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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
PSB
626
DELISTED
PS Business Parks, Inc.
PSB
$441K 0.05%
+3,256
New +$506K
ICFI icon
627
ICF International
ICFI
$1.72B
$439K 0.05%
6,388
-3,212
-33% -$262K
BKR icon
628
Baker Hughes
BKR
$61.1B
$437K 0.05%
41,600
+25,100
+152% +$471K
EBS icon
629
Emergent Biosolutions
EBS
$248M
$436K 0.05%
+7,535
New +$434K
NHI icon
630
National Health Investors
NHI
$3.65B
$436K 0.05%
8,807
-2,856
-24% -$217K
ICLR icon
631
Icon
ICLR
$12.7B
$435K 0.05%
3,200
+1,600
+100% +$256K
CADE
632
DELISTED
Cadence Bancorporation
CADE
$435K 0.05%
66,400
+35,900
+118% +$495K
ADUS icon
633
Addus HomeCare
ADUS
$2.23B
$433K 0.05%
6,400
+600
+10% +$51.9K
ETN icon
634
Eaton
ETN
$174B
$431K 0.05%
5,545
-2,835
-34% -$260K
SF
635
Stifel
SF
$12.6B
$431K 0.05%
23,481
-3,368
-13% -$84.4K
UPLD icon
636
Upland Software
UPLD
$15.4M
$429K 0.05%
+1,600
New +$578K
LGIH icon
637
LGI Homes
LGIH
$1.4B
$428K 0.05%
+9,474
New +$704K
LSTR icon
638
Landstar System
LSTR
$6.21B
$428K 0.05%
4,470
+2,285
+105% +$243K
SNAP icon
639
Snap
SNAP
$9.01B
$428K 0.05%
36,000
+15,300
+74% +$235K
TAP icon
640
Molson Coors Class B
TAP
$8.09B
$428K 0.05%
+10,980
New +$556K
GAP
641
The Gap Inc
GAP
$7.37B
$427K 0.05%
60,661
+41,398
+215% +$614K
DPZ icon
642
Domino's
DPZ
$11.6B
$426K 0.05%
1,316
-373
-22% -$115K
CONE
643
DELISTED
CyrusOne Inc Common Stock
CONE
$426K 0.05%
6,900
-7,622
-52% -$465K
GPN icon
644
Global Payments
GPN
$22.8B
$425K 0.05%
2,944
-373
-11% -$68.2K
RPAI
645
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$425K 0.05%
82,129
+50,323
+158% +$531K
VEEV icon
646
Veeva Systems
VEEV
$37.4B
$424K 0.05%
2,709
-5,803
-68% -$851K
BKU icon
647
Bankunited
BKU
$3.36B
$422K 0.05%
22,549
+13,937
+162% +$416K
TRV icon
648
Travelers Companies
TRV
$80.2B
$421K 0.05%
4,237
+290
+7% +$36.1K
WEX icon
649
WEX
WEX
$6.31B
$421K 0.05%
4,030
+2,942
+270% +$549K
WH icon
650
Wyndham Hotels & Resorts
WH
$5.48B
$419K 0.05%
+13,300
New +$676K
24 25
26
27 28

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BDF
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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.