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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
MSFT icon
551
Microsoft
MSFT
$3.71T
$522K 0.06%
3,309
-21,185
-86% -$3.48M
BIO icon
552
Bio-Rad Laboratories Class A
BIO
$9.42B
$518K 0.06%
1,478
-410
-22% -$151K
DBI icon
553
Designer Brands
DBI
$333M
$518K 0.06%
104,100
+80,559
+342% +$1.04M
TNET icon
554
TriNet
TNET
$3.14B
$518K 0.06%
+13,765
New +$717K
NEM icon
555
Newmont
NEM
$119B
$517K 0.06%
+11,415
New +$515K
CHRS icon
556
Coherus Oncology
CHRS
$196M
$516K 0.06%
31,821
+16,373
+106% +$303K
WCC
557
WESCO International
WCC
$17.7B
$516K 0.06%
22,580
+8,331
+58% +$355K
GOOGL icon
558
Alphabet (Google) Class A
GOOGL
$4.33T
$514K 0.06%
8,840
-35,760
-80% -$2.42M
OLED icon
559
Universal Display
OLED
$4.19B
$513K 0.06%
3,894
+2,779
+249% +$478K
PAAS icon
560
Pan American Silver
PAAS
$21.6B
$512K 0.06%
+35,705
New +$741K
COF icon
561
Capital One
COF
$134B
$511K 0.06%
10,134
+5,834
+136% +$513K
STZ icon
562
Constellation Brands
STZ
$23.2B
$509K 0.06%
3,550
-7,400
-68% -$1.31M
TFX icon
563
Teleflex
TFX
$5.98B
$507K 0.06%
1,730
+600
+53% +$209K
KEY icon
564
KeyCorp
KEY
$24.4B
$506K 0.06%
48,805
+22,760
+87% +$379K
VRRM icon
565
Verra Mobility
VRRM
$744M
$505K 0.06%
70,700
+8,400
+13% +$112K
AIG icon
566
American International
AIG
$41.8B
$504K 0.06%
20,792
-53,389
-72% -$2.29M
MOS icon
567
The Mosaic Company
MOS
$7.33B
$503K 0.06%
46,500
+27,197
+141% +$462K
GLW icon
568
Corning
GLW
$143B
$502K 0.06%
24,435
-56,426
-70% -$1.47M
PMT
569
PennyMac Mortgage Investment
PMT
$842M
$502K 0.06%
47,300
+32,548
+221% +$643K
THC icon
570
Tenet Healthcare
THC
$21.1B
$501K 0.06%
34,757
+23,739
+215% +$681K
HI
571
DELISTED
Hillenbrand
HI
$499K 0.06%
26,094
+9,962
+62% +$259K
MD icon
572
Pediatrix Medical
MD
$2.2B
$498K 0.06%
42,785
+21,803
+104% +$450K
CNMD icon
573
CONMED
CNMD
$1.47B
$497K 0.06%
8,686
+3,361
+63% +$310K
HRB icon
574
H&R Block
HRB
$5.86B
$497K 0.06%
35,330
-4,842
-12% -$101K
FLS icon
575
Flowserve
FLS
$10.2B
$496K 0.06%
20,746
+6,004
+41% +$242K
21 22
23
24 25

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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.