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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
HXL icon
1076
Hexcel
HXL
$7.96B
– –
-8,261
Closed -$571K
ICE icon
1077
Intercontinental Exchange
ICE
$87.2B
– –
-22,446
Closed -$1.71M
ILMN icon
1078
Illumina
ILMN
$29.2B
– –
-1,804
Closed -$545K
IQV icon
1079
IQVIA
IQV
$40.6B
– –
-1,426
Closed -$205K
IRWD icon
1080
Ironwood Pharmaceuticals
IRWD
$604M
– –
-28,656
Closed -$325K
JELD icon
1081
JELD-WEN Holding
JELD
$103M
– –
-55,908
Closed -$987K
JNJ icon
1082
Johnson & Johnson
JNJ
$647B
– –
-21,205
Closed -$2.96M
KEY icon
1083
KeyCorp
KEY
$24.1B
– –
-34,153
Closed -$538K
KLIC icon
1084
Kulicke & Soffa
KLIC
$4.37B
– –
-21,100
Closed -$467K
LADR
1085
Ladder Capital
LADR
$1.24B
– –
-33,750
Closed -$574K
LEA icon
1086
Lear
LEA
$7.44B
– –
-6,243
Closed -$847K
LGND icon
1087
Ligand Pharmaceuticals
LGND
$5.84B
– –
-3,597
Closed -$282K
LII icon
1088
Lennox International
LII
$15.1B
– –
-910
Closed -$241K
LNW
1089
DELISTED
Light & Wonder
LNW
– –
-61,365
Closed -$1.25M
LPX icon
1090
Louisiana-Pacific
LPX
$5.17B
– –
-44,908
Closed -$1.09M
LZB icon
1091
La-Z-Boy
LZB
$1.63B
– –
-6,700
Closed -$221K
MASI
1092
DELISTED
Masimo
MASI
– –
-3,319
Closed -$459K
MEOH icon
1093
Methanex
MEOH
$4.04B
– –
-16,516
Closed -$939K
MMYT icon
1094
MakeMyTrip
MMYT
$5.28B
– –
-27,600
Closed -$762K
MOS icon
1095
The Mosaic Company
MOS
$7.09B
– –
-35,807
Closed -$978K
MSTR icon
1096
Strategy Inc
MSTR
$34.9B
– –
-21,000
Closed -$303K
MTG icon
1097
MGIC Investment
MTG
$6.54B
– –
-57,839
Closed -$763K
MUSA icon
1098
Murphy USA
MUSA
$11.5B
– –
-3,012
Closed -$258K
MXL icon
1099
MaxLinear
MXL
$5.16B
– –
-28,100
Closed -$717K
NJR icon
1100
New Jersey Resources
NJR
$6.05B
– –
-20,900
Closed -$1.04M
42 43
44
45 46

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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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.