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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
ETR icon
851
Entergy
ETR
$50.2B
– –
-6,600
Closed -$284K
ETSY icon
852
Etsy
ETSY
$7.75B
– –
-6,600
Closed -$314K
EVR icon
853
Evercore
EVR
$12.4B
– –
-10,700
Closed -$766K
EXP icon
854
Eagle Materials
EXP
$6.29B
– –
-11,300
Closed -$690K
EXR icon
855
Extra Space Storage
EXR
$31.3B
– –
-5,985
Closed -$542K
F icon
856
Ford
F
$58.5B
– –
-39,732
Closed -$304K
FDX icon
857
FedEx
FDX
$72.7B
– –
-13,596
Closed -$2.19M
FOXF icon
858
Fox Factory Holding Corp
FOXF
$755M
– –
-4,400
Closed -$259K
FTV icon
859
Fortive
FTV
$17.9B
– –
-6,026
Closed -$257K
FWONA icon
860
Liberty Media Series A
FWONA
$22.5B
– –
-8,878
Closed -$253K
FWONK icon
861
Liberty Media Series C
FWONK
$24.6B
– –
-9,515
Closed -$282K
G icon
862
Genpact
G
$5.96B
– –
-18,400
Closed -$497K
GE icon
863
GE Aerospace
GE
$374B
– –
-23,892
Closed -$867K
GIB icon
864
CGI
GIB
$15.1B
– –
-4,200
Closed -$257K
GLNG icon
865
Golar LNG
GLNG
$5B
– –
-29,800
Closed -$648K
GNTX icon
866
Gentex
GNTX
$4.97B
– –
-54,700
Closed -$1.1M
GOOG icon
867
Alphabet (Google) Class C
GOOG
$4.36T
– –
-8,000
Closed -$414K
GPI icon
868
Group 1 Automotive
GPI
$3.41B
– –
-4,900
Closed -$258K
GPN icon
869
Global Payments
GPN
$23B
– –
-3,038
Closed -$313K
H icon
870
Hyatt Hotels
H
$16.4B
– –
-4,200
Closed -$284K
HAIN icon
871
Hain Celestial
HAIN
$45M
– –
-15,400
Closed -$244K
HBI
872
DELISTED
Hanesbrands
HBI
– –
-47,266
Closed -$592K
HELE icon
873
Helen of Troy
HELE
$644M
– –
-6,500
Closed -$853K
HII icon
874
Huntington Ingalls Industries
HII
$12.9B
– –
-4,100
Closed -$780K
HOG icon
875
Harley-Davidson
HOG
$2.58B
– –
-12,956
Closed -$442K
33 34
35
36 37

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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.