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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
RGA icon
101
Reinsurance Group of America
RGA
$15.5B
$1.76M 0.21%
20,979
+15,691
+297% +$2.05M
MTB icon
102
M&T Bank
MTB
$36.5B
$1.76M 0.21%
16,997
+5,194
+44% +$764K
AVB icon
103
AvalonBay Communities
AVB
$27.1B
$1.75M 0.21%
11,894
+7,053
+146% +$1.42M
BAP icon
104
Credicorp
BAP
$31.4B
$1.73M 0.21%
12,105
+7,982
+194% +$1.51M
SPG icon
105
Simon Property Group
SPG
$72.9B
$1.73M 0.21%
31,504
+15,827
+101% +$1.89M
SHW icon
106
Sherwin-Williams
SHW
$89.7B
$1.73M 0.21%
11,277
+3,672
+48% +$663K
FRC
107
DELISTED
First Republic Bank
FRC
$1.72M 0.21%
20,899
+19,166
+1,106% +$2.03M
INCY icon
108
Incyte
INCY
$24.3B
$1.72M 0.21%
23,447
-3,722
-14% -$281K
WAT icon
109
Waters Corp
WAT
$39.3B
$1.71M 0.21%
9,417
+6,806
+261% +$1.44M
HSIC icon
110
Henry Schein
HSIC
$10.2B
$1.71M 0.21%
33,787
-47,072
-58% -$2.99M
EBAY icon
111
eBay
EBAY
$49.4B
$1.69M 0.21%
56,350
+5,813
+12% +$202K
ADI icon
112
Analog Devices
ADI
$184B
$1.69M 0.21%
18,875
+13,910
+280% +$1.52M
RMBS icon
113
Rambus
RMBS
$10.6B
$1.69M 0.2%
152,180
+117,815
+343% +$1.63M
AVGO icon
114
Broadcom
AVGO
$1.99T
$1.69M 0.2%
71,140
-30,180
-30% -$850K
RDN icon
115
Radian Group
RDN
$5.21B
$1.68M 0.2%
129,906
+107,907
+491% +$2.36M
EW icon
116
Edwards Lifesciences
EW
$51.2B
$1.68M 0.2%
26,658
+537
+2% +$38.7K
GDDY icon
117
GoDaddy
GDDY
$11.6B
$1.67M 0.2%
29,259
+8,956
+44% +$593K
BMO icon
118
Bank of Montreal
BMO
$127B
$1.67M 0.2%
33,197
+7,535
+29% +$511K
MAA icon
119
Mid-America Apartment Communities
MAA
$15.7B
$1.65M 0.2%
15,998
+11,647
+268% +$1.51M
MRK icon
120
Merck
MRK
$317B
$1.64M 0.2%
22,278
+14,910
+202% +$1.17M
UNH icon
121
UnitedHealth
UNH
$375B
$1.64M 0.2%
6,559
+2,562
+64% +$705K
KEYS icon
122
Keysight
KEYS
$57.4B
$1.63M 0.2%
19,527
+4,480
+30% +$425K
VMW
123
DELISTED
VMware, Inc
VMW
$1.63M 0.2%
13,440
-10,397
-44% -$1.43M
RSG icon
124
Republic Services
RSG
$63.7B
$1.61M 0.2%
21,473
+5,819
+37% +$526K
SYNA icon
125
Synaptics
SYNA
$3.91B
$1.6M 0.19%
27,714
+22,452
+427% +$1.52M
3 4
5
6 7

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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.