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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
CSGS
76
DELISTED
CSG Systems International
CSGS
$1.65M 0.25%
38,984
+31,800
+443% +$1.23M
JLL icon
77
Jones Lang LaSalle
JLL
$16.8B
$1.65M 0.25%
10,687
+6,987
+189% +$1.05M
SPGI icon
78
S&P Global
SPGI
$122B
$1.64M 0.25%
7,767
+6,411
+473% +$1.24M
CNQ icon
79
Canadian Natural Resources
CNQ
$98.6B
$1.63M 0.25%
+120,807
New +$1.61M
NKE icon
80
Nike
NKE
$62.7B
$1.6M 0.24%
19,052
-2,378
-11% -$196K
CM icon
81
Canadian Imperial Bank of Commerce
CM
$108B
$1.6M 0.24%
40,512
+30,522
+306% +$1.27M
HCA icon
82
HCA Healthcare
HCA
$85.7B
$1.6M 0.24%
+12,254
New +$1.65M
DXCM icon
83
DexCom
DXCM
$28.8B
$1.6M 0.24%
+53,596
New +$1.88M
OXY icon
84
Occidental Petroleum
OXY
$55.6B
$1.59M 0.24%
23,973
+16,226
+209% +$1.07M
WSM icon
85
Williams-Sonoma
WSM
$27.5B
$1.58M 0.24%
+56,266
New +$1.55M
ST icon
86
Sensata Technologies
ST
$6.98B
$1.57M 0.24%
34,939
+28,751
+465% +$1.36M
ACN icon
87
Accenture
ACN
$99.9B
$1.57M 0.24%
8,918
-15,945
-64% -$2.51M
ABMD
88
DELISTED
Abiomed Inc
ABMD
$1.56M 0.24%
+5,475
New +$1.82M
BAC icon
89
Bank of America
BAC
$433B
$1.55M 0.24%
+56,319
New +$1.59M
PEG icon
90
Public Service Enterprise Group
PEG
$38.6B
$1.54M 0.23%
+25,999
New +$1.45M
TEX icon
91
Terex
TEX
$7.11B
$1.54M 0.23%
+47,841
New +$1.52M
NOV icon
92
NOV
NOV
$6.93B
$1.53M 0.23%
57,476
+41,244
+254% +$1.17M
AJG icon
93
Arthur J. Gallagher & Co
AJG
$65.9B
$1.52M 0.23%
+19,467
New +$1.5M
BRO icon
94
Brown & Brown
BRO
$23.7B
$1.49M 0.23%
+50,624
New +$1.45M
PVH icon
95
PVH
PVH
$4.01B
$1.48M 0.22%
12,135
+1,052
+9% +$115K
MMM icon
96
3M
MMM
$90.8B
$1.48M 0.22%
8,513
+6,035
+244% +$1.02M
GLW icon
97
Corning
GLW
$116B
$1.46M 0.22%
+44,080
New +$1.45M
NRG icon
98
NRG Energy
NRG
$28.3B
$1.45M 0.22%
34,192
+15,292
+81% +$633K
PEGA icon
99
Pegasystems
PEGA
$4.94B
$1.45M 0.22%
+44,600
New +$1.32M
HLT icon
100
Hilton Worldwide
HLT
$72.5B
$1.45M 0.22%
17,425
+14,125
+428% +$1.11M
2 3
4
5 6

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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.