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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
PRAH
1176
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-2,400
Closed -$265K
CTB
1177
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-7,832
Closed -$234K
CLGX
1178
DELISTED
Corelogic, Inc.
CLGX
– –
-11,600
Closed -$432K
CUB
1179
DELISTED
Cubic Corporation
CUB
– –
-5,800
Closed -$326K
MIK
1180
DELISTED
Michaels Stores, Inc
MIK
– –
-27,100
Closed -$309K
WMGI
1181
DELISTED
Wright Medical Group Inc
WMGI
– –
-7,707
Closed -$242K
ADSW
1182
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-24,400
Closed -$683K
HTZ
1183
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-20,833
Closed -$314K
MNK
1184
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-31,200
Closed -$678K
DPLO
1185
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-11,100
Closed -$64K
LPT
1186
DELISTED
Liberty Property Trust
LPT
– –
-12,514
Closed -$606K
VIAB
1187
DELISTED
Viacom Inc. Class B
VIAB
– –
-16,431
Closed -$461K
MCRN
1188
DELISTED
Milacron Holdings Corp.
MCRN
– –
-69,800
Closed -$790K
LTXB
1189
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-8,500
Closed -$318K
CJ
1190
DELISTED
C&J Energy Services, Inc.
CJ
– –
-38,700
Closed -$601K
CHSP
1191
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-13,600
Closed -$378K
APC
1192
DELISTED
Anadarko Petroleum
APC
– –
-15,217
Closed -$692K
CTRL
1193
DELISTED
Control4 Corporation
CTRL
– –
-19,700
Closed -$334K
DATA
1194
DELISTED
Tableau Software, Inc.
DATA
– –
-3,215
Closed -$409K
ARRY
1195
DELISTED
Array Biopharma Inc
ARRY
– –
-21,500
Closed -$524K
ATVI
1196
DELISTED
Activision Blizzard
ATVI
– –
-7,506
Closed -$342K
VSTO
1197
DELISTED
Vista Outdoor Inc.
VSTO
– –
-14,800
Closed -$119K
AAWW
1198
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-7,200
Closed -$364K
SBNY
1199
DELISTED
Signature Bank
SBNY
– –
-3,825
Closed -$490K
REGI
1200
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-22,610
Closed -$497K
45 46 47
48
49

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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.