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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
AIV
176
Aimco
AIV
$381M
$1.31M 0.16%
280,267
-453,065
-62% -$2.9M
ADSK icon
177
Autodesk
ADSK
$50.2B
$1.31M 0.16%
8,396
+3,308
+65% +$607K
SLG icon
178
SL Green Realty
SLG
$3.88B
$1.31M 0.16%
31,433
+23,234
+283% +$1.81M
CMCSA icon
179
Comcast
CMCSA
$87B
$1.31M 0.16%
38,059
+24,173
+174% +$1.02M
WBS icon
180
Webster Financial
WBS
$12.8B
$1.31M 0.16%
+57,023
New +$2.32M
DUK icon
181
Duke Energy
DUK
$95.8B
$1.29M 0.16%
15,980
-67,879
-81% -$6.23M
IRM icon
182
Iron Mountain
IRM
$37.7B
$1.29M 0.16%
54,046
+12,983
+32% +$393K
MDT icon
183
Medtronic
MDT
$109B
$1.28M 0.16%
14,199
-24,493
-63% -$2.61M
GVA icon
184
Granite Construction
GVA
$5.45B
$1.28M 0.16%
+84,194
New +$1.89M
INFO
185
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.28M 0.16%
21,300
+17,400
+446% +$1.25M
DOV icon
186
Dover
DOV
$28.5B
$1.27M 0.15%
15,142
+5,634
+59% +$597K
DLB icon
187
Dolby
DLB
$5.69B
$1.26M 0.15%
23,249
+3,877
+20% +$254K
DBX icon
188
Dropbox
DBX
$8.1B
$1.26M 0.15%
69,500
-18,700
-21% -$340K
AGR
189
DELISTED
Avangrid, Inc.
AGR
$1.26M 0.15%
28,700
+24,100
+524% +$1.21M
RMD icon
190
ResMed
RMD
$32.3B
$1.25M 0.15%
8,520
+4,224
+98% +$673K
ACGL icon
191
Arch Capital
ACGL
$33.5B
$1.25M 0.15%
43,836
+1,165
+3% +$47.2K
MELI icon
192
Mercado Libre
MELI
$97.4B
$1.25M 0.15%
2,548
+1,973
+343% +$1.22M
UDR icon
193
UDR
UDR
$12.4B
$1.24M 0.15%
34,027
-14,394
-30% -$651K
DIS icon
194
Walt Disney
DIS
$177B
$1.24M 0.15%
12,813
-23,308
-65% -$2.95M
PEP icon
195
PepsiCo
PEP
$189B
$1.23M 0.15%
10,268
-46,283
-82% -$6.25M
LNG icon
196
Cheniere Energy
LNG
$53.7B
$1.23M 0.15%
36,730
+17,695
+93% +$907K
AFL icon
197
Aflac
AFL
$63.5B
$1.23M 0.15%
35,890
-10,328
-22% -$472K
TEAM icon
198
Atlassian
TEAM
$28.7B
$1.22M 0.15%
8,900
+6,500
+271% +$909K
C icon
199
Citigroup
C
$233B
$1.22M 0.15%
28,921
+25,262
+690% +$1.7M
SYY icon
200
Sysco
SYY
$40.6B
$1.21M 0.15%
26,406
+4,223
+19% +$292K
6 7
8
9 10

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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.