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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
ADP icon
801
Automatic Data Processing
ADP
$106B
– –
-4,400
Closed -$577K
AIG icon
802
American International
AIG
$41.7B
– –
-12,645
Closed -$498K
AKAM icon
803
Akamai
AKAM
$16.7B
– –
-10,200
Closed -$623K
ALGN icon
804
Align Technology
ALGN
$12.1B
– –
-2,143
Closed -$449K
ALKS icon
805
Alkermes
ALKS
$8.22B
– –
-29,675
Closed -$876K
AMD icon
806
Advanced Micro Devices
AMD
$776B
– –
-16,700
Closed -$308K
AME icon
807
Ametek
AME
$55.4B
– –
-7,600
Closed -$515K
AMT icon
808
American Tower
AMT
$80.8B
– –
-1,429
Closed -$226K
ANET icon
809
Arista Networks
ANET
$227B
– –
-73,600
Closed -$969K
AON icon
810
Aon
AON
$76.5B
– –
-12,683
Closed -$1.84M
APLE icon
811
Apple Hospitality REIT
APLE
$3.9B
– –
-11,300
Closed -$161K
APOG icon
812
Apogee Enterprises
APOG
$826M
– –
-17,573
Closed -$525K
ASH icon
813
Ashland
ASH
$3.33B
– –
-3,000
Closed -$213K
CVSA
814
Covista Inc
CVSA
$4.25B
– –
-20,200
Closed -$956K
AWI icon
815
Armstrong World Industries
AWI
$7.38B
– –
-12,100
Closed -$704K
AYI icon
816
Acuity Brands
AYI
$9.83B
– –
-9,000
Closed -$1.03M
BBWI icon
817
Bath & Body Works
BBWI
$4.06B
– –
-51,152
Closed -$1.06M
BEN icon
818
Franklin Resources
BEN
$17.6B
– –
-10,900
Closed -$323K
BFH icon
819
Bread Financial
BFH
$4.37B
– –
-5,199
Closed -$623K
BIO icon
820
Bio-Rad Laboratories Class A
BIO
$8.71B
– –
-1,600
Closed -$372K
BLD
821
DELISTED
TopBuild
BLD
– –
-8,800
Closed -$396K
BN icon
822
Brookfield
BN
$104B
– –
-24,504
Closed -$335K
BRX icon
823
Brixmor Property Group
BRX
$9.67B
– –
-15,100
Closed -$222K
BURL icon
824
Burlington
BURL
$23.2B
– –
-2,472
Closed -$402K
C icon
825
Citigroup
C
$222B
– –
-20,728
Closed -$1.08M
31 32
33
34 35

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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.