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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
UGI icon
51
UGI
UGI
$7.77B
$2.24M 0.27%
83,984
+79,055
+1,604% +$2.99M
PAYX icon
52
Paychex
PAYX
$42.2B
$2.21M 0.27%
35,043
+3,376
+11% +$270K
DISCK
53
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$2.2M 0.27%
125,638
+87,091
+226% +$2.25M
MO icon
54
Altria Group
MO
$114B
$2.2M 0.27%
56,779
+26,225
+86% +$1.16M
AMGN icon
55
Amgen
AMGN
$210B
$2.19M 0.27%
10,812
+5,565
+106% +$1.22M
DHR icon
56
Danaher
DHR
$137B
$2.18M 0.26%
17,798
+14,539
+446% +$1.96M
PACW
57
DELISTED
PacWest Bancorp
PACW
$2.17M 0.26%
121,345
+111,311
+1,109% +$3.49M
FNF icon
58
Fidelity National Financial
FNF
$13.9B
$2.14M 0.26%
89,368
+904
+1% +$35.5K
CSOD
59
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$2.13M 0.26%
67,105
+53,519
+394% +$2.61M
SBUX icon
60
Starbucks
SBUX
$120B
$2.13M 0.26%
32,365
-33,748
-51% -$2.73M
WSM icon
61
Williams-Sonoma
WSM
$29.3B
$2.11M 0.26%
99,362
+73,884
+290% +$2.35M
MDU icon
62
MDU Resources
MDU
$4.2B
$2.1M 0.25%
256,369
+69,421
+37% +$731K
PGR icon
63
Progressive
PGR
$123B
$2.1M 0.25%
28,386
-17,508
-38% -$1.35M
IBM icon
64
IBM
IBM
$222B
$2.09M 0.25%
19,743
-11,801
-37% -$1.49M
CHD icon
65
Church & Dwight Co
CHD
$24.4B
$2.09M 0.25%
32,499
-28,433
-47% -$2.02M
KMX icon
66
CarMax
KMX
$8.16B
$2.07M 0.25%
38,501
+3,598
+10% +$304K
CPB icon
67
Campbell Soup
CPB
$6.79B
$2.07M 0.25%
+44,822
New +$2.16M
DISH
68
DELISTED
DISH Network Corp.
DISH
$2.07M 0.25%
103,503
+54,358
+111% +$1.76M
BALL icon
69
Ball Corp
BALL
$17B
$2.06M 0.25%
31,864
+4,936
+18% +$345K
NSC icon
70
Norfolk Southern
NSC
$76.7B
$2.03M 0.25%
13,915
+6,073
+77% +$1.12M
KR icon
71
Kroger
KR
$35.4B
$2.03M 0.25%
67,409
+46,310
+219% +$1.36M
AEM icon
72
Agnico Eagle Mines
AEM
$76.3B
$2.02M 0.25%
50,889
+18,047
+55% +$950K
PHM icon
73
Pultegroup
PHM
$25.1B
$2M 0.24%
89,455
+63,526
+245% +$2.45M
PNC icon
74
PNC Financial Services
PNC
$101B
$2M 0.24%
20,843
+16,490
+379% +$2.22M
IQV icon
75
IQVIA
IQV
$37.6B
$1.99M 0.24%
18,473
+10,721
+138% +$1.53M
1 2
3
4 5

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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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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.