600
+154% +$1.48M
WRI
122
DELISTED
Weingarten Realty Investors
WRI
$2.27M 0.2%
82,607
+63,307
+328% +$1.82M
JPM icon
123
JPMorgan Chase
JPM
$945B
$2.26M 0.2%
20,178
+8,587
+74% +$947K
AXP icon
124
American Express
AXP
$225B
$2.25M 0.19%
18,207
-2,755
-13% -$324K
USB icon
125
US Bancorp
USB
$99.3B
$2.24M 0.19%
42,683
-98,744
-70% -$5.09M
3 4
5
6 7

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SCA
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WFA
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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.