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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
KDP icon
501
Keurig Dr Pepper
KDP
$42.3B
$452K 0.07%
+16,163
New +$436K
O icon
502
Realty Income
O
$59.6B
$452K 0.07%
+6,341
New +$420K
FLO icon
503
Flowers Foods
FLO
$1.49B
$451K 0.07%
+21,137
New +$424K
FULT icon
504
Fulton Financial
FULT
$4.66B
$450K 0.07%
+29,100
New +$475K
SLM icon
505
SLM Corp
SLM
$4.89B
$450K 0.07%
+45,374
New +$470K
AWK icon
506
American Water Works
AWK
$26.7B
$449K 0.07%
4,307
+2,007
+87% +$197K
HUBB icon
507
Hubbell
HUBB
$25B
$448K 0.07%
+3,800
New +$430K
PAG icon
508
Penske Automotive Group
PAG
$14.3B
$448K 0.07%
10,043
+2,443
+32% +$108K
SPLK
509
DELISTED
Splunk Inc
SPLK
$448K 0.07%
+3,594
New +$449K
GRA
510
DELISTED
W.R. Grace & Co.
GRA
$448K 0.07%
+5,741
New +$423K
CCJ icon
511
Cameco
CCJ
$37.6B
$446K 0.07%
37,791
+26,391
+232% +$317K
CLF icon
512
Cleveland-Cliffs
CLF
$6.57B
$446K 0.07%
+44,634
New +$447K
MTZ icon
513
MasTec
MTZ
$21.1B
$446K 0.07%
+9,273
New +$417K
CNR
514
Core Natural Resources Inc
CNR
$4.02B
$445K 0.07%
+13,000
New +$455K
CE icon
515
Celanese
CE
$4.9B
$444K 0.07%
+4,500
New +$443K
OLLI icon
516
Ollie's Bargain Outlet
OLLI
$4.44B
$444K 0.07%
5,200
-800
-13% -$64.5K
OPTU
517
Optimum Communications Inc
OPTU
$298M
$442K 0.07%
20,600
+1,700
+9% +$34.4K
BWA icon
518
BorgWarner
BWA
$13.1B
$442K 0.07%
+13,086
New +$453K
BXP icon
519
Boston Properties
BXP
$11.2B
$442K 0.07%
3,303
-5,197
-61% -$668K
JBGS
520
JBG SMITH
JBGS
$818M
$442K 0.07%
+10,700
New +$420K
WBS icon
521
Webster Financial
WBS
$12.5B
$441K 0.07%
8,708
+708
+9% +$38.4K
MAS icon
522
Masco
MAS
$14.1B
$438K 0.07%
+11,153
New +$398K
INTC icon
523
Intel
INTC
$455B
$437K 0.07%
8,142
-1,558
-16% -$79K
FICO icon
524
Fair Isaac
FICO
$24.3B
$435K 0.07%
+1,600
New +$376K
MCHP icon
525
Microchip Technology
MCHP
$40.3B
$435K 0.07%
+10,484
New +$434K
19 20
21
22 23

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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.