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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
(-32%)
Cap. Flow
-$58.5M
Cap. Flow
% of AUM
-7.1%
Top 10 Holdings %
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oneok
OKE
|
+$6.31M |
| 2 |
Boston Properties
BXP
|
+$4.31M |
| 3 |
AT&T
T
|
+$4.3M |
| 4 |
Apple
AAPL
|
+$3.67M |
| 5 |
PACW
PacWest Bancorp
PACW
|
+$3.49M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Toronto Dominion Bank
TD
|
+$10.6M |
| 2 |
Oracle
ORCL
|
+$10.2M |
| 3 |
Gilead Sciences
GILD
|
+$7.19M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
426
NovoCure
NVCR
$1.83B
| $694K | 0.08% |
10,300
+5,900
| +134% | +$466K |
|
427
PRA Group
PRAA
$692M
| $693K | 0.08% |
24,988
+16,483
| +194% | +$574K |
|
|
PETQ
428
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
| $690K | 0.08% |
+29,701
| New | +$825K |
|
429
Kaiser Aluminum
KALU
$2.8B
| $687K | 0.08% |
9,916
+1,889
| +24% | +$178K |
|
430
Micron Technology
MU
$996B
| $685K | 0.08% |
16,286
+11,100
| +214% | +$577K |
|
431
Sonos
SONO
$1.83B
| $684K | 0.08% |
80,700
+53,600
| +198% | +$662K |
|
|
KSU
432
DELISTED
Kansas City Southern
KSU
| $684K | 0.08% |
5,381
-9,135
| -63% | -$1.39M |
|
433
NOV
NOV
$7.09B
| $683K | 0.08% |
69,482
+20,718
| +42% | +$391K |
|
434
Equifax
EFX
$20.7B
| $682K | 0.08% |
5,710
+1,396
| +32% | +$203K |
|
435
Equity Lifestyle Properties
ELS
$12.5B
| $682K | 0.08% |
11,857
-5,485
| -32% | -$374K |
|
|
ABMD
436
DELISTED
Abiomed Inc
ABMD
| $679K | 0.08% |
4,677
-3,052
| -39% | -$507K |
|
437
Supernus Pharmaceuticals
SUPN
$2.72B
| $677K | 0.08% |
37,650
+26,894
| +250% | +$565K |
|
438
Diamondback Energy
FANG
$53.1B
| $675K | 0.08% |
25,754
+20,824
| +422% | +$1.31M |
|
439
Louisiana-Pacific
LPX
$5.31B
| $674K | 0.08% |
39,248
+31,809
| +428% | +$880K |
|
440
Natera
NTRA
$38B
| $669K | 0.08% |
22,400
+1,500
| +7% | +$50.1K |
|
441
News Corp Class B
NWS
$18.3B
| $667K | 0.08% |
74,200
+51,305
| +224% | +$660K |
|
|
OPTU
442
Optimum Communications Inc
OPTU
$315M
| $664K | 0.08% |
+29,800
| New | +$778K |
|
443
Freshpet
FRPT
$3.21B
| $664K | 0.08% |
+10,400
| New | +$668K |
|
444
Ziff Davis
ZD
$1.88B
| $664K | 0.08% |
10,206
+5,235
| +105% | +$409K |
|
445
Air Products & Chemicals
APD
$66.8B
| $663K | 0.08% |
3,319
-133
| -4% | -$30.3K |
|
|
HZNP
446
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $663K | 0.08% |
+22,391
| New | +$758K |
|
447
Canadian National Railway
CNI
$76.5B
| $661K | 0.08% |
8,510
-2,855
| -25% | -$249K |
|
448
Factset
FDS
$9.77B
| $659K | 0.08% |
2,528
-59
| -2% | -$16.1K |
|
|
AVYA
449
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $658K | 0.08% |
81,300
+61,800
| +317% | +$734K |
|
450
Valvoline
VVV
$4.55B
| $655K | 0.08% |
+50,036
| New | +$959K |
|
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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.