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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 | |
|---|---|---|---|---|---|---|
|
MSGN
401
DELISTED
MSG Networks Inc.
MSGN
| $576K | 0.09% |
+26,500
| New | +$611K |
|
402
RB Global
RBA
$20.4B
| $575K | 0.09% |
+16,900
| New | +$595K |
|
|
VRNT
403
DELISTED
Verint Systems
VRNT
| $575K | 0.09% |
18,845
+8,245
| +78% | +$210K |
|
|
LADR
404
Ladder Capital
LADR
$1.21B
| $574K | 0.09% |
+33,750
| New | +$577K |
|
405
Labcorp
LH
$25B
| $574K | 0.09% |
4,366
-901
| -17% | -$111K |
|
406
Comfort Systems
FIX
$60.9B
| $571K | 0.09% |
+10,900
| New | +$544K |
|
407
Hexcel
HXL
$7.79B
| $571K | 0.09% |
+8,261
| New | +$556K |
|
|
ROIC
408
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $567K | 0.09% |
32,700
+21,800
| +200% | +$373K |
|
|
WRI
409
DELISTED
Weingarten Realty Investors
WRI
| $567K | 0.09% |
+19,300
| New | +$541K |
|
410
Amphenol
APH
$198B
| $564K | 0.09% |
23,872
-13,876
| -37% | -$310K |
|
411
Crown Castle
CCI
$33.3B
| $564K | 0.09% |
4,405
-95
| -2% | -$11.1K |
|
412
Ingredion
INGR
$6.27B
| $562K | 0.09% |
+5,930
| New | +$560K |
|
413
Schneider National
SNDR
$6.26B
| $562K | 0.09% |
26,700
+3,000
| +13% | +$64.2K |
|
414
Target
TGT
$65.6B
| $562K | 0.09% |
+7,000
| New | +$512K |
|
415
CenterPoint Energy
CNP
$27.7B
| $561K | 0.09% |
+18,272
| New | +$553K |
|
416
Urban Edge Properties
UE
$2.86B
| $561K | 0.09% |
+29,500
| New | +$570K |
|
|
EE
417
DELISTED
El Paso Electric Company
EE
| $559K | 0.08% |
+9,500
| New | +$513K |
|
418
Curtiss-Wright
CW
$26.7B
| $558K | 0.08% |
4,921
-179
| -4% | -$20.4K |
|
419
Sempra
SRE
$57.9B
| $557K | 0.08% |
8,850
-1,350
| -13% | -$79.5K |
|
420
TriNet
TNET
$3.02B
| $550K | 0.08% |
+9,200
| New | +$485K |
|
|
GAP
421
The Gap Inc
GAP
$7.23B
| $549K | 0.08% |
+20,967
| New | +$536K |
|
422
Illumina
ILMN
$31B
| $545K | 0.08% |
1,804
+776
| +75% | +$226K |
|
423
Voya Financial
VOYA
$9.01B
| $545K | 0.08% |
10,900
-5,900
| -35% | -$280K |
|
|
HRC
424
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $545K | 0.08% |
5,152
+52
| +1% | +$5.24K |
|
|
MRSH
425
Marsh
MRSH
$90.5B
| $543K | 0.08% |
5,781
-3,841
| -40% | -$340K |
|
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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.