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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
HST icon
176
Host Hotels & Resorts
HST
$17.2B
$1.01M 0.15%
53,718
+37,884
+239% +$699K
AMG icon
177
Affiliated Managers Group
AMG
$9.65B
$1.01M 0.15%
9,447
+7,147
+311% +$759K
COLM icon
178
Columbia Sportswear
COLM
$3.21B
$1.01M 0.15%
9,700
+5,400
+126% +$521K
A icon
179
Agilent Technologies
A
$39.2B
$1.01M 0.15%
12,541
-8,159
-39% -$619K
KR icon
180
Kroger
KR
$35.4B
$1M 0.15%
40,843
+31,443
+335% +$861K
RF icon
181
Regions Financial
RF
$26.3B
$994K 0.15%
70,213
+36,613
+109% +$561K
TNL icon
182
Travel + Leisure Co
TNL
$4.61B
$991K 0.15%
24,487
+14,087
+135% +$593K
JELD icon
183
JELD-WEN Holding
JELD
$117M
$987K 0.15%
55,908
+45,032
+414% +$810K
CBRL icon
184
Cracker Barrel
CBRL
$1.28B
$983K 0.15%
+6,084
New +$1M
CDK
185
DELISTED
CDK Global, Inc.
CDK
$982K 0.15%
16,700
+4,400
+36% +$240K
BLK icon
186
Blackrock
BLK
$170B
$979K 0.15%
2,291
+1,689
+281% +$709K
CTRA
187
DELISTED
Coterra Energy
CTRA
$979K 0.15%
37,501
-4,882
-12% -$122K
MOS icon
188
The Mosaic Company
MOS
$7.24B
$978K 0.15%
35,807
+23,292
+186% +$710K
CIEN icon
189
Ciena
CIEN
$52.7B
$975K 0.15%
+26,105
New +$1.01M
STLD icon
190
Steel Dynamics
STLD
$36.2B
$975K 0.15%
27,646
-11,514
-29% -$409K
AIR icon
191
AAR Corp
AIR
$5.56B
$972K 0.15%
+29,900
New +$1.08M
SNV
192
DELISTED
Synovus
SNV
$972K 0.15%
28,297
+9,897
+54% +$363K
MAN icon
193
ManpowerGroup
MAN
$2.41B
$968K 0.15%
11,701
+3,358
+40% +$265K
DLX icon
194
Deluxe
DLX
$1.19B
$966K 0.15%
22,100
+5,900
+36% +$265K
AMAT icon
195
Applied Materials
AMAT
$398B
$964K 0.15%
24,301
+12,915
+113% +$490K
AAN.A
196
DELISTED
The Aaron's Company Inc Class A
AAN.A
$964K 0.15%
18,322
+6,922
+61% +$364K
MDU icon
197
MDU Resources
MDU
$4.17B
$961K 0.15%
97,850
+25,528
+35% +$248K
EL icon
198
Estee Lauder
EL
$30.7B
$960K 0.15%
5,800
+552
+11% +$81.1K
ZWS icon
199
Zurn Elkay Water Solutions
ZWS
$8.31B
$958K 0.15%
+79,096
New +$984K
POST icon
200
Post Holdings
POST
$4.21B
$956K 0.15%
+13,353
New +$875K
6 7
8
9 10

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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.