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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
(+75%)
Cap. Flow
+$496M
Cap. Flow
% of AUM
42.89%
Top 10 Holdings %
Top 10 Hldgs %
6.32%
Holding
1,206
New
410
Increased
366
Reduced
219
Closed
208
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cisco
CSCO
|
+$12.5M |
| 2 |
Eli Lilly
LLY
|
+$8.08M |
| 3 |
Progressive
PGR
|
+$6.61M |
| 4 |
Altria Group
MO
|
+$5.83M |
| 5 |
Mastercard
MA
|
+$5.58M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$7.02M |
| 2 |
Toronto Dominion Bank
TD
|
+$6.13M |
| 3 |
US Bancorp
USB
|
+$5.09M |
| 4 |
Coca-Cola
KO
|
+$3.73M |
| 5 |
Medtronic
MDT
|
+$3.25M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.1% |
| 2 | Financials | 15.89% |
| 3 | Industrials | 12.54% |
| 4 | Healthcare | 12.15% |
| 5 | Consumer Discretionary | 11.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1101
Novanta
NOVT
$5.02B
| – | – |
-3,300
| Closed | -$280K |
|
1102
NRG Energy
NRG
$22.6B
| – | – |
-34,192
| Closed | -$1.45M |
|
1103
Nucor
NUE
$59.1B
| – | – |
-10,475
| Closed | -$611K |
|
1104
Owens Corning
OC
$10B
| – | – |
-6,873
| Closed | -$324K |
|
1105
OGE Energy
OGE
$9.5B
| – | – |
-5,225
| Closed | -$225K |
|
1106
Olin
OLN
$1.94B
| – | – |
-11,069
| Closed | -$256K |
|
1107
OneMain Financial
OMF
$6.97B
| – | – |
-16,400
| Closed | -$521K |
|
1108
Outfront Media
OUT
$4.96B
| – | – |
-17,068
| Closed | -$393K |
|
1109
Paycom
PAYC
$10.3B
| – | – |
-1,200
| Closed | -$227K |
|
1110
Pembina Pipeline
PBA
$27.4B
| – | – |
-8,200
| Closed | -$301K |
|
1111
PBF Energy
PBF
$9B
| – | – |
-7,848
| Closed | -$244K |
|
1112
Paylocity
PCTY
$7.82B
| – | – |
-4,800
| Closed | -$428K |
|
1113
Pegasystems
PEGA
$6.06B
| – | – |
-44,600
| Closed | -$1.45M |
|
1114
Power Integrations
POWI
$2.66B
| – | – |
-8,698
| Closed | -$304K |
|
1115
Patterson-UTI
PTEN
$4.59B
| – | – |
-21,017
| Closed | -$295K |
|
1116
Qorvo
QRVO
$10.1B
| – | – |
-6,800
| Closed | -$488K |
|
1117
Restaurant Brands International
QSR
$26.1B
| – | – |
-3,200
| Closed | -$208K |
|
1118
Q2 Holdings
QTWO
$3.71B
| – | – |
-3,100
| Closed | -$215K |
|
1119
Rexford Industrial Realty
REXR
$8.66B
| – | – |
-21,200
| Closed | -$759K |
|
1120
Regions Financial
RF
$24.3B
| – | – |
-70,213
| Closed | -$994K |
|
1121
ResMed
RMD
$32.9B
| – | – |
-2,743
| Closed | -$285K |
|
1122
Roku
ROKU
$23B
| – | – |
-4,300
| Closed | -$277K |
|
1123
Regal Rexnord
RRX
$9.94B
| – | – |
-4,000
| Closed | -$327K |
|
1124
Rayonier Advanced Materials
RYAM
$559M
| – | – |
-15,000
| Closed | -$203K |
|
1125
Service Corp International
SCI
$11B
| – | – |
-12,447
| Closed | -$500K |
|
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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 15% 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.