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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
DAL icon
201
Delta Air Lines
DAL
$61.9B
$1.2M 0.15%
42,011
+10,615
+34% +$526K
ABT icon
202
Abbott
ABT
$181B
$1.2M 0.15%
15,182
-29,057
-66% -$2.42M
CF icon
203
CF Industries
CF
$17.9B
$1.19M 0.14%
43,912
+31,864
+264% +$1.18M
DKS icon
204
Dick's Sporting Goods
DKS
$18B
$1.19M 0.14%
56,031
+43,903
+362% +$1.68M
MIME
205
DELISTED
Mimecast Limited
MIME
$1.19M 0.14%
33,700
+20,600
+157% +$890K
PSA icon
206
Public Storage
PSA
$60.9B
$1.19M 0.14%
5,989
-2,611
-30% -$559K
TRMB icon
207
Trimble
TRMB
$13.7B
$1.18M 0.14%
37,088
+14,796
+66% +$579K
PEG icon
208
Public Service Enterprise Group
PEG
$37.5B
$1.18M 0.14%
26,225
-65,143
-71% -$3.52M
ZEN
209
DELISTED
ZENDESK INC
ZEN
$1.18M 0.14%
18,393
+12,611
+218% +$984K
CDW icon
210
CDW
CDW
$17.8B
$1.18M 0.14%
12,593
+2,284
+22% +$280K
DIN icon
211
Dine Brands
DIN
$453M
$1.17M 0.14%
40,938
+34,836
+571% +$2.52M
CNS icon
212
Cohen & Steers
CNS
$4.31B
$1.17M 0.14%
+25,800
New +$1.63M
ALTR
213
DELISTED
Altair Engineering Inc
ALTR
$1.17M 0.14%
+44,259
New +$1.52M
WD icon
214
Walker & Dunlop
WD
$1.76B
$1.17M 0.14%
+29,100
New +$1.83M
WHR icon
215
Whirlpool
WHR
$3B
$1.17M 0.14%
13,601
+2,657
+24% +$349K
WU icon
216
Western Union
WU
$2.3B
$1.16M 0.14%
64,051
+53,243
+493% +$1.31M
SSNC icon
217
SS&C Technologies
SSNC
$18.6B
$1.16M 0.14%
26,438
+22,559
+582% +$1.28M
EMN icon
218
Eastman Chemical
EMN
$8.38B
$1.16M 0.14%
24,792
+9,820
+66% +$631K
PANW icon
219
Palo Alto Networks
PANW
$297B
$1.16M 0.14%
42,270
+19,278
+84% +$673K
NTAP icon
220
NetApp
NTAP
$37.1B
$1.15M 0.14%
27,545
+9,949
+57% +$514K
BBY icon
221
Best Buy
BBY
$17.8B
$1.15M 0.14%
20,112
+12,963
+181% +$1.03M
TRMK icon
222
Trustmark
TRMK
$2.82B
$1.14M 0.14%
49,079
+34,542
+238% +$1.03M
SCS
223
DELISTED
Steelcase
SCS
$1.14M 0.14%
115,687
+45,995
+66% +$759K
VTR icon
224
Ventas
VTR
$47.5B
$1.14M 0.14%
42,575
+8,081
+23% +$401K
HSY icon
225
Hershey
HSY
$35.9B
$1.14M 0.14%
8,566
+5,224
+156% +$771K
7 8
9
10 11

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
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.