We are live on ! Find out more
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
CACC icon
826
Credit Acceptance
CACC
$5.95B
– –
-700
Closed -$267K
CARS icon
827
Cars.com
CARS
$662M
– –
-14,300
Closed -$307K
CBT icon
828
Cabot Corp
CBT
$4.54B
– –
-9,100
Closed -$391K
CHD icon
829
Church & Dwight Co
CHD
$23.4B
– –
-5,200
Closed -$342K
CMC icon
830
Commercial Metals
CMC
$7.6B
– –
-37,200
Closed -$596K
CMCSA icon
831
Comcast
CMCSA
$85B
– –
-17,774
Closed -$605K
CMPR icon
832
Cimpress
CMPR
$2.39B
– –
-2,000
Closed -$207K
CNI icon
833
Canadian National Railway
CNI
$76.9B
– –
-3,359
Closed -$249K
CNX icon
834
CNX Resources
CNX
$5.3B
– –
-18,700
Closed -$214K
COR icon
835
Cencora
COR
$60.6B
– –
-5,257
Closed -$391K
CPRI icon
836
Capri Holdings
CPRI
$1.83B
– –
-8,355
Closed -$317K
CRL icon
837
Charles River Laboratories
CRL
$11.2B
– –
-5,400
Closed -$611K
CSIQ icon
838
Canadian Solar
CSIQ
$1.02B
– –
-32,700
Closed -$469K
CTRE icon
839
CareTrust REIT
CTRE
$9.91B
– –
-21,500
Closed -$397K
CUBE icon
840
CubeSmart
CUBE
$9.39B
– –
-24,800
Closed -$712K
DBI icon
841
Designer Brands
DBI
$307M
– –
-9,200
Closed -$227K
DCI icon
842
Donaldson
DCI
$10.9B
– –
-10,900
Closed -$473K
DDS icon
843
Dillards
DDS
$9.19B
– –
-3,400
Closed -$205K
DGX icon
844
Quest Diagnostics
DGX
$25.7B
– –
-2,850
Closed -$237K
DKS icon
845
Dick's Sporting Goods
DKS
$17.5B
– –
-17,900
Closed -$558K
DY icon
846
Dycom Industries
DY
$12B
– –
-4,700
Closed -$254K
ENOV icon
847
Enovis
ENOV
$1.68B
– –
-23,879
Closed -$859K
EOG icon
848
EOG Resources
EOG
$79.2B
– –
-10,949
Closed -$955K
EPAC icon
849
Enerpac Tool Group
EPAC
$1.83B
– –
-21,800
Closed -$458K
EPR icon
850
EPR Properties
EPR
$4.76B
– –
-4,100
Closed -$263K
32 33
34
35 36

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.