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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
BURL icon
276
Burlington
BURL
$23.4B
$999K 0.12%
6,302
+2,643
+72% +$556K
HNI icon
277
HNI Corp
HNI
$3.53B
$998K 0.12%
39,600
+21,300
+116% +$707K
FRME icon
278
First Merchants
FRME
$2.69B
$991K 0.12%
37,400
+27,100
+263% +$989K
BSX icon
279
Boston Scientific
BSX
$71.4B
$990K 0.12%
+30,353
New +$1.19M
IONS icon
280
Ionis Pharmaceuticals
IONS
$9.06B
$987K 0.12%
20,881
+15,381
+280% +$857K
SJM icon
281
J.M. Smucker
SJM
$12.7B
$986K 0.12%
8,882
-3,743
-30% -$400K
LAMR icon
282
Lamar Advertising Co
LAMR
$16.2B
$983K 0.12%
19,178
+15,502
+422% +$1.25M
FTNT icon
283
Fortinet
FTNT
$117B
$977K 0.12%
48,270
-15,780
-25% -$338K
SO icon
284
Southern Company
SO
$107B
$977K 0.12%
18,053
+4,449
+33% +$282K
VZ icon
285
Verizon
VZ
$195B
$976K 0.12%
18,170
-25,077
-58% -$1.43M
PRSP
286
DELISTED
Perspecta Inc. Common Stock
PRSP
$976K 0.12%
53,500
+13,200
+33% +$318K
ACAD icon
287
Acadia Pharmaceuticals
ACAD
$4.9B
$975K 0.12%
23,071
+12,430
+117% +$512K
BDN
288
Brandywine Realty Trust
BDN
$554M
$969K 0.12%
92,106
+81,762
+790% +$1.15M
RNST icon
289
Renasant Corp
RNST
$3.96B
$968K 0.12%
+44,300
New +$1.32M
WTFC icon
290
Wintrust Financial
WTFC
$10.7B
$968K 0.12%
29,461
+25,534
+650% +$1.42M
V icon
291
Visa
V
$692B
$967K 0.12%
5,999
-7,909
-57% -$1.49M
XLNX
292
DELISTED
Xilinx Inc
XLNX
$966K 0.12%
12,399
-9,166
-43% -$799K
ILMN icon
293
Illumina
ILMN
$29.3B
$962K 0.12%
3,620
+1,796
+98% +$502K
GS icon
294
Goldman Sachs
GS
$301B
$958K 0.12%
6,199
+3,707
+149% +$787K
NTGR icon
295
NETGEAR
NTGR
$652M
$953K 0.12%
41,709
+27,201
+187% +$611K
UTHR icon
296
United Therapeutics
UTHR
$22.9B
$953K 0.12%
10,047
+4,469
+80% +$425K
LSXMK
297
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$949K 0.12%
39,388
+14,442
+58% +$484K
KW
298
DELISTED
Kennedy-Wilson Holdings
KW
$948K 0.12%
70,651
+39,560
+127% +$788K
ST icon
299
Sensata Technologies
ST
$6.74B
$943K 0.11%
32,605
+27,280
+512% +$1.18M
CE icon
300
Celanese
CE
$4.82B
$939K 0.11%
12,790
-10,530
-45% -$1.04M
10 11
12
13 14

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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.