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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
(-32%)
Cap. Flow
-$58.5M
Cap. Flow
% of AUM
-7.1%
Top 10 Holdings %
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oneok
OKE
|
+$6.31M |
| 2 |
Boston Properties
BXP
|
+$4.31M |
| 3 |
AT&T
T
|
+$4.3M |
| 4 |
Apple
AAPL
|
+$3.67M |
| 5 |
PACW
PacWest Bancorp
PACW
|
+$3.49M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Toronto Dominion Bank
TD
|
+$10.6M |
| 2 |
Oracle
ORCL
|
+$10.2M |
| 3 |
Gilead Sciences
GILD
|
+$7.19M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
126
W.W. Grainger
GWW
$60.7B
| $1.58M | 0.19% |
6,357
+3,769
| +146% | +$1.11M |
|
127
ServiceNow
NOW
$121B
| $1.57M | 0.19% |
27,365
+10,075
| +58% | +$630K |
|
128
Cincinnati Financial
CINF
$27.3B
| $1.56M | 0.19% |
20,674
+13,579
| +191% | +$1.35M |
|
129
Newmark Group
NMRK
$2.77B
| $1.56M | 0.19% |
366,570
+307,126
| +517% | +$3.01M |
|
130
Corpay
CPAY
$25.8B
| $1.56M | 0.19% |
8,350
-844
| -9% | -$233K |
|
131
Cooper Companies
COO
$14.6B
| $1.55M | 0.19% |
22,532
+16,516
| +275% | +$1.34M |
|
132
Automatic Data Processing
ADP
$107B
| $1.55M | 0.19% |
11,355
+9,355
| +468% | +$1.51M |
|
133
Xerox
XRX
$412M
| $1.54M | 0.19% |
81,439
+69,662
| +592% | +$2.21M |
|
134
SBA Communications
SBAC
$18.9B
| $1.54M | 0.19% |
5,706
-7,122
| -56% | -$1.88M |
|
135
Ametek
AME
$58.4B
| $1.54M | 0.19% |
21,353
+3,726
| +21% | +$336K |
|
|
CDK
136
DELISTED
CDK Global, Inc.
CDK
| $1.53M | 0.19% |
46,675
+38,675
| +483% | +$1.85M |
|
137
Dentsply Sirona
XRAY
$2.76B
| $1.52M | 0.18% |
39,258
-15,728
| -29% | -$801K |
|
138
Ciena
CIEN
$57.9B
| $1.52M | 0.18% |
38,185
+21,225
| +125% | +$871K |
|
139
MillerKnoll
MLKN
$1.63B
| $1.52M | 0.18% |
68,270
+50,617
| +287% | +$1.75M |
|
140
Essex Property Trust
ESS
$18.5B
| $1.51M | 0.18% |
6,881
+2,473
| +56% | +$711K |
|
141
Rollins
ROL
$18.1B
| $1.51M | 0.18% |
62,858
-181,566
| -74% | -$4.48M |
|
142
Crane NXT
CXT
$3.01B
| $1.51M | 0.18% |
88,279
+50,213
| +132% | +$1.29M |
|
143
Moody's
MCO
$83.8B
| $1.49M | 0.18% |
7,040
+4,640
| +193% | +$1.13M |
|
144
US Bancorp
USB
$100B
| $1.48M | 0.18% |
43,012
-46,973
| -52% | -$2.26M |
|
145
Omnicom Group
OMC
$22.4B
| $1.48M | 0.18% |
26,976
+12,487
| +86% | +$886K |
|
|
VAR
146
DELISTED
Varian Medical Systems, Inc.
VAR
| $1.47M | 0.18% |
14,306
+7,982
| +126% | +$1.05M |
|
|
SGI
147
Somnigroup International
SGI
$14.6B
| $1.46M | 0.18% |
133,696
+104,912
| +364% | +$1.99M |
|
|
PBCT
148
DELISTED
People's United Financial Inc
PBCT
| $1.46M | 0.18% |
+132,181
| New | +$1.96M |
|
149
FedEx
FDX
$73.5B
| $1.46M | 0.18% |
12,038
+8,031
| +200% | +$1.13M |
|
150
3M
MMM
$93.9B
| $1.46M | 0.18% |
12,768
+10,846
| +564% | +$1.43M |
|
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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.