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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
UAL icon
401
United Airlines
UAL
$41.9B
$736K 0.09%
23,342
-3,721
-14% -$246K
DOX icon
402
Amdocs
DOX
$6.28B
$735K 0.09%
13,374
-4,349
-25% -$292K
CORE
403
DELISTED
Core Mark Holding Co., Inc.
CORE
$734K 0.09%
25,699
+18,106
+238% +$449K
BAC icon
404
Bank of America
BAC
$441B
$731K 0.09%
34,442
+7,797
+29% +$234K
JNPR
405
DELISTED
Juniper Networks
JNPR
$731K 0.09%
38,173
-1,192
-3% -$26.8K
HAS icon
406
Hasbro
HAS
$12.9B
$729K 0.09%
10,195
+4,634
+83% +$401K
IEX icon
407
IDEX
IEX
$17.2B
$726K 0.09%
5,256
+1,770
+51% +$278K
GNRC icon
408
Generac Holdings
GNRC
$12.5B
$724K 0.09%
7,768
+148
+2% +$15.2K
FITB
409
Fifth Third Bancorp
FITB
$51.7B
$722K 0.09%
48,599
-3,172
-6% -$79.1K
SPR
410
DELISTED
Spirit AeroSystems
SPR
$722K 0.09%
30,179
+3,556
+13% +$197K
VBTX
411
DELISTED
Veritex Holdings
VBTX
$722K 0.09%
51,700
+31,900
+161% +$768K
SWK icon
412
Stanley Black & Decker
SWK
$15.3B
$717K 0.09%
7,168
+3,889
+119% +$556K
IRTC icon
413
iRhythm Holdings
IRTC
$4.21B
$716K 0.09%
8,800
+4,500
+105% +$373K
JLL icon
414
Jones Lang LaSalle
JLL
$16.7B
$715K 0.09%
7,080
+3,705
+110% +$556K
TNDM icon
415
Tandem Diabetes Care
TNDM
$1.29B
$714K 0.09%
11,100
+6,800
+158% +$476K
MKC icon
416
McCormick & Company Non-Voting
MKC
$14.1B
$708K 0.09%
10,028
-602
-6% -$46.7K
ZBH icon
417
Zimmer Biomet
ZBH
$18.5B
$706K 0.09%
7,195
+4,885
+211% +$640K
RP
418
DELISTED
RealPage, Inc.
RP
$705K 0.09%
13,319
-12,565
-49% -$716K
VFC icon
419
VF Corp
VFC
$5.8B
$704K 0.09%
+13,026
New +$1.02M
BCE icon
420
BCE
BCE
$21.2B
$703K 0.09%
17,201
-131,539
-88% -$5.9M
MET icon
421
MetLife
MET
$63.7B
$701K 0.09%
22,916
-9,594
-30% -$425K
QCOM icon
422
Qualcomm
QCOM
$168B
$698K 0.08%
10,323
-25,992
-72% -$2.13M
INTC icon
423
Intel
INTC
$503B
$697K 0.08%
12,880
-5,579
-30% -$330K
RCL icon
424
Royal Caribbean
RCL
$85.7B
$697K 0.08%
21,659
+19,944
+1,163% +$1.82M
ARW icon
425
Arrow Electronics
ARW
$11.4B
$695K 0.08%
13,390
+4,004
+43% +$284K
15 16
17
18 19

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SCA
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WFA
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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.