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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
VG
426
DELISTED
Vonage Holdings Corporation
VG
$543K 0.08%
54,100
+3,800
+8% +$36.5K
LAD icon
427
Lithia Motors
LAD
$8.47B
$541K 0.08%
5,831
-6,669
-53% -$580K
DLB icon
428
Dolby
DLB
$5.51B
$540K 0.08%
8,570
-1,130
-12% -$72.2K
AMCX icon
429
AMC Global Media
AMCX
$492M
$538K 0.08%
9,471
+3,838
+68% +$236K
KEY icon
430
KeyCorp
KEY
$24.2B
$538K 0.08%
34,153
+13,153
+63% +$219K
CPT icon
431
Camden Property Trust
CPT
$11B
$536K 0.08%
+5,281
New +$508K
NLSN
432
DELISTED
Nielsen Holdings plc
NLSN
$535K 0.08%
+22,600
New +$585K
HAL icon
433
Halliburton
HAL
$26.9B
$530K 0.08%
+18,104
New +$547K
WD icon
434
Walker & Dunlop
WD
$1.71B
$529K 0.08%
+10,400
New +$528K
GIII icon
435
G-III Apparel Group
GIII
$1.54B
$528K 0.08%
+13,203
New +$459K
BMO icon
436
Bank of Montreal
BMO
$126B
$527K 0.08%
7,043
+3,163
+82% +$234K
EVBG
437
DELISTED
Everbridge, Inc. Common Stock
EVBG
$525K 0.08%
+7,000
New +$457K
APPF icon
438
AppFolio
APPF
$6.38B
$524K 0.08%
+6,600
New +$441K
ARRY
439
DELISTED
Array Biopharma Inc
ARRY
$524K 0.08%
+21,500
New +$448K
CHGG icon
440
Chegg
CHGG
$110M
$522K 0.08%
+13,700
New +$499K
CAT icon
441
Caterpillar
CAT
$375B
$521K 0.08%
+3,846
New +$511K
OMF icon
442
OneMain Financial
OMF
$7.2B
$521K 0.08%
+16,400
New +$508K
SPNT icon
443
SiriusPoint
SPNT
$2.75B
$520K 0.08%
+50,100
New +$533K
ATKR icon
444
Atkore
ATKR
$2.46B
$519K 0.08%
24,100
+10,600
+79% +$237K
BCC icon
445
Boise Cascade
BCC
$2.69B
$519K 0.08%
+19,400
New +$523K
BG icon
446
Bunge Global
BG
$20.4B
$518K 0.08%
+9,770
New +$518K
GNRC icon
447
Generac Holdings
GNRC
$11.6B
$518K 0.08%
+10,109
New +$527K
RYN icon
448
Rayonier
RYN
$6.55B
$518K 0.08%
18,124
+3,244
+22% +$86.6K
AROC icon
449
Archrock
AROC
$6.27B
$516K 0.08%
+52,800
New +$505K
OMC icon
450
Omnicom Group
OMC
$21.6B
$514K 0.08%
+7,039
New +$529K
16 17
18
19 20

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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.