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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
BXP icon
776
Boston Properties
BXP
$11.6B
$396K 0.03%
3,071
-232
-7% -$31.2K
SIG icon
777
Signet Jewelers
SIG
$3.84B
$395K 0.03%
+22,084
New +$474K
MSI icon
778
Motorola Solutions
MSI
$72.1B
$394K 0.03%
2,363
-12,768
-84% -$1.92M
GWRE icon
779
Guidewire Software
GWRE
$13.9B
$393K 0.03%
3,873
-2,934
-43% -$299K
PGRE
780
DELISTED
Paramount Group
PGRE
$392K 0.03%
+28,000
New +$404K
JLL icon
781
Jones Lang LaSalle
JLL
$15.8B
$388K 0.03%
2,755
-7,932
-74% -$1.13M
CRZO
782
DELISTED
Carrizo Oil & Gas Inc
CRZO
$387K 0.03%
38,577
+920
+2% +$10.6K
A icon
783
Agilent Technologies
A
$39.6B
$384K 0.03%
5,148
-7,393
-59% -$548K
DLTR icon
784
Dollar Tree
DLTR
$24.8B
$384K 0.03%
3,575
-2,808
-44% -$295K
DNKN
785
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$382K 0.03%
+4,800
New +$365K
DBI icon
786
Designer Brands
DBI
$315M
$380K 0.03%
+19,841
New +$405K
CATM
787
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$380K 0.03%
13,900
+6,200
+81% +$201K
CENTA icon
788
Central Garden & Pet Co Class A
CENTA
$2.43B
$379K 0.03%
19,235
-2,515
-12% -$50.5K
ALV icon
789
Autoliv
ALV
$9.14B
$377K 0.03%
5,343
-4,046
-43% -$296K
WBT
790
DELISTED
Welbilt, Inc.
WBT
$377K 0.03%
+22,600
New +$370K
BHF icon
791
Brighthouse Financial
BHF
$3.61B
$374K 0.03%
10,200
-23,400
-70% -$904K
BOH icon
792
Bank of Hawaii
BOH
$3.14B
$373K 0.03%
4,500
– –
CCK icon
793
Crown Holdings
CCK
$13B
$373K 0.03%
+6,100
New +$356K
SSYS icon
794
Stratasys
SSYS
$666M
$373K 0.03%
12,700
+3,900
+44% +$92.6K
WWW icon
795
Wolverine World Wide
WWW
$1.68B
$372K 0.03%
+13,510
New +$430K
AFG icon
796
American Financial Group
AFG
$11.9B
$370K 0.03%
3,615
-14,973
-81% -$1.51M
ST icon
797
Sensata Technologies
ST
$6.69B
$370K 0.03%
7,559
-27,380
-78% -$1.3M
MGA icon
798
Magna International
MGA
$18.8B
$369K 0.03%
7,419
-7,824
-51% -$386K
MELI icon
799
Mercado Libre
MELI
$94.5B
$368K 0.03%
601
+1
+0.2% +$557
ANGI icon
800
Angi Inc
ANGI
$247M
$367K 0.03%
2,820
+1,390
+97% +$214K
30 31
32
33 34

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WFA
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CCP
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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.