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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
ANF icon
326
Abercrombie & Fitch
ANF
$4.42B
$697K 0.11%
+25,415
New +$570K
BR icon
327
Broadridge
BR
$17.8B
$692K 0.11%
6,670
+4,058
+155% +$407K
APC
328
DELISTED
Anadarko Petroleum
APC
$692K 0.11%
+15,217
New +$690K
ALV icon
329
Autoliv
ALV
$9.02B
$690K 0.1%
9,389
+5,311
+130% +$412K
DEI icon
330
Douglas Emmett
DEI
$1.98B
$687K 0.1%
17,007
+10,207
+150% +$388K
EBAY icon
331
eBay
EBAY
$50.6B
$684K 0.1%
18,420
-11,980
-39% -$416K
ADSW
332
DELISTED
Advanced Disposal Services Inc
ADSW
$683K 0.1%
24,400
+2,500
+11% +$65K
AKR icon
333
Acadia Realty Trust
AKR
$3.09B
$682K 0.1%
+25,000
New +$690K
RS icon
334
Reliance Steel & Aluminium
RS
$20.7B
$682K 0.1%
7,559
+4,559
+152% +$380K
MNK
335
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$678K 0.1%
31,200
+19,400
+164% +$414K
ARWR icon
336
Arrowhead Research
ARWR
$11.9B
$677K 0.1%
+36,900
New +$609K
DG icon
337
Dollar General
DG
$28B
$677K 0.1%
+5,672
New +$660K
AVA icon
338
Avista
AVA
$3.34B
$676K 0.1%
+16,651
New +$684K
INVA icon
339
Innoviva
INVA
$1.55B
$671K 0.1%
47,800
+5,700
+14% +$92.3K
DLTR icon
340
Dollar Tree
DLTR
$24.4B
$670K 0.1%
+6,383
New +$627K
DRI icon
341
Darden Restaurants
DRI
$23.3B
$669K 0.1%
5,510
+1,394
+34% +$153K
META icon
342
Meta Platforms (Facebook)
META
$1.42T
$669K 0.1%
4,013
-10,658
-73% -$1.69M
SEM
343
DELISTED
Select Medical
SEM
$669K 0.1%
+88,160
New +$709K
FBIN icon
344
Fortune Brands Innovations
FBIN
$5.88B
$667K 0.1%
16,381
+3,160
+24% +$121K
SHW icon
345
Sherwin-Williams
SHW
$82.7B
$665K 0.1%
4,635
+1,644
+55% +$229K
LUV icon
346
Southwest Airlines
LUV
$22B
$663K 0.1%
12,766
-4,796
-27% -$253K
GWRE icon
347
Guidewire Software
GWRE
$12.6B
$661K 0.1%
+6,807
New +$609K
PCRX icon
348
Pacira BioSciences
PCRX
$1.04B
$660K 0.1%
17,340
+8,440
+95% +$329K
BBY icon
349
Best Buy
BBY
$18.2B
$659K 0.1%
9,271
-4,365
-32% -$272K
OSK icon
350
Oshkosh
OSK
$8.79B
$658K 0.1%
+8,752
New +$647K
12 13
14
15 16

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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 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.