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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
CME icon
326
CME Group
CME
$95B
$870K 0.11%
5,033
-21,782
-81% -$4.34M
NVDA icon
327
NVIDIA
NVDA
$5.3T
$868K 0.11%
131,760
-36,920
-22% -$233K
OMCL icon
328
Omnicell
OMCL
$1.65B
$867K 0.11%
13,221
-3,277
-20% -$261K
FRT icon
329
Federal Realty Investment Trust
FRT
$10.2B
$865K 0.1%
11,589
+4,769
+70% +$549K
ALSN icon
330
Allison Transmission
ALSN
$9.6B
$861K 0.1%
26,401
+20,129
+321% +$839K
UPWK icon
331
Upwork
UPWK
$1.16B
$860K 0.1%
+133,400
New +$1.14M
NLSN
332
DELISTED
Nielsen Holdings plc
NLSN
$860K 0.1%
68,551
-29,363
-30% -$550K
MFC icon
333
Manulife Financial
MFC
$74B
$859K 0.1%
68,492
+52,443
+327% +$911K
SRE icon
334
Sempra
SRE
$55.1B
$855K 0.1%
15,132
+2,218
+17% +$157K
VRSK icon
335
Verisk Analytics
VRSK
$24.7B
$853K 0.1%
6,123
-3,423
-36% -$536K
HOPE icon
336
Hope Bancorp
HOPE
$1.78B
$851K 0.1%
103,500
+83,800
+425% +$1.05M
AZO icon
337
AutoZone
AZO
$50.1B
$847K 0.1%
1,001
-830
-45% -$863K
TDC icon
338
Teradata
TDC
$2.51B
$846K 0.1%
41,297
+23,893
+137% +$551K
MKTX icon
339
MarketAxess Holdings
MKTX
$5.72B
$841K 0.1%
2,529
-245
-9% -$85.3K
CSL icon
340
Carlisle Companies
CSL
$15.2B
$839K 0.1%
6,694
+559
+9% +$82.9K
FISV
341
Fiserv Inc
FISV
$28.9B
$837K 0.1%
8,810
+6,951
+374% +$772K
WIX icon
342
WIX.com
WIX
$2.55B
$837K 0.1%
8,300
+2,630
+46% +$343K
XYL icon
343
Xylem
XYL
$28.2B
$835K 0.1%
12,826
-3,925
-23% -$309K
ENV
344
DELISTED
ENVESTNET, INC.
ENV
$834K 0.1%
15,503
-1,326
-8% -$95K
AAP icon
345
Advance Auto Parts
AAP
$3.49B
$833K 0.1%
+8,931
New +$1.16M
MTH icon
346
Meritage Homes
MTH
$4.71B
$833K 0.1%
+45,642
New +$1.38M
ALLY icon
347
Ally Financial
ALLY
$13.4B
$831K 0.1%
57,617
-7,487
-12% -$197K
MTG icon
348
MGIC Investment
MTG
$6.21B
$830K 0.1%
130,644
+98,527
+307% +$1.19M
CBRE icon
349
CBRE Group
CBRE
$42.7B
$826K 0.1%
21,915
+13,338
+156% +$737K
SBNY
350
DELISTED
Signature Bank
SBNY
$826K 0.1%
+10,270
New +$1.29M
12 13
14
15 16

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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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RIG
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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.