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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
PYPL icon
151
PayPal
PYPL
$50.1B
$1.46M 0.18%
+15,200
New +$1.68M
SNPS icon
152
Synopsys
SNPS
$77.3B
$1.45M 0.18%
11,288
+3,453
+44% +$491K
ROST icon
153
Ross Stores
ROST
$80.5B
$1.45M 0.18%
16,633
+3,168
+24% +$338K
MAN icon
154
ManpowerGroup
MAN
$2.55B
$1.44M 0.17%
27,213
+20,820
+326% +$1.73M
MXIM
155
DELISTED
Maxim Integrated Products
MXIM
$1.44M 0.17%
29,611
+19,945
+206% +$1.14M
CB icon
156
Chubb
CB
$134B
$1.43M 0.17%
12,816
+5,987
+88% +$859K
GPC icon
157
Genuine Parts
GPC
$18.3B
$1.42M 0.17%
21,134
+10,544
+100% +$939K
JAZZ icon
158
Jazz Pharmaceuticals
JAZZ
$16.4B
$1.42M 0.17%
14,196
+6,910
+95% +$893K
WMS icon
159
Advanced Drainage Systems
WMS
$11.5B
$1.42M 0.17%
+48,100
New +$1.94M
SLB icon
160
SLB Ltd
SLB
$75.4B
$1.41M 0.17%
104,705
+94,933
+971% +$2.75M
ZWS icon
161
Zurn Elkay Water Solutions
ZWS
$8.82B
$1.4M 0.17%
128,506
+78,890
+159% +$1.15M
CLGX
162
DELISTED
Corelogic, Inc.
CLGX
$1.39M 0.17%
45,531
+24,392
+115% +$1.08M
BAX icon
163
Baxter International
BAX
$14.7B
$1.39M 0.17%
17,094
-19,865
-54% -$1.71M
AVT icon
164
Avnet
AVT
$7.59B
$1.37M 0.17%
+54,620
New +$1.86M
MAR icon
165
Marriott International
MAR
$90B
$1.37M 0.17%
18,321
+15,953
+674% +$1.98M
TWTR
166
DELISTED
Twitter, Inc.
TWTR
$1.37M 0.17%
55,812
-21,746
-28% -$703K
AMD icon
167
Advanced Micro Devices
AMD
$846B
$1.37M 0.17%
30,100
+24,900
+479% +$1.2M
GRMN
168
Garmin
GRMN
$59.3B
$1.35M 0.16%
17,953
-3,924
-18% -$355K
ORLY icon
169
O'Reilly Automotive
ORLY
$74.9B
$1.34M 0.16%
66,915
-15,075
-18% -$385K
TEL icon
170
TE Connectivity
TEL
$62.9B
$1.34M 0.16%
21,278
+7,571
+55% +$646K
RJF icon
171
Raymond James Financial
RJF
$34.3B
$1.34M 0.16%
31,742
+7,076
+29% +$399K
EQR icon
172
Equity Residential
EQR
$25.4B
$1.33M 0.16%
21,505
-36,626
-63% -$2.83M
CFG icon
173
Citizens Financial Group
CFG
$31.1B
$1.33M 0.16%
70,509
+44,087
+167% +$1.44M
TER icon
174
Teradyne
TER
$63.1B
$1.32M 0.16%
24,455
+2,753
+13% +$175K
ICE icon
175
Intercontinental Exchange
ICE
$83.8B
$1.32M 0.16%
16,300
-28,955
-64% -$2.62M
5 6
7
8 9

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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.