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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
(+96%)
Cap. Flow
+$291M
Cap. Flow
% of AUM
44.18%
Top 10 Holdings %
Top 10 Hldgs %
8.9%
Holding
1,015
New
392
Increased
248
Reduced
155
Closed
219
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$9.51M |
| 2 |
Duke Energy
DUK
|
+$7.16M |
| 3 |
Toronto Dominion Bank
TD
|
+$5.89M |
| 4 |
Medtronic
MDT
|
+$5.02M |
| 5 |
Texas Instruments
TXN
|
+$4.86M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Accenture
ACN
|
+$2.51M |
| 2 |
FedEx
FDX
|
+$2.19M |
| 3 |
Philip Morris
PM
|
+$1.95M |
| 4 |
Aon
AON
|
+$1.84M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
901
LKQ Corp
LKQ
$5.72B
| – | – |
-8,858
| Closed | -$210K |
|
902
Alliant Energy
LNT
$18.3B
| – | – |
-5,111
| Closed | -$216K |
|
903
Grand Canyon Education
LOPE
$3.85B
| – | – |
-4,800
| Closed | -$461K |
|
904
Lam Research
LRCX
$367B
| – | – |
-14,910
| Closed | -$203K |
|
905
Landstar System
LSTR
$5.93B
| – | – |
-3,700
| Closed | -$354K |
|
906
Live Nation Entertainment
LYV
$40.5B
| – | – |
-4,189
| Closed | -$206K |
|
907
Macerich
MAC
$7.33B
| – | – |
-8,667
| Closed | -$375K |
|
908
Mondelez International
MDLZ
$79.5B
| – | – |
-39,065
| Closed | -$1.56M |
|
909
Manulife Financial
MFC
$73.9B
| – | – |
-66,917
| Closed | -$950K |
|
910
MKS Inc
MKSI
$20.1B
| – | – |
-4,300
| Closed | -$278K |
|
911
Maximus
MMS
$3.17B
| – | – |
-4,700
| Closed | -$306K |
|
912
Altria Group
MO
$114B
| – | – |
-17,527
| Closed | -$866K |
|
913
MSCI
MSCI
$41.6B
| – | – |
-2,161
| Closed | -$319K |
|
914
Mettler-Toledo International
MTD
$28.6B
| – | – |
-400
| Closed | -$226K |
|
915
Myriad Genetics
MYGN
$270M
| – | – |
-9,300
| Closed | -$270K |
|
916
Navient
NAVI
$789M
| – | – |
-58,100
| Closed | -$512K |
|
917
Netflix
NFLX
$299B
| – | – |
-17,830
| Closed | -$477K |
|
918
Norfolk Southern
NSC
$75.4B
| – | – |
-1,811
| Closed | -$271K |
|
919
Nutanix
NTNX
$16B
| – | – |
-7,500
| Closed | -$312K |
|
920
Oneok
OKE
$57.2B
| – | – |
-12,500
| Closed | -$674K |
|
|
ACH
921
Accendra Health
ACH
$237M
| – | – |
-24,068
| Closed | -$152K |
|
922
Patrick Industries
PATK
$2.74B
| – | – |
-17,100
| Closed | -$338K |
|
923
PetMed Express
PETS
$41.7M
| – | – |
-11,700
| Closed | -$272K |
|
924
Principal Financial Group
PFG
$24.3B
| – | – |
-7,600
| Closed | -$336K |
|
|
PGRE
925
DELISTED
Paramount Group
PGRE
| – | – |
-25,100
| Closed | -$315K |
|
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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.