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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
THG icon
76
Hanover Insurance
THG
$8.01B
$1.99M 0.24%
+21,934
New +$2.71M
SPGI icon
77
S&P Global
SPGI
$121B
$1.96M 0.24%
7,999
+1,878
+31% +$515K
META icon
78
Meta Platforms (Facebook)
META
$1.48T
$1.96M 0.24%
11,725
+3,986
+52% +$780K
FHB icon
79
First Hawaiian
FHB
$3.4B
$1.96M 0.24%
118,300
+102,957
+671% +$2.6M
WEC icon
80
WEC Energy
WEC
$35.2B
$1.94M 0.24%
22,050
+6,261
+40% +$602K
KLAC icon
81
KLA
KLAC
$252B
$1.94M 0.24%
134,960
+106,960
+382% +$1.72M
CI icon
82
Cigna
CI
$71.4B
$1.92M 0.23%
10,840
+6,649
+159% +$1.29M
AYI icon
83
Acuity Brands
AYI
$10.7B
$1.91M 0.23%
22,293
+11,460
+106% +$1.26M
BRK.B icon
84
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.88M 0.23%
10,289
+4,747
+86% +$1.01M
LW icon
85
Lamb Weston
LW
$7.32B
$1.87M 0.23%
+32,800
New +$2.7M
WDFC icon
86
WD-40
WDFC
$3.14B
$1.87M 0.23%
+9,300
New +$1.75M
TROW icon
87
T. Rowe Price
TROW
$24.5B
$1.85M 0.22%
18,983
+12,969
+216% +$1.59M
ONB icon
88
Old National Bancorp
ONB
$10.3B
$1.85M 0.22%
140,081
+90,943
+185% +$1.52M
UHS icon
89
Universal Health Services
UHS
$10.4B
$1.84M 0.22%
18,609
+431
+2% +$54.6K
GIS icon
90
General Mills
GIS
$19B
$1.84M 0.22%
34,901
+11,864
+51% +$626K
NEE icon
91
NextEra Energy
NEE
$179B
$1.83M 0.22%
30,512
-608
-2% -$38.2K
CLX icon
92
Clorox
CLX
$12.5B
$1.83M 0.22%
10,580
-5,087
-32% -$840K
MIDD icon
93
Middleby
MIDD
$6.07B
$1.83M 0.22%
32,206
+25,966
+416% +$2.55M
SYF icon
94
Synchrony
SYF
$25.8B
$1.83M 0.22%
113,863
+75,769
+199% +$2.21M
AXP icon
95
American Express
AXP
$234B
$1.81M 0.22%
+21,175
New +$2.46M
CRM icon
96
Salesforce
CRM
$156B
$1.81M 0.22%
12,554
-7,343
-37% -$1.26M
JPM icon
97
JPMorgan Chase
JPM
$955B
$1.81M 0.22%
20,077
+17,461
+667% +$2.12M
KMB icon
98
Kimberly-Clark
KMB
$36.6B
$1.8M 0.22%
14,098
+6,766
+92% +$936K
UNP icon
99
Union Pacific
UNP
$176B
$1.8M 0.22%
12,768
+9,298
+268% +$1.54M
DLTR icon
100
Dollar Tree
DLTR
$24.8B
$1.77M 0.21%
24,064
-7,644
-24% -$651K
2 3
4
5 6

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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.