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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
+11.83%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$659M
AUM Growth
+$322M
Cap. Flow
+$291M
Cap. Flow %
44.18%
Top 10 Hldgs %
8.9%
Holding
1,015
New
392
Increased
248
Reduced
155
Closed
219

Top Buys

Rank Stock Value
1
CME icon
CME Group
CME
+$9.51M
2
DUK icon
Duke Energy
DUK
+$7.16M
3
TD icon
Toronto Dominion Bank
TD
+$5.89M
4
MDT icon
Medtronic
MDT
+$5.02M
5
TXN icon
Texas Instruments
TXN
+$4.86M

Top Sells

Rank Stock Value
1
ACN icon
Accenture
ACN
+$2.51M
2
FDX icon
FedEx
FDX
+$2.19M
3
PM icon
Philip Morris
PM
+$1.95M
4
AON icon
Aon
AON
+$1.84M
5
XOM icon
ExxonMobil
XOM
+$1.81M

Sector Composition

Rank Sector Weight
1 Financials 16.28%
2 Healthcare 13.89%
3 Technology 13.74%
4 Industrials 12.57%
5 Consumer Discretionary 11.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CORE
251
DELISTED
Core Mark Holding Co., Inc.
CORE
$850K 0.13%
22,900
+11,200
+96% +$352K
OMCL icon
252
Omnicell
OMCL
$1.61B
$849K 0.13%
+10,500
New +$786K
UGI icon
253
UGI
UGI
$7.74B
$848K 0.13%
15,301
+10,589
+225% +$579K
LEA icon
254
Lear
LEA
$6.54B
$847K 0.13%
+6,243
New +$915K
CDNS icon
255
Cadence Design Systems
CDNS
$93.6B
$845K 0.13%
13,300
-14,429
-52% -$764K
HALO icon
256
Halozyme
HALO
$9.79B
$845K 0.13%
+52,500
New +$851K
LSI
257
DELISTED
Life Storage, Inc.
LSI
$845K 0.13%
+13,032
New +$835K
WAL icon
258
Western Alliance Bancorporation
WAL
$8.79B
$830K 0.13%
+20,226
New +$891K
CORT icon
259
Corcept Therapeutics
CORT
$12.4B
$826K 0.13%
70,400
+50,900
+261% +$633K
KHC icon
260
Kraft Heinz
KHC
$30.7B
$823K 0.12%
25,200
-5,000
-17% -$204K
PRKS icon
261
United Parks & Resorts
PRKS
$2.1B
$823K 0.12%
+31,930
New +$815K
NATI
262
DELISTED
National Instruments Corp
NATI
$821K 0.12%
+18,514
New +$839K
SUPN icon
263
Supernus Pharmaceuticals
SUPN
$2.59B
$820K 0.12%
23,400
+8,900
+61% +$331K
HRL icon
264
Hormel Foods
HRL
$13.8B
$819K 0.12%
+18,297
New +$783K
NTRS icon
265
Northern Trust
NTRS
$33.3B
$819K 0.12%
9,061
-2,227
-20% -$201K
BXMT icon
266
Blackstone Mortgage Trust
BXMT
$2.45B
$818K 0.12%
23,679
+15,979
+208% +$542K
JBHT icon
267
JB Hunt Transport Services
JBHT
$25.5B
$814K 0.12%
+8,036
New +$833K
SCS
268
DELISTED
Steelcase
SCS
$805K 0.12%
55,300
+39,700
+254% +$660K
AAMI
269
Acadian Asset Management
AAMI
$3.08B
$805K 0.12%
59,400
+18,600
+46% +$240K
RJF icon
270
Raymond James Financial
RJF
$33.8B
$802K 0.12%
+14,961
New +$801K
MCRN
271
DELISTED
Milacron Holdings Corp.
MCRN
$790K 0.12%
69,800
+57,200
+454% +$756K
CLB icon
272
Core Laboratories
CLB
$488M
$787K 0.12%
11,423
+5,423
+90% +$364K
ASB icon
273
Associated Banc-Corp
ASB
$5.83B
$783K 0.12%
36,687
+21,287
+138% +$469K
MANT
274
DELISTED
Mantech International Corp
MANT
$783K 0.12%
+14,500
New +$794K
PFPT
275
DELISTED
Proofpoint, Inc.
PFPT
$781K 0.12%
+6,431
New +$705K
9 10
11
12 13

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CCP
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AlphaCrest Capital Management's Q1 2019 Portfolio in Review

As of Q1 2019, AlphaCrest Capital Management held 1,015 positions worth $659M, up 96% from $337M the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.

AlphaCrest Capital Management deployed $291M of net new capital in Q1 2019, opening 392 new positions and adding to 248 existing holdings. Its largest new stake was CME Group: 53,777 shares worth $8.85M.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Accenture, an estimated $2.51M trimmed.

  • AlphaCrest Capital Management's largest Q1 2019 buy was CME Group: 53,777 shares worth $8.85M.
  • AlphaCrest Capital Management added most to Toronto Dominion Bank in Q1 2019, an estimated $5.89M increase.
  • AlphaCrest Capital Management's biggest Q1 2019 reduction was Accenture, cutting an estimated $2.51M.
  • AlphaCrest Capital Management fully exited FedEx in Q1 2019, selling an estimated $2.19M.
  • AlphaCrest Capital Management's ten largest holdings make up 8.9% of its $659M portfolio in Q1 2019.
  • AlphaCrest Capital Management opened 392 new positions and closed 219 in Q1 2019.
  • AlphaCrest Capital Management's portfolio value rose 96% quarter-over-quarter to $659M.

Based on AlphaCrest Capital Management's 13F filing for Q1 2019, filed 10 May 2019.