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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
HUM icon
101
Humana
HUM
$44B
$1.44M 0.22%
5,400
+1,775
+49% +$512K
LULU icon
102
lululemon athletica
LULU
$13.6B
$1.43M 0.22%
+8,731
New +$1.28M
VFC icon
103
VF Corp
VFC
$5.87B
$1.43M 0.22%
17,453
-2,571
-13% -$201K
AXTA icon
104
Axalta
AXTA
$7.71B
$1.4M 0.21%
55,600
+33,500
+152% +$862K
PARA
105
DELISTED
Paramount Global Class B
PARA
$1.39M 0.21%
29,304
+7,701
+36% +$375K
BNY
106
Bank of New York Mellon
BNY
$106B
$1.38M 0.21%
+27,424
New +$1.41M
ARMK icon
107
Aramark
ARMK
$15.1B
$1.37M 0.21%
64,011
+36,311
+131% +$813K
ESI icon
108
Element Solutions
ESI
$8.68B
$1.36M 0.21%
+134,900
New +$1.49M
ADI icon
109
Analog Devices
ADI
$179B
$1.35M 0.21%
12,845
+3,745
+41% +$376K
PG icon
110
Procter & Gamble
PG
$335B
$1.34M 0.2%
+12,914
New +$1.26M
DD icon
111
DuPont de Nemours
DD
$18.7B
$1.34M 0.2%
9,951
+7,542
+313% +$1.05M
MD icon
112
Pediatrix Medical
MD
$2.17B
$1.34M 0.2%
49,396
+33,096
+203% +$1.11M
BMCH
113
DELISTED
BMC Stock Holdings, Inc
BMCH
$1.33M 0.2%
+75,500
New +$1.31M
PENN icon
114
PENN Entertainment
PENN
$2.75B
$1.33M 0.2%
65,948
+46,248
+235% +$1.08M
CLH icon
115
Clean Harbors
CLH
$16.8B
$1.32M 0.2%
18,502
+12,802
+225% +$791K
CERN
116
DELISTED
Cerner Corp
CERN
$1.32M 0.2%
23,045
+19,145
+491% +$1.07M
ES icon
117
Eversource Energy
ES
$27.8B
$1.31M 0.2%
18,466
+7,166
+63% +$493K
EMN icon
118
Eastman Chemical
EMN
$8.01B
$1.31M 0.2%
17,247
+12,865
+294% +$1.02M
EMR icon
119
Emerson Electric
EMR
$83.3B
$1.3M 0.2%
19,026
+7,626
+67% +$502K
CP icon
120
Canadian Pacific Kansas City
CP
$78.3B
$1.3M 0.2%
31,600
+25,100
+386% +$1.01M
DTE icon
121
DTE Energy
DTE
$29.5B
$1.3M 0.2%
12,224
+2,058
+20% +$208K
FTNT icon
122
Fortinet
FTNT
$113B
$1.27M 0.19%
+75,880
New +$1.21M
EXPD icon
123
Expeditors International
EXPD
$21.8B
$1.27M 0.19%
16,715
+11,815
+241% +$853K
AIV
124
Aimco
AIV
$383M
$1.27M 0.19%
189,232
+129,928
+219% +$838K
VAR
125
DELISTED
Varian Medical Systems, Inc.
VAR
$1.27M 0.19%
8,947
+6,096
+214% +$801K
3 4
5
6 7

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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.