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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
PK icon
226
Park Hotels & Resorts
PK
$3.08B
$1.55M 0.13%
56,100
+25,600
+84% +$768K
SPR
227
DELISTED
Spirit AeroSystems
SPR
$1.54M 0.13%
18,968
+16,223
+591% +$1.37M
MDU icon
228
MDU Resources
MDU
$4.18B
$1.54M 0.13%
157,028
+59,178
+60% +$576K
PEP icon
229
PepsiCo
PEP
$196B
$1.54M 0.13%
11,739
+9,898
+538% +$1.27M
TMHC
230
DELISTED
Taylor Morrison
TMHC
$1.53M 0.13%
+72,787
New +$1.45M
BIIB icon
231
Biogen
BIIB
$30.9B
$1.51M 0.13%
6,438
-540
-8% -$125K
RDN icon
232
Radian Group
RDN
$5.28B
$1.51M 0.13%
+65,898
New +$1.5M
BMO icon
233
Bank of Montreal
BMO
$123B
$1.5M 0.13%
19,883
+12,840
+182% +$982K
PYPL icon
234
PayPal
PYPL
$50.3B
$1.5M 0.13%
+13,100
New +$1.45M
DK icon
235
Delek US
DK
$3.98B
$1.49M 0.13%
+36,837
New +$1.35M
MINI
236
DELISTED
Mobile Mini Inc
MINI
$1.49M 0.13%
49,000
+31,500
+180% +$1.05M
BKU icon
237
Bankunited
BKU
$3.33B
$1.49M 0.13%
44,039
+25,709
+140% +$886K
DOX icon
238
Amdocs
DOX
$6.03B
$1.48M 0.13%
23,887
-12,371
-34% -$715K
CNP icon
239
CenterPoint Energy
CNP
$28.3B
$1.47M 0.13%
51,469
+33,197
+182% +$990K
COO icon
240
Cooper Companies
COO
$14.2B
$1.47M 0.13%
17,460
+4,640
+36% +$349K
SLM icon
241
SLM Corp
SLM
$4.83B
$1.47M 0.13%
150,894
+105,520
+233% +$1.05M
WEC icon
242
WEC Energy
WEC
$36.3B
$1.47M 0.13%
17,588
+14,258
+428% +$1.14M
CB icon
243
Chubb
CB
$140B
$1.46M 0.13%
+9,934
New +$1.43M
CXO
244
DELISTED
CONCHO RESOURCES INC.
CXO
$1.46M 0.13%
14,117
+10,758
+320% +$1.16M
PWR icon
245
Quanta Services
PWR
$84.2B
$1.45M 0.13%
38,067
+22,265
+141% +$845K
CW icon
246
Curtiss-Wright
CW
$25.1B
$1.45M 0.13%
11,421
+6,500
+132% +$749K
PCAR icon
247
PACCAR
PCAR
$70.5B
$1.45M 0.13%
30,321
+24,336
+407% +$1.13M
RLJ icon
248
RLJ Lodging Trust
RLJ
$1.88B
$1.45M 0.13%
+81,525
New +$1.48M
TT icon
249
Trane Technologies
TT
$98.8B
$1.45M 0.13%
+11,414
New +$1.37M
FICO icon
250
Fair Isaac
FICO
$31.8B
$1.44M 0.12%
4,600
+3,000
+188% +$870K
8 9
10
11 12

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WFA
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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.