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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
T icon
1
AT&T
T
$165B
$5.25M 0.64%
238,691
+157,339
+193% +$4.3M
KO icon
2
Coca-Cola
KO
$354B
$5.11M 0.62%
115,372
+63,651
+123% +$3.44M
INTU icon
3
Intuit
INTU
$81.1B
$4.19M 0.51%
18,203
-2,843
-14% -$770K
AAPL icon
4
Apple
AAPL
$4.89T
$4.16M 0.51%
65,500
+49,884
+319% +$3.67M
CHTR icon
5
Charter Communications
CHTR
$14.7B
$4.13M 0.5%
9,460
+3,904
+70% +$1.91M
ELV icon
6
Elevance Health
ELV
$81.9B
$3.9M 0.47%
17,199
+4,031
+31% +$1.1M
TXN icon
7
Texas Instruments
TXN
$255B
$3.69M 0.45%
36,917
+13,747
+59% +$1.65M
LLY icon
8
Eli Lilly
LLY
$1.07T
$3.68M 0.45%
26,545
+24,345
+1,107% +$3.34M
TJX icon
9
TJX Companies
TJX
$170B
$3.62M 0.44%
75,784
+42,016
+124% +$2.42M
CTSH icon
10
Cognizant
CTSH
$21.5B
$3.61M 0.44%
77,605
+29,299
+61% +$1.75M
TMO icon
11
Thermo Fisher Scientific
TMO
$211B
$3.57M 0.43%
12,574
+4,530
+56% +$1.43M
APH icon
12
Amphenol
APH
$188B
$3.53M 0.43%
193,652
+129,704
+203% +$3.09M
COST icon
13
Costco
COST
$415B
$3.49M 0.42%
12,249
-14,157
-54% -$4.3M
BXP icon
14
Boston Properties
BXP
$11B
$3.47M 0.42%
37,618
+33,465
+806% +$4.31M
RY icon
15
Royal Bank of Canada
RY
$291B
$3.39M 0.41%
55,025
-96,568
-64% -$7.17M
WM icon
16
Waste Management
WM
$95.9B
$3.35M 0.41%
36,175
+4,512
+14% +$518K
YUM icon
17
Yum! Brands
YUM
$41B
$3.3M 0.4%
48,183
+8,440
+21% +$787K
XYZ
18
Block Inc
XYZ
$45.9B
$3.22M 0.39%
61,519
+49,419
+408% +$3.38M
KDP icon
19
Keurig Dr Pepper
KDP
$40.4B
$3.13M 0.38%
128,777
+110,427
+602% +$2.98M
GIB icon
20
CGI
GIB
$13.9B
$3.11M 0.38%
57,200
+42,664
+294% +$3.09M
MRSH
21
Marsh
MRSH
$86.3B
$3.08M 0.37%
35,607
+24,007
+207% +$2.56M
WFC icon
22
Wells Fargo
WFC
$261B
$3.02M 0.37%
105,408
+79,241
+303% +$3.37M
MNST icon
23
Monster Beverage
MNST
$91.4B
$2.98M 0.36%
106,036
+69,222
+188% +$2.22M
JCI icon
24
Johnson Controls International
JCI
$87.5B
$2.98M 0.36%
110,600
+85,300
+337% +$3.18M
ADBE icon
25
Adobe
ADBE
$89.5B
$2.97M 0.36%
9,320
+8,171
+711% +$2.79M
1
2 3 4 5

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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.