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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 | 16.45% |
| 2 | Healthcare | 14.7% |
| 3 | Technology | 14.57% |
| 4 | Industrials | 12.68% |
| 5 | Consumer Discretionary | 11.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
576
Ball Corp
BALL
$16.2B
| $374K | 0.06% |
6,461
-17,479
| -73% | -$932K |
|
577
Match Group
MTCH
$10B
| $374K | 0.06% |
+6,600
| New | +$349K |
|
|
CXO
578
DELISTED
CONCHO RESOURCES INC.
CXO
| $373K | 0.06% |
3,359
-4,319
| -56% | -$488K |
|
579
Rush Enterprises Class A
RUSHA
$5.72B
| $372K | 0.06% |
30,038
-1,687
| -5% | -$19.9K |
|
580
Old Dominion Freight Line
ODFL
$36.2B
| $367K | 0.06% |
7,635
+1,539
| +25% | +$71.9K |
|
581
Hewlett Packard
HPE
$75.2B
| $366K | 0.06% |
23,700
+3,900
| +20% | +$60.1K |
|
582
New York Times
NYT
$11.7B
| $366K | 0.06% |
+11,128
| New | +$329K |
|
583
Teradata
TDC
$2.71B
| $366K | 0.06% |
+8,380
| New | +$376K |
|
584
Hasbro
HAS
$12.6B
| $364K | 0.06% |
4,286
+449
| +12% | +$39.1K |
|
585
UDR
UDR
$11.1B
| $364K | 0.06% |
8,001
-5,626
| -41% | -$244K |
|
|
AAWW
586
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $364K | 0.06% |
+7,200
| New | +$364K |
|
587
Alaska Air
ALK
$4.43B
| $363K | 0.06% |
+6,472
| New | +$395K |
|
588
Worthington Enterprises
WOR
$2.88B
| $362K | 0.05% |
15,733
+4,217
| +37% | +$96.6K |
|
589
Essent Group
ESNT
$6.1B
| $361K | 0.05% |
8,314
-12,886
| -61% | -$531K |
|
590
MGM Resorts International
MGM
$9.66B
| $361K | 0.05% |
+14,083
| New | +$386K |
|
591
American Airlines Group
AAL
$8.41B
| $360K | 0.05% |
11,343
-19,657
| -63% | -$660K |
|
592
Bank of Hawaii
BOH
$2.95B
| $355K | 0.05% |
+4,500
| New | +$353K |
|
|
NTUS
593
DELISTED
Natus Medical Inc
NTUS
| $355K | 0.05% |
+14,000
| New | +$418K |
|
594
Wabash National
WNC
$482M
| $354K | 0.05% |
26,100
+10,400
| +66% | +$147K |
|
595
Unisys
UIS
$179M
| $350K | 0.05% |
+30,000
| New | +$387K |
|
596
Avis
CAR
$4.13B
| $349K | 0.05% |
10,000
-2,300
| -19% | -$68.9K |
|
597
Prudential Financial
PRU
$40.4B
| $349K | 0.05% |
+3,801
| New | +$350K |
|
|
PBCT
598
DELISTED
People's United Financial Inc
PBCT
| $349K | 0.05% |
21,242
-9,558
| -31% | -$159K |
|
599
Saia
SAIA
$9.14B
| $348K | 0.05% |
+5,700
| New | +$353K |
|
|
LTRPA
600
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $348K | 0.05% |
+24,500
| New | +$386K |
|
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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.