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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
LOW icon
451
Lowe's Companies
LOW
$125B
$654K 0.08%
7,600
-8,978
-54% -$981K
LNTH icon
452
Lantheus
LNTH
$6.59B
$653K 0.08%
+51,200
New +$818K
UIS icon
453
Unisys
UIS
$217M
$652K 0.08%
+52,800
New +$675K
FHI icon
454
Federated Hermes
FHI
$4.72B
$651K 0.08%
34,181
-19,917
-37% -$591K
MOH icon
455
Molina Healthcare
MOH
$10.3B
$649K 0.08%
4,645
-2,668
-36% -$357K
ROP icon
456
Roper Technologies
ROP
$39.8B
$645K 0.08%
2,068
+579
+39% +$205K
CUZ icon
457
Cousins Properties
CUZ
$4.88B
$644K 0.08%
+22,011
New +$815K
PFG icon
458
Principal Financial Group
PFG
$24.3B
$643K 0.08%
20,522
-3,600
-15% -$170K
KMI icon
459
Kinder Morgan
KMI
$68.7B
$638K 0.08%
45,804
+13,020
+40% +$248K
VSAT icon
460
Viasat
VSAT
$11.1B
$638K 0.08%
17,753
+3,169
+22% +$183K
TSLA icon
461
Tesla
TSLA
$1.3T
$635K 0.08%
+18,165
New +$753K
CASY icon
462
Casey's General Stores
CASY
$30.9B
$634K 0.08%
4,787
-572
-11% -$92.6K
CHKP icon
463
Check Point Software Technologies
CHKP
$13.1B
$634K 0.08%
6,302
-21,760
-78% -$2.33M
FIBK icon
464
First Interstate BancSystem
FIBK
$3.58B
$634K 0.08%
22,000
+4,900
+29% +$176K
RWT
465
Redwood Trust
RWT
$594M
$633K 0.08%
125,138
+106,638
+576% +$1.59M
PBA icon
466
Pembina Pipeline
PBA
$27.6B
$631K 0.08%
33,534
+8,424
+34% +$277K
ATO icon
467
Atmos Energy
ATO
$28.8B
$628K 0.08%
6,325
-599
-9% -$65.9K
ONTO icon
468
Onto Innovation
ONTO
$15.3B
$626K 0.08%
+21,100
New +$722K
ES icon
469
Eversource Energy
ES
$27.2B
$625K 0.08%
7,990
-6,776
-46% -$594K
AJG icon
470
Arthur J. Gallagher & Co
AJG
$63.6B
$624K 0.08%
7,661
-85
-1% -$8.14K
RHI icon
471
Robert Half
RHI
$4.37B
$623K 0.08%
16,496
+1,826
+12% +$98.9K
CSCO icon
472
Cisco
CSCO
$479B
$620K 0.08%
15,760
-7,003
-31% -$307K
SLGN icon
473
Silgan Holdings
SLGN
$4.41B
$617K 0.07%
21,272
+13,821
+185% +$416K
EWBC icon
474
East-West Bancorp
EWBC
$18B
$616K 0.07%
+23,913
New +$995K
CVA
475
DELISTED
Covanta Holding Corporation
CVA
$615K 0.07%
71,900
+18,711
+35% +$252K
17 18
19
20 21

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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.