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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
RYAM icon
776
Rayonier Advanced Materials
RYAM
$604M
$203K 0.03%
+15,000
New +$203K
SFM icon
777
Sprouts Farmers Market
SFM
$8.13B
$203K 0.03%
+9,417
New +$221K
GOOS
778
Canada Goose Holdings
GOOS
$872M
$202K 0.03%
+4,200
New +$214K
GT icon
779
Goodyear
GT
$2B
$195K 0.03%
+10,765
New +$210K
IVR icon
780
Invesco Mortgage Capital
IVR
$759M
$193K 0.03%
+1,220
New +$193K
FORM icon
781
FormFactor
FORM
$8.28B
$191K 0.03%
+11,900
New +$179K
WEN icon
782
Wendy's
WEN
$1.4B
$189K 0.03%
+10,544
New +$179K
LXP icon
783
LXP Industrial Trust
LXP
$3.57B
$188K 0.03%
+4,160
New +$190K
RVNC
784
DELISTED
Revance Therapeutics, Inc.
RVNC
$188K 0.03%
+11,900
New +$206K
HT
785
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$175K 0.03%
+10,200
New +$184K
NTLA icon
786
Intellia Therapeutics
NTLA
$1.49B
$173K 0.03%
+10,100
New +$151K
OSUR icon
787
OraSure Technologies
OSUR
$279M
$165K 0.03%
+14,800
New +$172K
CY
788
DELISTED
Cypress Semiconductor
CY
$154K 0.02%
10,339
-11,961
-54% -$174K
AUD
789
DELISTED
Audacy, Inc.
AUD
$153K 0.02%
+29,200
New +$193K
HLX icon
790
Helix Energy Solutions
HLX
$1.4B
$146K 0.02%
18,400
-500
-3% -$3.58K
TIVO
791
DELISTED
Tivo Inc
TIVO
$134K 0.02%
+14,400
New +$149K
DVAX
792
DELISTED
Dynavax Technologies
DVAX
$130K 0.02%
+17,800
New +$174K
VGR
793
DELISTED
Vector Group Ltd.
VGR
$123K 0.02%
16,878
-22,799
-57% -$170K
VSTO
794
DELISTED
Vista Outdoor Inc.
VSTO
$119K 0.02%
14,800
-11,000
-43% -$108K
DDD icon
795
3D Systems Corp
DDD
$431M
$110K 0.02%
+10,221
New +$121K
DPLO
796
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$64K 0.01%
+11,100
New +$115K
AAP icon
797
Advance Auto Parts
AAP
$3.35B
– –
-2,353
Closed -$371K
AAPL icon
798
Apple
AAPL
$4.54T
– –
-23,972
Closed -$945K
ABCB icon
799
Ameris Bancorp
ABCB
$5.85B
– –
-12,800
Closed -$405K
ABG icon
800
Asbury Automotive
ABG
$4.31B
– –
-10,800
Closed -$720K
30 31
32
33 34

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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.