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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
WMGI
726
DELISTED
Wright Medical Group Inc
WMGI
$242K 0.04%
+7,707
New +$234K
LII icon
727
Lennox International
LII
$14.4B
$241K 0.04%
910
-590
-39% -$141K
AGCO icon
728
AGCO
AGCO
$7.15B
$240K 0.04%
3,457
-443
-11% -$28.7K
CIT
729
DELISTED
CIT Group Inc.
CIT
$240K 0.04%
5,000
-7,400
-60% -$348K
SJM icon
730
J.M. Smucker
SJM
$12.7B
$239K 0.04%
+2,049
New +$214K
YEXT icon
731
Yext
YEXT
$547M
$238K 0.04%
+10,900
New +$198K
PUMP icon
732
ProPetro Holding
PUMP
$1.36B
$237K 0.04%
10,500
-15,200
-59% -$272K
NUAN
733
DELISTED
Nuance Communications, Inc.
NUAN
$237K 0.04%
16,191
-60,155
-79% -$834K
MTN icon
734
Vail Resorts
MTN
$5.32B
$236K 0.04%
1,087
-270
-20% -$55.2K
NTAP icon
735
NetApp
NTAP
$35B
$236K 0.04%
3,406
-13,917
-80% -$898K
EV
736
DELISTED
Eaton Vance Corp.
EV
$236K 0.04%
5,862
-17,538
-75% -$696K
ADSK icon
737
Autodesk
ADSK
$49.5B
$234K 0.04%
1,500
-4,700
-76% -$703K
CTB
738
DELISTED
Cooper Tire & Rubber Co.
CTB
$234K 0.04%
7,832
+32
+0.4% +$1.03K
PDCO
739
DELISTED
Patterson Companies, Inc.
PDCO
$231K 0.04%
10,580
-13,620
-56% -$302K
BDN
740
Brandywine Realty Trust
BDN
$524M
$230K 0.03%
14,500
-20,800
-59% -$314K
ITRI icon
741
Itron
ITRI
$4.36B
$229K 0.03%
+4,900
New +$260K
PAYC icon
742
Paycom
PAYC
$7.64B
$227K 0.03%
+1,200
New +$195K
VYX icon
743
NCR Voyix
VYX
$1.14B
$227K 0.03%
+13,529
New +$224K
DIOD icon
744
Diodes
DIOD
$3.78B
$226K 0.03%
6,500
-2,400
-27% -$86K
PEP icon
745
PepsiCo
PEP
$190B
$226K 0.03%
+1,841
New +$210K
TTWO icon
746
Take-Two Interactive
TTWO
$45.4B
$226K 0.03%
+2,392
New +$232K
OGE icon
747
OGE Energy
OGE
$9.78B
$225K 0.03%
+5,225
New +$216K
TWO
748
Two Harbors Investment
TWO
$1.27B
$225K 0.03%
4,158
-442
-10% -$24.7K
VMC icon
749
Vulcan Materials
VMC
$34.8B
$225K 0.03%
1,900
-3,451
-64% -$373K
LEG icon
750
Leggett & Platt
LEG
$1.34B
$223K 0.03%
+5,277
New +$222K
28 29
30
31 32

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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.