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
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
CONE
126
DELISTED
CyrusOne Inc Common Stock
CONE
$2.21M 0.19%
+38,369
New +$2.25M
ZTS icon
127
Zoetis
ZTS
$32.5B
$2.21M 0.19%
+19,488
New +$2.04M
CBRL icon
128
Cracker Barrel
CBRL
$1.19B
$2.2M 0.19%
12,870
+6,786
+112% +$1.11M
HLF icon
129
Herbalife
HLF
$1.29B
$2.19M 0.19%
51,122
+37,715
+281% +$1.79M
CMI icon
130
Cummins
CMI
$88.7B
$2.18M 0.19%
12,733
+7,184
+129% +$1.18M
SJM icon
131
J.M. Smucker
SJM
$13.1B
$2.18M 0.19%
18,944
+16,895
+825% +$2.06M
EW icon
132
Edwards Lifesciences
EW
$48B
$2.18M 0.19%
35,358
+29,355
+489% +$1.78M
NAV
133
DELISTED
Navistar International
NAV
$2.18M 0.19%
+63,174
New +$2.1M
LRCX icon
134
Lam Research
LRCX
$339B
$2.16M 0.19%
+115,210
New +$2.19M
HOLX
135
DELISTED
Hologic
HOLX
$2.13M 0.18%
44,465
+32,197
+262% +$1.49M
ITW icon
136
Illinois Tool Works
ITW
$85.5B
$2.12M 0.18%
14,071
+7,759
+123% +$1.17M
TGE
137
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$2.12M 0.18%
+100,400
New +$2.38M
YUM icon
138
Yum! Brands
YUM
$41.5B
$2.12M 0.18%
19,122
-4,012
-17% -$417K
NFG icon
139
National Fuel Gas
NFG
$7.74B
$2.11M 0.18%
40,046
+35,792
+841% +$2.04M
APH icon
140
Amphenol
APH
$178B
$2.11M 0.18%
87,860
+63,988
+268% +$1.54M
KSS icon
141
Kohl's
KSS
$2.16B
$2.1M 0.18%
44,123
+31,394
+247% +$1.89M
HPP
142
Hudson Pacific Properties
HPP
$769M
$2.1M 0.18%
+9,004
New +$2.16M
TMO icon
143
Thermo Fisher Scientific
TMO
$213B
$2.1M 0.18%
+7,142
New +$1.97M
PLCE icon
144
Children's Place
PLCE
$54.7M
$2.07M 0.18%
+21,663
New +$2.21M
TKR icon
145
Timken Company
TKR
$9.71B
$2.04M 0.18%
+39,784
New +$1.9M
PANW icon
146
Palo Alto Networks
PANW
$261B
$2.04M 0.18%
60,030
+41,076
+217% +$1.54M
KR icon
147
Kroger
KR
$36.3B
$2.04M 0.18%
93,886
+53,043
+130% +$1.29M
DEI icon
148
Douglas Emmett
DEI
$2.01B
$2.04M 0.18%
51,128
+34,121
+201% +$1.4M
NEE icon
149
NextEra Energy
NEE
$187B
$2.03M 0.18%
39,692
-5,916
-13% -$291K
GPC icon
150
Genuine Parts
GPC
$17.9B
$2.02M 0.18%
+19,551
New +$2.03M
4 5
6
7 8

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.