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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
MTB icon
51
M&T Bank
MTB
$36.3B
$2.01M 0.3%
12,795
+10,392
+432% +$1.71M
BLMN icon
52
Bloomin' Brands
BLMN
$754M
$2M 0.3%
97,960
+61,860
+171% +$1.23M
DOX icon
53
Amdocs
DOX
$6.03B
$1.96M 0.3%
36,258
+30,258
+504% +$1.7M
SLB icon
54
SLB Ltd
SLB
$72.7B
$1.86M 0.28%
42,781
-8,253
-16% -$357K
PFE icon
55
Pfizer
PFE
$143B
$1.85M 0.28%
45,865
+32,199
+236% +$1.29M
SPG icon
56
Simon Property Group
SPG
$76.4B
$1.8M 0.27%
9,888
+1,743
+21% +$310K
HPQ icon
57
HP
HPQ
$26B
$1.8M 0.27%
92,484
+68,651
+288% +$1.46M
FFIV icon
58
F5
FFIV
$22B
$1.79M 0.27%
11,410
+6,296
+123% +$1.01M
AFG icon
59
American Financial Group
AFG
$11.9B
$1.79M 0.27%
+18,588
New +$1.78M
ROST icon
60
Ross Stores
ROST
$80.8B
$1.78M 0.27%
+19,077
New +$1.75M
BRKR icon
61
Bruker
BRKR
$9.4B
$1.77M 0.27%
+46,100
New +$1.66M
MET icon
62
MetLife
MET
$62.4B
$1.75M 0.27%
+41,207
New +$1.82M
TJX icon
63
TJX Companies
TJX
$179B
$1.75M 0.27%
32,923
+22,789
+225% +$1.14M
PM icon
64
Philip Morris
PM
$309B
$1.74M 0.26%
19,700
-24,168
-55% -$1.95M
ADM icon
65
Archer Daniels Midland
ADM
$38.7B
$1.73M 0.26%
+40,187
New +$1.72M
LPLA icon
66
LPL Financial
LPLA
$27B
$1.73M 0.26%
24,873
+21,473
+632% +$1.55M
CTXS
67
DELISTED
Citrix Systems Inc
CTXS
$1.73M 0.26%
17,322
+14,892
+613% +$1.54M
CBRE icon
68
CBRE Group
CBRE
$43.3B
$1.72M 0.26%
+34,683
New +$1.63M
ICE icon
69
Intercontinental Exchange
ICE
$87.2B
$1.71M 0.26%
22,446
+2,644
+13% +$198K
MA icon
70
Mastercard
MA
$498B
$1.71M 0.26%
7,245
+2,154
+42% +$463K
DECK icon
71
Deckers Outdoor
DECK
$14.1B
$1.7M 0.26%
+69,246
New +$1.57M
IPG
72
DELISTED
Interpublic Group of Companies
IPG
$1.7M 0.26%
+80,662
New +$1.8M
LW icon
73
Lamb Weston
LW
$7.42B
$1.68M 0.25%
22,400
+15,300
+215% +$1.08M
DAN icon
74
Dana Inc
DAN
$2.88B
$1.65M 0.25%
+93,100
New +$1.65M
BIIB icon
75
Biogen
BIIB
$30.9B
$1.65M 0.25%
6,978
+5,552
+389% +$1.75M
1 2
3
4 5

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BDF
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SCA
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IC
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WFA
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CA
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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.