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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
USFD icon
351
US Foods
USFD
$22.5B
$1.1M 0.1%
30,700
+21,800
+245% +$792K
NFLX icon
352
Netflix
NFLX
$307B
$1.1M 0.09%
+29,850
New +$1.08M
OII icon
353
Oceaneering
OII
$4.64B
$1.09M 0.09%
+53,602
New +$949K
DLB icon
354
Dolby
DLB
$4.97B
$1.09M 0.09%
16,877
+8,307
+97% +$530K
VYX icon
355
NCR Voyix
VYX
$1.19B
$1.09M 0.09%
57,078
+43,549
+322% +$810K
CIT
356
DELISTED
CIT Group Inc.
CIT
$1.09M 0.09%
20,700
+15,700
+314% +$794K
SIGI icon
357
Selective Insurance
SIGI
$5.76B
$1.09M 0.09%
+14,500
New +$1.03M
CTXS
358
DELISTED
Citrix Systems Inc
CTXS
$1.08M 0.09%
10,962
-6,360
-37% -$624K
BF.B icon
359
Brown-Forman Class B
BF.B
$13.5B
$1.07M 0.09%
+19,394
New +$1.04M
META icon
360
Meta Platforms (Facebook)
META
$1.49T
$1.07M 0.09%
5,571
+1,558
+39% +$285K
CPRI icon
361
Capri Holdings
CPRI
$1.82B
$1.07M 0.09%
+30,900
New +$1.26M
WW
362
DELISTED
WW International
WW
$1.07M 0.09%
+56,106
New +$1.11M
JBLU icon
363
JetBlue
JBLU
$2.16B
$1.07M 0.09%
+57,941
New +$1.04M
AAL icon
364
American Airlines Group
AAL
$9.82B
$1.06M 0.09%
32,569
+21,226
+187% +$686K
PFGC icon
365
Performance Food Group
PFGC
$18.3B
$1.06M 0.09%
26,500
+7,800
+42% +$312K
COLM icon
366
Columbia Sportswear
COLM
$3.25B
$1.06M 0.09%
10,569
+869
+9% +$86.2K
DTE icon
367
DTE Energy
DTE
$29.9B
$1.06M 0.09%
9,734
-2,490
-20% -$267K
MAS icon
368
Masco
MAS
$14.3B
$1.06M 0.09%
26,935
+15,782
+142% +$609K
ARI
369
Apollo Commercial Real Estate
ARI
$864M
$1.05M 0.09%
+57,335
New +$1.07M
NUAN
370
DELISTED
Nuance Communications, Inc.
NUAN
$1.05M 0.09%
75,841
+59,650
+368% +$880K
FRC
371
DELISTED
First Republic Bank
FRC
$1.05M 0.09%
10,735
+4,448
+71% +$448K
FIBK icon
372
First Interstate BancSystem
FIBK
$3.67B
$1.05M 0.09%
+26,400
New +$1.05M
WLY icon
373
John Wiley & Sons Class A
WLY
$2.83B
$1.05M 0.09%
+22,800
New +$1.04M
CLVS
374
DELISTED
Clovis Oncology, Inc.
CLVS
$1.04M 0.09%
+70,236
New +$1.27M
CDP icon
375
COPT Defense Properties
CDP
$4.32B
$1.04M 0.09%
39,511
+22,728
+135% +$634K
13 14
15
16 17

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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.