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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
BR icon
351
Broadridge
BR
$19B
$825K 0.1%
8,696
-3,439
-28% -$392K
NTRS icon
352
Northern Trust
NTRS
$33.9B
$823K 0.1%
10,909
-570
-5% -$52.3K
EXPD icon
353
Expeditors International
EXPD
$23.2B
$822K 0.1%
12,318
-274
-2% -$19.5K
WSO icon
354
Watsco Inc
WSO
$13.6B
$822K 0.1%
5,202
-2,415
-32% -$408K
HTLD icon
355
Heartland Express
HTLD
$956M
$819K 0.1%
44,096
+12,627
+40% +$240K
LPLA icon
356
LPL Financial
LPLA
$28.6B
$819K 0.1%
15,046
+8,812
+141% +$710K
SNX icon
357
TD Synnex
SNX
$20.2B
$819K 0.1%
22,402
+5,362
+31% +$329K
LSXMA
358
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$818K 0.1%
35,711
+9,746
+38% +$308K
PARA
359
DELISTED
Paramount Global Class B
PARA
$811K 0.1%
+57,895
New +$1.66M
TGTX icon
360
TG Therapeutics
TGTX
$7.62B
$808K 0.1%
82,100
+38,000
+86% +$480K
CATY icon
361
Cathay General Bancorp
CATY
$4.24B
$806K 0.1%
35,120
+17,453
+99% +$559K
ALLE icon
362
Allegion
ALLE
$14.4B
$805K 0.1%
8,744
+2,804
+47% +$335K
LECO icon
363
Lincoln Electric
LECO
$15.4B
$805K 0.1%
11,663
+5,602
+92% +$480K
GTLS
364
DELISTED
Chart Industries
GTLS
$802K 0.1%
+27,691
New +$1.5M
IPG
365
DELISTED
Interpublic Group of Companies
IPG
$801K 0.1%
49,505
+36,749
+288% +$776K
VMC icon
366
Vulcan Materials
VMC
$36.9B
$801K 0.1%
7,410
+2,680
+57% +$342K
BMI icon
367
Badger Meter
BMI
$4.03B
$799K 0.1%
14,900
+5,400
+57% +$329K
CNP icon
368
CenterPoint Energy
CNP
$26.8B
$795K 0.1%
51,458
-54,687
-52% -$1.25M
SWKS icon
369
Skyworks Solutions
SWKS
$10.6B
$794K 0.1%
8,881
+6,348
+251% +$678K
OTEX icon
370
Open Text
OTEX
$6.04B
$792K 0.1%
22,686
+14,971
+194% +$635K
PLXS icon
371
Plexus
PLXS
$7.23B
$792K 0.1%
14,510
-876
-6% -$59.1K
DGX icon
372
Quest Diagnostics
DGX
$26.3B
$790K 0.1%
9,832
-4,842
-33% -$501K
DTE icon
373
DTE Energy
DTE
$29.1B
$789K 0.1%
9,756
+1,131
+13% +$115K
MNDT
374
DELISTED
Mandiant, Inc. Common Stock
MNDT
$788K 0.1%
74,449
+22,916
+44% +$330K
BC icon
375
Brunswick
BC
$5.28B
$785K 0.1%
22,200
+6,476
+41% +$344K
13 14
15
16 17

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SCA
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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.