ACM

AlphaCrest Capital Management Portfolio holdings

AUM $1.64B
1-Year Est. Return 23.4%
This Quarter Est. Return
1 Year Est. Return
-23.4%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$1.93B
AUM Growth
-$392M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
1,442
New
Increased
Reduced
Closed

Top Buys

1
+$13.3M
2
+$10.9M
3
+$10.7M
4
RY icon
Royal Bank of Canada
RY
+$9.2M
5
BMY icon
Bristol-Myers Squibb
BMY
+$8.44M

Top Sells

1
+$13.5M
2
+$12.5M
3
+$12.1M
4
CNI icon
Canadian National Railway
CNI
+$11M
5
PG icon
Procter & Gamble
PG
+$10.3M

Sector Composition

1 Technology 19.16%
2 Financials 15.58%
3 Healthcare 14.05%
4 Industrials 12.79%
5 Consumer Discretionary 11.01%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1301
– –
-5,490
1302
– –
-15,430
1303
– –
-33,400
1304
– –
-18,443
1305
– –
-5,200
1306
– –
-18,800
1307
– –
-17,700
1308
– –
-11,447
1309
– –
-31,367
1310
– –
-32,203
1311
– –
-7,955
1312
– –
-61,480
1313
– –
-296,302
1314
– –
-9,503
1315
– –
-12,547
1316
– –
-81,305
1317
– –
-26,512
1318
– –
-23,953
1319
– –
-65,100
1320
– –
-23,862
1321
– –
-17,722
1322
– –
-4,300
1323
– –
-8,015
1324
– –
-25,801
1325
– –
-34,600
51 52
53
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