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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
PM icon
526
Philip Morris
PM
$295B
$549K 0.07%
7,529
-369
-5% -$30.4K
SEDG icon
527
SolarEdge
SEDG
$1.95B
$549K 0.07%
6,700
+3,100
+86% +$328K
ARE icon
528
Alexandria Real Estate Equities
ARE
$8.56B
$544K 0.07%
3,968
+1,843
+87% +$289K
BPMC
529
DELISTED
Blueprint Medicines
BPMC
$544K 0.07%
+9,300
New +$598K
RAMP icon
530
LiveRamp
RAMP
$2.3B
$542K 0.07%
16,479
+6,972
+73% +$264K
PRI icon
531
Primerica
PRI
$10B
$540K 0.07%
6,100
-117
-2% -$13.4K
VCYT icon
532
Veracyte
VCYT
$3.8B
$540K 0.07%
22,200
+14,800
+200% +$373K
ACC
533
DELISTED
American Campus Communities, Inc.
ACC
$540K 0.07%
19,468
-359
-2% -$15K
BRO icon
534
Brown & Brown
BRO
$23.9B
$538K 0.07%
14,863
-2,563
-15% -$108K
HWM icon
535
Howmet Aerospace
HWM
$113B
$538K 0.07%
43,672
+31,705
+265% +$659K
VRTU
536
DELISTED
Virtusa Corporation
VRTU
$537K 0.07%
18,905
+12,805
+210% +$522K
TPR icon
537
Tapestry
TPR
$32.8B
$534K 0.06%
41,226
+10,006
+32% +$234K
ALRM icon
538
Alarm.com
ALRM
$2.85B
$533K 0.06%
13,700
+2,937
+27% +$128K
PII icon
539
Polaris
PII
$4.07B
$532K 0.06%
11,045
+2,168
+24% +$178K
PLAN
540
DELISTED
Anaplan, Inc.
PLAN
$532K 0.06%
+17,590
New +$877K
ISRG icon
541
Intuitive Surgical
ISRG
$134B
$531K 0.06%
3,219
-159
-5% -$29.1K
PFE icon
542
Pfizer
PFE
$153B
$530K 0.06%
17,128
-197,994
-92% -$6.75M
DOC icon
543
Healthpeak Properties
DOC
$14.8B
$529K 0.06%
22,186
+6,270
+39% +$204K
REGI
544
DELISTED
Renewable Energy Group, Inc.
REGI
$529K 0.06%
25,767
+14,290
+125% +$362K
HUM icon
545
Humana
HUM
$46.2B
$528K 0.06%
1,683
-3,223
-66% -$1.09M
CHDN icon
546
Churchill Downs
CHDN
$6.12B
$526K 0.06%
10,210
-7,392
-42% -$477K
HOG icon
547
Harley-Davidson
HOG
$2.71B
$526K 0.06%
27,792
+5,566
+25% +$168K
RCI icon
548
Rogers Communications
RCI
$18.6B
$524K 0.06%
12,626
-7,036
-36% -$329K
BLK icon
549
Blackrock
BLK
$176B
$523K 0.06%
1,189
+709
+148% +$349K
THO icon
550
Thor Industries
THO
$4.14B
$523K 0.06%
12,400
+7,184
+138% +$499K
20 21
22
23 24

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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.