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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
-26.6%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$824M
AUM Growth
-$395M
Cap. Flow
-$58.5M
Cap. Flow %
-7.1%
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392

Top Buys

Rank Stock Value
1
OKE icon
Oneok
OKE
+$6.31M
2
BXP icon
Boston Properties
BXP
+$4.31M
3
T icon
AT&T
T
+$4.3M
4
AAPL icon
Apple
AAPL
+$3.67M
5
PACW
PacWest Bancorp
PACW
+$3.49M

Top Sells

Rank Stock Value
1
TD icon
Toronto Dominion Bank
TD
+$10.6M
2
ORCL icon
Oracle
ORCL
+$10.2M
3
GILD icon
Gilead Sciences
GILD
+$7.19M
4
RY icon
Royal Bank of Canada
RY
+$7.17M
5
SCHW
Charles Schwab
SCHW
+$6.99M

Sector Composition

Rank Sector Weight
1 Technology 17.87%
2 Financials 15.37%
3 Healthcare 13.16%
4 Industrials 12.72%
5 Consumer Discretionary 10.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GL icon
226
Globe Life
GL
$14.4B
$1.13M 0.14%
15,656
+11,907
+318% +$1.12M
ATVI
227
DELISTED
Activision Blizzard
ATVI
$1.12M 0.14%
+18,900
New +$1.12M
SCI icon
228
Service Corp International
SCI
$11.6B
$1.12M 0.14%
28,630
+23,553
+464% +$1.1M
ZTS icon
229
Zoetis
ZTS
$32.4B
$1.12M 0.14%
9,510
+3,182
+50% +$419K
NXPI icon
230
NXP Semiconductors
NXPI
$58.4B
$1.12M 0.14%
+13,483
New +$1.58M
GRA
231
DELISTED
W.R. Grace & Co.
GRA
$1.12M 0.14%
31,403
+17,554
+127% +$1M
HUN icon
232
Huntsman Corp
HUN
$1.78B
$1.12M 0.14%
77,418
+62,013
+403% +$1.21M
PNR icon
233
Pentair
PNR
$11.2B
$1.12M 0.14%
37,520
+31,527
+526% +$1.27M
WOR icon
234
Worthington Enterprises
WOR
$2.83B
$1.11M 0.13%
68,495
-1,535
-2% -$32.1K
ETR icon
235
Entergy
ETR
$49.7B
$1.1M 0.13%
23,512
+5,030
+27% +$298K
AOS icon
236
A.O. Smith
AOS
$8.56B
$1.1M 0.13%
29,152
-24,049
-45% -$1.02M
POST icon
237
Post Holdings
POST
$4.09B
$1.1M 0.13%
20,269
+15,454
+321% +$1M
UPS icon
238
United Parcel Service
UPS
$87.7B
$1.1M 0.13%
11,774
-33,489
-74% -$3.47M
CW icon
239
Curtiss-Wright
CW
$26.4B
$1.1M 0.13%
11,890
+7,234
+155% +$927K
NBIX icon
240
Neurocrine Biosciences
NBIX
$16.2B
$1.1M 0.13%
12,698
-375
-3% -$36.7K
ALGN icon
241
Align Technology
ALGN
$12.1B
$1.1M 0.13%
6,306
+1,200
+24% +$287K
QRVO icon
242
Qorvo
QRVO
$8.41B
$1.1M 0.13%
13,603
+9,103
+202% +$911K
CASH icon
243
Pathward Financial
CASH
$1.86B
$1.09M 0.13%
+50,425
New +$1.66M
D icon
244
Dominion Energy
D
$58.8B
$1.09M 0.13%
15,174
-11,736
-44% -$958K
EXLS icon
245
EXL Service
EXLS
$5.25B
$1.09M 0.13%
104,530
+23,425
+29% +$319K
ED icon
246
Consolidated Edison
ED
$40.2B
$1.09M 0.13%
13,929
+7,430
+114% +$652K
LTC
247
LTC Properties
LTC
$2.02B
$1.08M 0.13%
35,034
+12,280
+54% +$525K
TPH
248
DELISTED
Tri Pointe Homes
TPH
$1.07M 0.13%
122,329
+89,450
+272% +$1.31M
HD icon
249
Home Depot
HD
$349B
$1.07M 0.13%
5,739
-7,120
-55% -$1.56M
HDS
250
DELISTED
HD Supply Holdings, Inc.
HDS
$1.07M 0.13%
37,568
-42,633
-53% -$1.59M
8 9
10
11 12

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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 2020 Portfolio in Review

As of Q1 2020, AlphaCrest Capital Management held 1,386 positions worth $824M, down 32% from $1.22B the previous quarter. Its ten largest holdings account for 5% of the portfolio.

AlphaCrest Capital Management withdrew a net $58.5M in Q1 2020, closing 392 positions and reducing 352 holdings. Its most notable exit was Gilead Sciences, an estimated $7.19M position sold in full.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in Hanover Insurance worth $1.99M.

  • AlphaCrest Capital Management's largest Q1 2020 buy was Hanover Insurance: 21,934 shares worth $1.99M.
  • AlphaCrest Capital Management added most to Oneok in Q1 2020, an estimated $6.31M increase.
  • AlphaCrest Capital Management's biggest Q1 2020 reduction was Toronto Dominion Bank, cutting an estimated $10.6M.
  • AlphaCrest Capital Management fully exited Gilead Sciences in Q1 2020, selling an estimated $7.19M.
  • AlphaCrest Capital Management's ten largest holdings make up 5% of its $824M portfolio in Q1 2020.
  • AlphaCrest Capital Management opened 156 new positions and closed 392 in Q1 2020.
  • AlphaCrest Capital Management's portfolio value fell 32% quarter-over-quarter to $824M.

Based on AlphaCrest Capital Management's 13F filing for Q1 2020, filed 13 May 2020.