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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
PRMW
526
DELISTED
Primo Water Corporation
PRMW
$756K 0.07%
56,600
+6,300
+13% +$88.5K
SNA icon
527
Snap-on
SNA
$21.5B
$752K 0.07%
4,538
+30
+0.7% +$4.88K
CE icon
528
Celanese
CE
$4.82B
$751K 0.07%
6,965
+2,465
+55% +$255K
FL
529
DELISTED
Foot Locker
FL
$751K 0.07%
17,915
+10,244
+134% +$533K
WD icon
530
Walker & Dunlop
WD
$1.73B
$750K 0.06%
14,100
+3,700
+36% +$196K
STRA icon
531
Strategic Education
STRA
$1.98B
$748K 0.06%
+4,200
New +$688K
WDFC icon
532
WD-40
WDFC
$2.98B
$747K 0.06%
4,700
-1,500
-24% -$246K
AGO icon
533
Assured Guaranty
AGO
$3.73B
$746K 0.06%
+17,724
New +$782K
OKE icon
534
Oneok
OKE
$56.7B
$746K 0.06%
+10,843
New +$731K
WOR icon
535
Worthington Enterprises
WOR
$2.74B
$745K 0.06%
30,007
+14,274
+91% +$335K
ERF
536
DELISTED
Enerplus Corporation
ERF
$745K 0.06%
98,900
+25,400
+35% +$208K
SWX icon
537
Southwest Gas
SWX
$6.64B
$744K 0.06%
8,300
-2,700
-25% -$229K
CDNS icon
538
Cadence Design Systems
CDNS
$91.6B
$742K 0.06%
10,482
-2,818
-21% -$188K
RL icon
539
Ralph Lauren
RL
$22.4B
$738K 0.06%
+6,499
New +$779K
DD icon
540
DuPont de Nemours
DD
$18.6B
$735K 0.06%
7,804
-2,147
-22% -$256K
YELP icon
541
Yelp
YELP
$1.54B
$735K 0.06%
21,490
-9,531
-31% -$330K
CMP icon
542
Compass Minerals
CMP
$1.23B
$730K 0.06%
+13,285
New +$734K
KRC icon
543
Kilroy Realty
KRC
$4.59B
$730K 0.06%
+9,885
New +$752K
CNMD icon
544
CONMED
CNMD
$1.3B
$727K 0.06%
+8,500
New +$699K
VVV icon
545
Valvoline
VVV
$5.06B
$723K 0.06%
+37,000
New +$683K
THG icon
546
Hanover Insurance
THG
$8.13B
$719K 0.06%
+5,601
New +$680K
LAMR icon
547
Lamar Advertising Co
LAMR
$16.7B
$718K 0.06%
8,900
+615
+7% +$49.7K
EQT icon
548
EQT Corp
EQT
$32.9B
$717K 0.06%
+45,351
New +$870K
ORLY icon
549
O'Reilly Automotive
ORLY
$75.1B
$716K 0.06%
29,070
+9,360
+47% +$237K
IVR icon
550
Invesco Mortgage Capital
IVR
$759M
$713K 0.06%
4,420
+3,200
+262% +$515K
20 21
22
23 24

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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.