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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
WSM icon
601
Williams-Sonoma
WSM
$27.5B
$637K 0.06%
19,600
-36,666
-65% -$1.05M
ABM icon
602
ABM Industries
ABM
$2.89B
$636K 0.06%
+15,900
New +$604K
SAVE
603
DELISTED
Spirit Airlines, Inc.
SAVE
$636K 0.06%
+13,315
New +$678K
IDCC icon
604
InterDigital
IDCC
$6.75B
$634K 0.05%
9,847
+795
+9% +$53K
COLD icon
605
Americold
COLD
$4.21B
$632K 0.05%
+19,500
New +$618K
R icon
606
Ryder
R
$9.9B
$629K 0.05%
10,790
+4,089
+61% +$243K
NOMD icon
607
Nomad Foods
NOMD
$1.77B
$628K 0.05%
29,400
-2,100
-7% -$44K
TRI icon
608
Thomson Reuters
TRI
$46.4B
$626K 0.05%
+9,222
New +$611K
TROW icon
609
T. Rowe Price
TROW
$25.5B
$625K 0.05%
5,700
-2,954
-34% -$311K
WPX
610
DELISTED
WPX Energy, Inc.
WPX
$625K 0.05%
+54,300
New +$675K
PII icon
611
Polaris
PII
$3.83B
$623K 0.05%
+6,829
New +$622K
HMSY
612
DELISTED
HMS Holdings Corp.
HMSY
$622K 0.05%
19,200
+9,600
+100% +$294K
MYOK
613
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$622K 0.05%
+12,400
New +$604K
ADBE icon
614
Adobe
ADBE
$105B
$620K 0.05%
2,104
-512
-20% -$142K
WU icon
615
Western Union
WU
$2.53B
$619K 0.05%
31,125
+16,764
+117% +$327K
IBKC
616
DELISTED
IBERIABANK Corp
IBKC
$619K 0.05%
8,157
-2,700
-25% -$205K
ROIC
617
DELISTED
Retail Opportunity Investments Corp.
ROIC
$618K 0.05%
36,100
+3,400
+10% +$58.9K
SO icon
618
Southern Company
SO
$108B
$614K 0.05%
11,110
+3,040
+38% +$163K
GES
619
DELISTED
Guess Inc
GES
$613K 0.05%
+37,986
New +$657K
QLYS icon
620
Qualys
QLYS
$4.76B
$612K 0.05%
+7,031
New +$606K
AME icon
621
Ametek
AME
$53.9B
$607K 0.05%
+6,684
New +$573K
POLY
622
DELISTED
Plantronics, Inc.
POLY
$607K 0.05%
16,400
-300
-2% -$13.9K
PRTY
623
DELISTED
Party City Holdco Inc.
PRTY
$606K 0.05%
82,700
+43,900
+113% +$335K
IDA icon
624
Idacorp
IDA
$8B
$605K 0.05%
6,027
+1,015
+20% +$102K
XLRN
625
DELISTED
Acceleron Pharma
XLRN
$604K 0.05%
+14,700
New +$609K
23 24
25
26 27

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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.