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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
GLPI icon
376
Gaming and Leisure Properties
GLPI
$12.8B
$780K 0.09%
28,146
+11,158
+66% +$457K
MUSA icon
377
Murphy USA
MUSA
$9.9B
$780K 0.09%
9,241
-2,090
-18% -$217K
NXST icon
378
Nexstar Media Group
NXST
$5.74B
$779K 0.09%
+13,490
New +$1.43M
CRUS icon
379
Cirrus Logic
CRUS
$6.19B
$778K 0.09%
11,848
+2,434
+26% +$180K
MCHP icon
380
Microchip Technology
MCHP
$40.4B
$775K 0.09%
+22,852
New +$1.07M
TSCO icon
381
Tractor Supply
TSCO
$17.9B
$774K 0.09%
45,785
-80,535
-64% -$1.45M
WAFD icon
382
WaFd
WAFD
$2.77B
$774K 0.09%
29,821
+20,920
+235% +$669K
SMPL icon
383
Simply Good Foods
SMPL
$988M
$768K 0.09%
39,900
+32,100
+412% +$702K
IDCC icon
384
InterDigital
IDCC
$8.47B
$764K 0.09%
17,129
+2,150
+14% +$113K
CBRL icon
385
Cracker Barrel
CBRL
$1.3B
$761K 0.09%
9,142
+7,217
+375% +$991K
CXO
386
DELISTED
CONCHO RESOURCES INC.
CXO
$761K 0.09%
17,758
+14,056
+380% +$978K
NI icon
387
NiSource
NI
$20.8B
$759K 0.09%
30,401
-42,345
-58% -$1.17M
CNO icon
388
CNO Financial Group
CNO
$5.14B
$755K 0.09%
60,928
+30,892
+103% +$506K
DHI icon
389
D.R. Horton
DHI
$40.8B
$754K 0.09%
22,184
-35,659
-62% -$1.85M
ALV icon
390
Autoliv
ALV
$8.83B
$753K 0.09%
16,357
+13,943
+578% +$957K
LBRDK icon
391
Liberty Broadband Class C
LBRDK
$5.32B
$752K 0.09%
+6,788
New +$845K
OZK icon
392
Bank OZK
OZK
$5.63B
$748K 0.09%
+44,766
New +$1.15M
LEG icon
393
Leggett & Platt
LEG
$1.31B
$747K 0.09%
27,981
+9,490
+51% +$395K
TTC icon
394
Toro Company
TTC
$9.35B
$745K 0.09%
11,445
+5,051
+79% +$383K
ZION icon
395
Zions Bancorporation
ZION
$10.3B
$745K 0.09%
27,845
+13,939
+100% +$574K
IART icon
396
Integra LifeSciences
IART
$1.33B
$744K 0.09%
+16,649
New +$874K
EOG icon
397
EOG Resources
EOG
$71.4B
$743K 0.09%
20,686
+10,321
+100% +$671K
STE icon
398
Steris
STE
$22.6B
$742K 0.09%
5,302
+1,184
+29% +$177K
CHRW icon
399
C.H. Robinson
CHRW
$17.1B
$741K 0.09%
11,187
-2,840
-20% -$204K
BNS icon
400
Scotiabank
BNS
$108B
$738K 0.09%
18,181
-55,544
-75% -$2.81M
14 15
16
17 18

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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.