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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
LITE icon
601
Lumentum
LITE
$69.3B
$469K 0.06%
6,361
-5,427
-46% -$427K
QNST icon
602
QuinStreet
QNST
$1.21B
$469K 0.06%
58,200
+46,500
+397% +$573K
RDFN
603
DELISTED
Redfin
RDFN
$469K 0.06%
30,393
+14,662
+93% +$342K
SUI icon
604
Sun Communities
SUI
$14.7B
$469K 0.06%
3,756
-804
-18% -$121K
MKL icon
605
Markel Group
MKL
$23.2B
$465K 0.06%
501
-103
-17% -$118K
WRB icon
606
W.R. Berkley
WRB
$26.6B
$462K 0.06%
19,926
-35,028
-64% -$1.04M
LEN icon
607
Lennar Class A
LEN
$21.2B
$460K 0.06%
12,442
-14,636
-54% -$829K
SSD icon
608
Simpson Manufacturing
SSD
$8.16B
$460K 0.06%
7,415
-8,157
-52% -$637K
CMI icon
609
Cummins
CMI
$88.7B
$458K 0.06%
3,383
-3,841
-53% -$599K
TRIP icon
610
TripAdvisor
TRIP
$1.26B
$458K 0.06%
+26,321
New +$667K
CCMP
611
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$458K 0.06%
+4,016
New +$560K
GBX icon
612
The Greenbrier Companies
GBX
$1.46B
$454K 0.06%
+25,607
New +$607K
AMH icon
613
American Homes 4 Rent
AMH
$12.5B
$453K 0.06%
19,538
+7,939
+68% +$210K
ALB icon
614
Albemarle
ALB
$15.5B
$452K 0.05%
8,026
+3,301
+70% +$253K
JKHY icon
615
Jack Henry & Associates
JKHY
$11.1B
$452K 0.05%
2,910
-3,844
-57% -$597K
REGN icon
616
Regeneron Pharmaceuticals
REGN
$80.8B
$452K 0.05%
925
-644
-41% -$266K
TECH icon
617
Bio-Techne
TECH
$11.3B
$452K 0.05%
9,532
+3,188
+50% +$159K
NMIH icon
618
NMI Holdings
NMIH
$3.36B
$449K 0.05%
38,711
+16,311
+73% +$431K
SCCO icon
619
Southern Copper
SCCO
$166B
$449K 0.05%
17,189
-4,357
-20% -$146K
BRKR icon
620
Bruker
BRKR
$8.14B
$448K 0.05%
12,482
+3,133
+34% +$145K
GTN icon
621
Gray Television
GTN
$552M
$448K 0.05%
41,706
+17,431
+72% +$315K
LH icon
622
Labcorp
LH
$25.9B
$447K 0.05%
4,121
-11,216
-73% -$1.62M
XLRN
623
DELISTED
Acceleron Pharma
XLRN
$447K 0.05%
4,973
-6,727
-57% -$523K
ESNT icon
624
Essent Group
ESNT
$6.33B
$442K 0.05%
16,772
+10,318
+160% +$458K
HUBG icon
625
HUB Group
HUBG
$2.92B
$441K 0.05%
+19,406
New +$487K
23 24
25
26 27

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WFA
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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.