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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 | |
|---|---|---|---|---|---|---|
951
Lumen
LUMN
$6.43B
| $220K | 0.02% |
18,719
-2,790
| -13% | -$31.4K |
|
952
Rush Enterprises Class A
RUSHA
$6.34B
| $219K | 0.02% |
13,500
-6,525
| -33% | -$114K |
|
953
Landstar System
LSTR
$6.03B
| $218K | 0.02% |
+2,023
| New | +$216K |
|
954
Applied Industrial Technologies
AIT
$12.4B
| $215K | 0.02% |
+3,500
| New | +$204K |
|
955
GATX Corp
GATX
$6.45B
| $214K | 0.02% |
+2,700
| New | +$205K |
|
956
Wynn Resorts
WYNN
$10.3B
| $214K | 0.02% |
+1,727
| New | +$222K |
|
957
Omnicom Group
OMC
$23.5B
| $213K | 0.02% |
2,604
-4,435
| -63% | -$350K |
|
958
Dana Inc
DAN
$2.88B
| $212K | 0.02% |
10,641
-82,459
| -89% | -$1.47M |
|
959
Baxter International
BAX
$12.8B
| $210K | 0.02% |
2,562
-616
| -19% | -$47.8K |
|
|
ALXN
960
DELISTED
Alexion Pharmaceuticals
ALXN
| $210K | 0.02% |
1,600
-888
| -36% | -$114K |
|
961
Oil States International
OIS
$466M
| $209K | 0.02% |
+11,400
| New | +$204K |
|
|
MZTI
962
The Marzetti Company
MZTI
$3.05B
| $208K | 0.02% |
1,400
-500
| -26% | -$74.9K |
|
963
Xylem
XYL
$28.5B
| $208K | 0.02% |
+2,492
| New | +$199K |
|
|
FLXN
964
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $207K | 0.02% |
16,800
-500
| -3% | -$5.77K |
|
|
CRC
965
DELISTED
California Resources Corporation
CRC
| $207K | 0.02% |
10,500
-300
| -3% | -$6.38K |
|
966
Cathay General Bancorp
CATY
$4.23B
| $201K | 0.02% |
+5,600
| New | +$199K |
|
|
DEA
967
Easterly Government Properties
DEA
$1.16B
| $201K | 0.02% |
+4,440
| New | +$202K |
|
968
LivaNova
LIVN
$4.47B
| $201K | 0.02% |
+2,800
| New | +$205K |
|
969
Orthofix Medical
OFIX
$492M
| $201K | 0.02% |
+3,800
| New | +$202K |
|
970
Zillow
ZG
$7.85B
| $201K | 0.02% |
+4,400
| New | +$173K |
|
971
BOK Financial
BOKF
$8.58B
| $200K | 0.02% |
2,655
-3,400
| -56% | -$276K |
|
|
GDEN
972
DELISTED
Golden Entertainment
GDEN
| $200K | 0.02% |
+14,300
| New | +$208K |
|
973
AGNC Investment
AGNC
$12.7B
| $196K | 0.02% |
11,661
-30,066
| -72% | -$523K |
|
974
Home BancShares
HOMB
$6.3B
| $196K | 0.02% |
+10,200
| New | +$190K |
|
975
Kite Realty
KRG
$5.86B
| $194K | 0.02% |
+12,800
| New | +$202K |
|
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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.