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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
CME icon
1
CME Group
CME
$92.2B
$8.85M 1.34%
+53,777
New +$9.51M
DUK icon
2
Duke Energy
DUK
$102B
$7.31M 1.11%
+81,234
New +$7.16M
USB icon
3
US Bancorp
USB
$99.6B
$6.82M 1.03%
141,427
+64,453
+84% +$3.23M
TD icon
4
Toronto Dominion Bank
TD
$198B
$6.13M 0.93%
112,832
+106,478
+1,676% +$5.89M
MDT icon
5
Medtronic
MDT
$107B
$5.74M 0.87%
63,038
+56,128
+812% +$5.02M
SU icon
6
Suncor Energy
SU
$77.7B
$5.04M 0.76%
155,338
+82,702
+114% +$2.69M
TXN icon
7
Texas Instruments
TXN
$255B
$4.98M 0.76%
+46,911
New +$4.86M
UNP icon
8
Union Pacific
UNP
$183B
$4.9M 0.74%
29,310
+25,477
+665% +$4.1M
ELV icon
9
Elevance Health
ELV
$81.9B
$4.74M 0.72%
16,521
+13,921
+535% +$4.03M
COP icon
10
ConocoPhillips
COP
$147B
$4.15M 0.63%
62,239
+57,939
+1,347% +$3.9M
CNC icon
11
Centene
CNC
$31.3B
$4.04M 0.61%
76,142
+58,674
+336% +$3.56M
KO icon
12
Coca-Cola
KO
$354B
$4.01M 0.61%
85,482
+72,682
+568% +$3.4M
AMTD
13
DELISTED
TD Ameritrade Holding Corp
AMTD
$3.7M 0.56%
+74,016
New +$4.01M
BMY icon
14
Bristol-Myers Squibb
BMY
$127B
$3.51M 0.53%
73,655
+48,055
+188% +$2.39M
CVS icon
15
CVS Health
CVS
$137B
$3.51M 0.53%
65,155
+40,044
+159% +$2.47M
VNO icon
16
Vornado Realty Trust
VNO
$7.47B
$3.46M 0.53%
51,292
+40,192
+362% +$2.7M
CI icon
17
Cigna
CI
$76.6B
$3.34M 0.51%
+20,757
New +$3.79M
SYY icon
18
Sysco
SYY
$39.7B
$3.31M 0.5%
49,548
+41,533
+518% +$2.7M
MNST icon
19
Monster Beverage
MNST
$91.4B
$3.18M 0.48%
116,628
+65,342
+127% +$1.86M
BDX icon
20
Becton Dickinson
BDX
$43.1B
$3.13M 0.47%
12,836
+8,443
+192% +$2M
IBM icon
21
IBM
IBM
$202B
$3.09M 0.47%
22,926
+17,382
+314% +$2.22M
RY icon
22
Royal Bank of Canada
RY
$291B
$3.07M 0.47%
40,690
+34,054
+513% +$2.58M
AMGN icon
23
Amgen
AMGN
$203B
$3.02M 0.46%
+15,890
New +$3.03M
ALSN icon
24
Allison Transmission
ALSN
$10.1B
$3M 0.46%
66,867
+60,067
+883% +$2.85M
SCHW
25
Charles Schwab
SCHW
$177B
$3M 0.46%
+70,220
New +$3.17M
1
2 3 4 5

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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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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.