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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
BDX icon
501
Becton Dickinson
BDX
$48.7B
$574K 0.07%
+2,563
New +$633K
SLM icon
502
SLM Corp
SLM
$5.15B
$574K 0.07%
79,853
+65,000
+438% +$628K
KIM icon
503
Kimco Realty
KIM
$16.4B
$571K 0.07%
59,058
+42,883
+265% +$737K
GE icon
504
GE Aerospace
GE
$384B
$570K 0.07%
14,406
+3,471
+32% +$185K
MBUU icon
505
Malibu Boats
MBUU
$567M
$569K 0.07%
19,759
+700
+4% +$27.8K
FAF icon
506
First American
FAF
$7.58B
$568K 0.07%
13,393
-10,536
-44% -$602K
PINC
507
DELISTED
Premier
PINC
$568K 0.07%
17,373
+3,598
+26% +$117K
AVA icon
508
Avista
AVA
$3.24B
$566K 0.07%
13,329
-18,400
-58% -$885K
LII icon
509
Lennox International
LII
$15.2B
$560K 0.07%
3,079
-2,377
-44% -$549K
ALGT icon
510
Allegiant Air
ALGT
$2.57B
$559K 0.07%
6,836
+1,564
+30% +$225K
CIM
511
Chimera Investment
CIM
$1B
$559K 0.07%
20,492
+16,121
+369% +$915K
AQUA
512
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$559K 0.07%
49,900
+15,900
+47% +$299K
ABCB icon
513
Ameris Bancorp
ABCB
$5.89B
$558K 0.07%
23,500
+15,900
+209% +$567K
CRL icon
514
Charles River Laboratories
CRL
$12.8B
$556K 0.07%
4,405
+778
+21% +$117K
MS icon
515
Morgan Stanley
MS
$340B
$556K 0.07%
16,348
+1,626
+11% +$76.6K
PTC icon
516
PTC
PTC
$16B
$556K 0.07%
9,090
+2,546
+39% +$189K
ENR icon
517
Energizer
ENR
$1.55B
$554K 0.07%
18,300
+11,664
+176% +$529K
ALK icon
518
Alaska Air
ALK
$5.58B
$553K 0.07%
19,426
+2,952
+18% +$161K
DRE
519
DELISTED
Duke Realty Corp.
DRE
$553K 0.07%
17,085
-19,072
-53% -$654K
AVY icon
520
Avery Dennison
AVY
$13.4B
$552K 0.07%
5,418
-6,316
-54% -$774K
PCAR icon
521
PACCAR
PCAR
$70.1B
$552K 0.07%
13,548
+6,054
+81% +$285K
VICI icon
522
VICI Properties
VICI
$29.4B
$552K 0.07%
+33,191
New +$776K
EXPE icon
523
Expedia Group
EXPE
$37.3B
$551K 0.07%
9,793
-2,292
-19% -$220K
IRWD icon
524
Ironwood Pharmaceuticals
IRWD
$711M
$550K 0.07%
54,488
+43,013
+375% +$506K
SINA
525
DELISTED
Sina Corp
SINA
$550K 0.07%
17,260
+10,293
+148% +$379K
19 20
21
22 23

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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.