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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
CERN
26
DELISTED
Cerner Corp
CERN
$2.95M 0.36%
46,791
+36,512
+355% +$2.6M
FAST icon
27
Fastenal
FAST
$54.7B
$2.92M 0.35%
186,590
-7,366
-4% -$130K
WDAY icon
28
Workday
WDAY
$39.6B
$2.87M 0.35%
22,062
+13,364
+154% +$2.25M
MA icon
29
Mastercard
MA
$502B
$2.8M 0.34%
11,605
-7,769
-40% -$2.31M
ORCL icon
30
Oracle
ORCL
$374B
$2.74M 0.33%
56,774
-198,432
-78% -$10.2M
MAS icon
31
Masco
MAS
$14.1B
$2.64M 0.32%
76,296
+64,077
+524% +$2.8M
CAH icon
32
Cardinal Health
CAH
$53.9B
$2.64M 0.32%
54,997
-31,970
-37% -$1.66M
BMY icon
33
Bristol-Myers Squibb
BMY
$133B
$2.63M 0.32%
47,243
+31,612
+202% +$1.93M
SYK icon
34
Stryker
SYK
$125B
$2.63M 0.32%
15,799
-2,172
-12% -$424K
OKE icon
35
Oneok
OKE
$57.2B
$2.63M 0.32%
120,514
+103,617
+613% +$6.31M
ACN icon
36
Accenture
ACN
$102B
$2.58M 0.31%
15,806
+11,406
+259% +$2.2M
CSX icon
37
CSX Corp
CSX
$93.4B
$2.57M 0.31%
134,457
-58,878
-30% -$1.37M
DRI icon
38
Darden Restaurants
DRI
$23.3B
$2.55M 0.31%
46,773
-2,741
-6% -$267K
CALM icon
39
Cal-Maine
CALM
$4.12B
$2.53M 0.31%
57,481
+45,439
+377% +$1.72M
HCA icon
40
HCA Healthcare
HCA
$87.2B
$2.52M 0.31%
28,099
+15,547
+124% +$2.01M
EA icon
41
Electronic Arts
EA
$53B
$2.48M 0.3%
24,718
+18,722
+312% +$1.97M
HOLX
42
DELISTED
Hologic
HOLX
$2.45M 0.3%
69,804
+60,612
+659% +$2.89M
ITW icon
43
Illinois Tool Works
ITW
$82.6B
$2.4M 0.29%
16,882
+9,879
+141% +$1.68M
MSI icon
44
Motorola Solutions
MSI
$72.3B
$2.38M 0.29%
17,894
-5,417
-23% -$909K
HIG icon
45
Hartford Financial Services
HIG
$38.9B
$2.38M 0.29%
67,404
-1,325
-2% -$69K
ECL icon
46
Ecolab
ECL
$78.1B
$2.33M 0.28%
14,936
+13,154
+738% +$2.47M
ABBV icon
47
AbbVie
ABBV
$443B
$2.29M 0.28%
30,128
+12,455
+70% +$1.06M
JBHT icon
48
JB Hunt Transport Services
JBHT
$25.5B
$2.26M 0.27%
24,517
+16,980
+225% +$1.77M
PG icon
49
Procter & Gamble
PG
$336B
$2.25M 0.27%
20,479
-38,389
-65% -$4.61M
PPG icon
50
PPG Industries
PPG
$24.6B
$2.24M 0.27%
26,791
+18,170
+211% +$2.02M
1
2
3 4 5

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SCA
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IC
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WFA
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CA
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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.