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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 | 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 | |
|---|---|---|---|---|---|---|
|
SEM
1126
DELISTED
Select Medical
SEM
| – | – |
-88,160
| Closed | -$669K |
|
|
SNBR
1127
DELISTED
Sleep Number
SNBR
| – | – |
-18,646
| Closed | -$876K |
|
1128
Steel Dynamics
STLD
$37.5B
| – | – |
-27,646
| Closed | -$975K |
|
1129
Seagate
STX
$169B
| – | – |
-15,265
| Closed | -$731K |
|
|
1130
Toronto Dominion Bank
TD
$199B
| – | – |
-112,832
| Closed | -$6.13M |
|
1131
TransDigm Group
TDG
$73.2B
| – | – |
-900
| Closed | -$409K |
|
1132
Teck Resources
TECK
$28.8B
| – | – |
-17,611
| Closed | -$408K |
|
1133
Tenet Healthcare
THC
$22.6B
| – | – |
-33,000
| Closed | -$952K |
|
1134
Gentherm
THRM
$1.29B
| – | – |
-24,200
| Closed | -$892K |
|
1135
LendingTree
TREE
$572M
| – | – |
-800
| Closed | -$281K |
|
1136
Trex
TREX
$4.57B
| – | – |
-28,616
| Closed | -$880K |
|
1137
TransUnion
TRU
$16.1B
| – | – |
-4,800
| Closed | -$321K |
|
1138
Tractor Supply
TSCO
$16.5B
| – | – |
-15,555
| Closed | -$304K |
|
|
TWO
1139
Two Harbors Investment
TWO
$1.27B
| – | – |
-4,158
| Closed | -$225K |
|
1140
Tyler Technologies
TYL
$13.7B
| – | – |
-5,820
| Closed | -$1.19M |
|
1141
United Bankshares
UBSI
$6.71B
| – | – |
-6,023
| Closed | -$218K |
|
1142
Visteon
VC
$2.85B
| – | – |
-13,560
| Closed | -$913K |
|
1143
Vericel Corp
VCEL
$2.39B
| – | – |
-21,700
| Closed | -$380K |
|
1144
Vanda Pharmaceuticals
VNDA
$310M
| – | – |
-25,900
| Closed | -$477K |
|
1145
Vistra
VST
$50.1B
| – | – |
-12,900
| Closed | -$336K |
|
1146
Welltower
WELL
$175B
| – | – |
-5,476
| Closed | -$425K |
|
1147
Werner Enterprises
WERN
$2.3B
| – | – |
-14,075
| Closed | -$481K |
|
1148
Wendy's
WEN
$1.46B
| – | – |
-10,544
| Closed | -$189K |
|
1149
Whirlpool
WHR
$2.49B
| – | – |
-2,251
| Closed | -$299K |
|
1150
Wingstop
WING
$3.67B
| – | – |
-3,300
| Closed | -$251K |
|
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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.