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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
SNA icon
476
Snap-on
SNA
$21.5B
$612K 0.07%
5,620
+3,624
+182% +$535K
AN icon
477
AutoNation
AN
$6.92B
$611K 0.07%
21,782
-4,103
-16% -$169K
PRAH
478
DELISTED
PRA Health Sciences, Inc.
PRAH
$611K 0.07%
7,357
-1,343
-15% -$131K
TCF
479
DELISTED
TCF Financial Corporation Common Stock
TCF
$607K 0.07%
26,802
+21,902
+447% +$823K
CUB
480
DELISTED
Cubic Corporation
CUB
$606K 0.07%
14,668
+10,068
+219% +$582K
EEFT icon
481
Euronet Worldwide
EEFT
$2.7B
$601K 0.07%
7,016
-2,174
-24% -$288K
NDAQ icon
482
Nasdaq
NDAQ
$52.9B
$601K 0.07%
18,990
+8,355
+79% +$296K
CCEP icon
483
Coca-Cola Europacific Partners
CCEP
$47.9B
$600K 0.07%
16,000
+3,700
+30% +$180K
COHR icon
484
Coherent
COHR
$74.2B
$600K 0.07%
21,044
+12,144
+136% +$395K
KBH icon
485
KB Home
KBH
$3.59B
$598K 0.07%
+33,043
New +$1.06M
AGCO icon
486
AGCO
AGCO
$7.2B
$596K 0.07%
12,616
+7,697
+156% +$489K
LBRDA icon
487
Liberty Broadband Class A
LBRDA
$5.16B
$596K 0.07%
5,570
+3,270
+142% +$401K
WPC icon
488
W.P. Carey
WPC
$16.4B
$596K 0.07%
10,486
-21,925
-68% -$1.66M
WDC icon
489
Western Digital
WDC
$150B
$595K 0.07%
18,900
+8,768
+87% +$388K
K
490
DELISTED
Kellanova
K
$594K 0.07%
10,553
+7,038
+200% +$432K
TSN icon
491
Tyson Foods
TSN
$20.4B
$593K 0.07%
+10,245
New +$765K
BG icon
492
Bunge Global
BG
$20.8B
$592K 0.07%
14,428
+8,014
+125% +$392K
UFPI icon
493
UFP Industries
UFPI
$5.19B
$588K 0.07%
15,800
+6,193
+64% +$284K
CVS icon
494
CVS Health
CVS
$122B
$583K 0.07%
9,826
-8,271
-46% -$552K
KLIC icon
495
Kulicke & Soffa
KLIC
$4.78B
$583K 0.07%
27,927
+18,239
+188% +$447K
LYB icon
496
LyondellBasell Industries
LYB
$19.2B
$582K 0.07%
11,718
+4,087
+54% +$301K
VIRT icon
497
Virtu Financial
VIRT
$4.93B
$581K 0.07%
+27,896
New +$515K
STT icon
498
State Street
STT
$50.7B
$580K 0.07%
10,895
-11,385
-51% -$791K
IDXX icon
499
Idexx Laboratories
IDXX
$46.2B
$578K 0.07%
2,385
-664
-22% -$173K
NWBI icon
500
Northwest Bancshares
NWBI
$2.28B
$578K 0.07%
49,931
-7,307
-13% -$106K
18 19
20
21 22

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SCA
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IC
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WFA
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CA
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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.