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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
O icon
576
Realty Income
O
$59.1B
$496K 0.06%
10,260
-14,529
-59% -$1.01M
ROK icon
577
Rockwell Automation
ROK
$49B
$496K 0.06%
3,288
-1,454
-31% -$269K
EPAY
578
DELISTED
Bottomline Technologies Inc
EPAY
$495K 0.06%
+13,502
New +$622K
FBIN icon
579
Fortune Brands Innovations
FBIN
$6.06B
$494K 0.06%
13,352
-1,333
-9% -$70.4K
BMRN icon
580
BioMarin Pharmaceuticals
BMRN
$12.3B
$493K 0.06%
5,833
-3,592
-38% -$310K
NKE icon
581
Nike
NKE
$61.9B
$490K 0.06%
5,917
-1,350
-19% -$126K
ITT icon
582
ITT
ITT
$19.1B
$489K 0.06%
10,776
+1,014
+10% +$62.9K
EXC icon
583
Exelon
EXC
$47B
$488K 0.06%
18,605
-101,018
-84% -$3.18M
BANR icon
584
Banner Corp
BANR
$2.4B
$486K 0.06%
+14,700
New +$697K
DLX icon
585
Deluxe
DLX
$1.15B
$484K 0.06%
18,667
+10,343
+124% +$399K
MTN icon
586
Vail Resorts
MTN
$5.3B
$483K 0.06%
3,273
-2,856
-47% -$615K
MYOK
587
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$481K 0.06%
10,252
-1,248
-11% -$80K
WGO icon
588
Winnebago Industries
WGO
$909M
$480K 0.06%
17,264
+6,363
+58% +$307K
FIS icon
589
Fidelity National Information Services
FIS
$22.1B
$479K 0.06%
+3,938
New +$547K
FR icon
590
First Industrial Realty Trust
FR
$8.44B
$479K 0.06%
+14,425
New +$572K
NYT icon
591
New York Times
NYT
$10.2B
$479K 0.06%
15,601
+234
+2% +$8.04K
UE icon
592
Urban Edge Properties
UE
$2.73B
$479K 0.06%
54,384
-10,316
-16% -$169K
NFLX icon
593
Netflix
NFLX
$309B
$477K 0.06%
12,690
-20,880
-62% -$739K
LGF.B
594
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$476K 0.06%
85,300
+39,800
+87% +$332K
SGEN
595
DELISTED
Seagen Inc. Common Stock
SGEN
$474K 0.06%
4,111
+498
+14% +$55.1K
EPAM icon
596
EPAM Systems
EPAM
$5.09B
$473K 0.06%
2,546
+1,378
+118% +$298K
L icon
597
Loews
L
$23.6B
$473K 0.06%
13,587
+7,714
+131% +$364K
OC icon
598
Owens Corning
OC
$12.4B
$473K 0.06%
12,187
+952
+8% +$53.3K
PNW icon
599
Pinnacle West Capital
PNW
$12.2B
$473K 0.06%
6,239
-26,201
-81% -$2.38M
SNDR icon
600
Schneider National
SNDR
$6.25B
$470K 0.06%
24,300
-1,200
-5% -$24.9K
22 23
24
25 26

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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.