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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
LEN icon
151
Lennar Class A
LEN
$20.5B
$2.02M 0.18%
+43,129
New +$2.15M
FAF icon
152
First American
FAF
$7.79B
$2.02M 0.17%
+37,615
New +$2.05M
ALKS icon
153
Alkermes
ALKS
$8.79B
$2.02M 0.17%
+89,584
New +$2.46M
INCY icon
154
Incyte
INCY
$23.7B
$2.01M 0.17%
23,607
+19,026
+415% +$1.53M
GCO icon
155
Genesco
GCO
$416M
$2M 0.17%
+47,400
New +$2.1M
EHC icon
156
Encompass Health
EHC
$11.3B
$2M 0.17%
39,676
-6,168
-13% -$299K
CXT icon
157
Crane NXT
CXT
$3.12B
$1.99M 0.17%
+68,808
New +$2M
CPB icon
158
Campbell Soup
CPB
$6.67B
$1.99M 0.17%
49,665
+42,433
+587% +$1.67M
MNST icon
159
Monster Beverage
MNST
$93.2B
$1.98M 0.17%
62,128
-54,500
-47% -$1.64M
SPGI icon
160
S&P Global
SPGI
$130B
$1.97M 0.17%
8,661
+894
+12% +$195K
SEE
161
DELISTED
Sealed Air
SEE
$1.97M 0.17%
+46,054
New +$2.03M
RJF icon
162
Raymond James Financial
RJF
$33.3B
$1.95M 0.17%
34,617
+19,656
+131% +$1.12M
HST icon
163
Host Hotels & Resorts
HST
$17.1B
$1.95M 0.17%
106,743
+53,025
+99% +$999K
ROL icon
164
Rollins
ROL
$18.8B
$1.92M 0.17%
80,396
+62,534
+350% +$1.61M
VSAT icon
165
Viasat
VSAT
$10.2B
$1.92M 0.17%
23,741
+9,404
+66% +$822K
FTNT icon
166
Fortinet
FTNT
$112B
$1.91M 0.17%
124,460
+48,580
+64% +$800K
UNM icon
167
Unum
UNM
$13.8B
$1.9M 0.16%
56,638
+34,251
+153% +$1.19M
ATH
168
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$1.89M 0.16%
43,800
+24,900
+132% +$1.08M
SGEN
169
DELISTED
Seagen Inc. Common Stock
SGEN
$1.88M 0.16%
27,159
+20,427
+303% +$1.43M
AOS icon
170
A.O. Smith
AOS
$8.61B
$1.86M 0.16%
39,543
+25,192
+176% +$1.24M
CNQ icon
171
Canadian Natural Resources
CNQ
$93.4B
$1.86M 0.16%
140,688
+19,881
+16% +$273K
CRUS icon
172
Cirrus Logic
CRUS
$6.87B
$1.85M 0.16%
42,343
+19,678
+87% +$855K
DG icon
173
Dollar General
DG
$27.2B
$1.82M 0.16%
13,489
+7,817
+138% +$988K
SWK icon
174
Stanley Black & Decker
SWK
$14.6B
$1.81M 0.16%
+12,548
New +$1.77M
AFL icon
175
Aflac
AFL
$64.4B
$1.81M 0.16%
33,081
+15,773
+91% +$813K
5 6
7
8 9

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
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.