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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
CSCO icon
1
Cisco
CSCO
$450B
$13.3M 1.15%
242,745
+225,945
+1,345% +$12.5M
LLY icon
2
Eli Lilly
LLY
$1.07T
$7.87M 0.68%
71,028
+68,609
+2,836% +$8.08M
MA icon
3
Mastercard
MA
$477B
$7.81M 0.68%
29,529
+22,284
+308% +$5.58M
BMY icon
4
Bristol-Myers Squibb
BMY
$127B
$7.47M 0.65%
164,743
+91,088
+124% +$4.24M
PGR icon
5
Progressive
PGR
$124B
$6.83M 0.59%
+85,511
New +$6.61M
SCHW
6
Charles Schwab
SCHW
$177B
$6.71M 0.58%
166,884
+96,664
+138% +$4.21M
NKE icon
7
Nike
NKE
$61.9B
$6.07M 0.52%
72,248
+53,196
+279% +$4.48M
VZ icon
8
Verizon
VZ
$194B
$6.04M 0.52%
105,769
+59,615
+129% +$3.44M
EXC icon
9
Exelon
EXC
$48.6B
$5.51M 0.48%
161,226
+126,100
+359% +$4.45M
CRM icon
10
Salesforce
CRM
$134B
$5.48M 0.47%
36,100
+17,178
+91% +$2.69M
BNY
11
Bank of New York Mellon
BNY
$108B
$5.33M 0.46%
120,836
+93,412
+341% +$4.39M
CNC icon
12
Centene
CNC
$31.3B
$5.28M 0.46%
100,662
+24,520
+32% +$1.32M
MO icon
13
Altria Group
MO
$122B
$5.27M 0.46%
+111,305
New +$5.83M
CL icon
14
Colgate-Palmolive
CL
$72.6B
$5.26M 0.46%
73,397
+60,032
+449% +$4.26M
MSFT icon
15
Microsoft
MSFT
$2.84T
$5.12M 0.44%
38,212
+30,907
+423% +$3.92M
PEG icon
16
Public Service Enterprise Group
PEG
$39.8B
$5M 0.43%
85,093
+59,094
+227% +$3.52M
AIG icon
17
American International
AIG
$41.9B
$4.82M 0.42%
+90,437
New +$4.51M
BCE icon
18
BCE
BCE
$19.9B
$4.8M 0.42%
105,593
+84,219
+394% +$3.8M
CSX icon
19
CSX Corp
CSX
$98.6B
$4.59M 0.4%
+177,999
New +$4.59M
ACN icon
20
Accenture
ACN
$89.9B
$4.56M 0.39%
24,662
+15,744
+177% +$2.83M
AMTD
21
DELISTED
TD Ameritrade Holding Corp
AMTD
$4.53M 0.39%
90,803
+16,787
+23% +$870K
SBUX icon
22
Starbucks
SBUX
$118B
$4.43M 0.38%
52,845
+37,758
+250% +$2.96M
INTU icon
23
Intuit
INTU
$81.1B
$4.41M 0.38%
+16,876
New +$4.29M
NTAP icon
24
NetApp
NTAP
$32.9B
$4.29M 0.37%
69,460
+66,054
+1,939% +$4.46M
WMB icon
25
Williams Companies
WMB
$90.5B
$4.22M 0.37%
+150,552
New +$4.18M
1
2 3 4 5

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SCA
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IC
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WFA
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CA
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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.