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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
(+96%)
Cap. Flow
+$291M
Cap. Flow
% of AUM
44.18%
Top 10 Holdings %
Top 10 Hldgs %
8.9%
Holding
1,015
New
392
Increased
248
Reduced
155
Closed
219
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$9.51M |
| 2 |
Duke Energy
DUK
|
+$7.16M |
| 3 |
Toronto Dominion Bank
TD
|
+$5.89M |
| 4 |
Medtronic
MDT
|
+$5.02M |
| 5 |
Texas Instruments
TXN
|
+$4.86M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Accenture
ACN
|
+$2.51M |
| 2 |
FedEx
FDX
|
+$2.19M |
| 3 |
Philip Morris
PM
|
+$1.95M |
| 4 |
Aon
AON
|
+$1.84M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
TRTN
376
DELISTED
Triton International Limited
TRTN
| $619K | 0.09% |
+19,900
| New | +$662K |
|
|
ERF
377
DELISTED
Enerplus Corporation
ERF
| $618K | 0.09% |
73,500
-12,400
| -14% | -$107K |
|
|
PE
378
DELISTED
PARSLEY ENERGY INC
PE
| $618K | 0.09% |
+32,000
| New | +$588K |
|
379
Albany International
AIN
$2.11B
| $616K | 0.09% |
+8,600
| New | +$613K |
|
380
Chemed
CHE
$7.07B
| $614K | 0.09% |
+1,918
| New | +$589K |
|
381
D.R. Horton
DHI
$40B
| $613K | 0.09% |
+14,819
| New | +$580K |
|
382
Bankunited
BKU
$3.37B
| $612K | 0.09% |
18,330
+10,330
| +129% | +$356K |
|
383
Nucor
NUE
$58.6B
| $611K | 0.09% |
10,475
+644
| +7% | +$37.8K |
|
384
BJ's Restaurants
BJRI
$1.42B
| $607K | 0.09% |
+12,842
| New | +$644K |
|
385
Healthcare Services Group
HCSG
$1.6B
| $607K | 0.09% |
+18,387
| New | +$704K |
|
386
O-I Glass
OI
$1.1B
| $606K | 0.09% |
+31,919
| New | +$619K |
|
|
LPT
387
DELISTED
Liberty Property Trust
LPT
| $606K | 0.09% |
+12,514
| New | +$583K |
|
|
ANSS
388
DELISTED
Ansys
ANSS
| $604K | 0.09% |
3,308
-1,192
| -26% | -$202K |
|
389
MSC Industrial Direct
MSM
$6.89B
| $602K | 0.09% |
7,280
-7,620
| -51% | -$628K |
|
390
Emcor
EME
$35.2B
| $601K | 0.09% |
8,226
+426
| +5% | +$28.9K |
|
|
CJ
391
DELISTED
C&J Energy Services, Inc.
CJ
| $601K | 0.09% |
+38,700
| New | +$624K |
|
392
InterDigital
IDCC
$7.87B
| $597K | 0.09% |
9,052
-8,148
| -47% | -$566K |
|
393
Quanta Services
PWR
$100B
| $596K | 0.09% |
15,802
+3,202
| +25% | +$112K |
|
|
HOLX
394
DELISTED
Hologic
HOLX
| $594K | 0.09% |
+12,268
| New | +$553K |
|
|
MINI
395
DELISTED
Mobile Mini Inc
MINI
| $594K | 0.09% |
+17,500
| New | +$622K |
|
|
PDM
396
Piedmont Realty Trust
PDM
$1.21B
| $588K | 0.09% |
+28,200
| New | +$555K |
|
397
Consolidated Edison
ED
$40.1B
| $586K | 0.09% |
6,906
-1,113
| -14% | -$88.9K |
|
398
Norwegian Cruise Line
NCLH
$8.51B
| $583K | 0.09% |
10,600
+2,079
| +24% | +$107K |
|
399
Teradyne
TER
$57.6B
| $582K | 0.09% |
14,608
+197
| +1% | +$7.36K |
|
400
Chipotle Mexican Grill
CMG
$47.2B
| $580K | 0.09% |
+40,800
| New | +$473K |
|
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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.