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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
(-32%)
Cap. Flow
-$58.5M
Cap. Flow
% of AUM
-7.1%
Top 10 Holdings %
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oneok
OKE
|
+$6.31M |
| 2 |
Boston Properties
BXP
|
+$4.31M |
| 3 |
AT&T
T
|
+$4.3M |
| 4 |
Apple
AAPL
|
+$3.67M |
| 5 |
PACW
PacWest Bancorp
PACW
|
+$3.49M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Toronto Dominion Bank
TD
|
+$10.6M |
| 2 |
Oracle
ORCL
|
+$10.2M |
| 3 |
Gilead Sciences
GILD
|
+$7.19M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
CLDR
676
DELISTED
Cloudera, Inc.
CLDR
| $395K | 0.05% |
+50,200
| New | +$490K |
|
677
Colgate-Palmolive
CL
$74.4B
| $392K | 0.05% |
5,910
-19,343
| -77% | -$1.36M |
|
678
Omega Healthcare
OHI
$14.7B
| $392K | 0.05% |
14,760
-3,194
| -18% | -$121K |
|
679
Tower Semiconductor
TSEM
$28.5B
| $391K | 0.05% |
+24,580
| New | +$512K |
|
680
Ubiquiti
UI
$34.3B
| $391K | 0.05% |
+2,764
| New | +$422K |
|
681
SPX Corp
SPXC
$10.8B
| $388K | 0.05% |
11,900
+2,300
| +24% | +$104K |
|
|
NSTG
682
DELISTED
NanoString Technologies, Inc.
NSTG
| $387K | 0.05% |
+16,100
| New | +$466K |
|
683
Heron Therapeutics
HRTX
$92.9M
| $386K | 0.05% |
32,881
+18,909
| +135% | +$355K |
|
684
Warner Bros
WBD
$67.1B
| $386K | 0.05% |
19,844
-3,041
| -13% | -$83.5K |
|
685
Wabtec
WAB
$49.3B
| $385K | 0.05% |
8,008
-12,347
| -61% | -$848K |
|
686
Blackbaud
BLKB
$2.08B
| $384K | 0.05% |
6,909
-211
| -3% | -$14.9K |
|
687
Archer Daniels Midland
ADM
$36.9B
| $383K | 0.05% |
10,875
-22,951
| -68% | -$938K |
|
688
Old Dominion Freight Line
ODFL
$44.9B
| $383K | 0.05% |
5,840
-10,981
| -65% | -$730K |
|
689
Semtech
SMTC
$13B
| $383K | 0.05% |
10,214
+3,858
| +61% | +$175K |
|
690
Spectrum Brands
SPB
$2.07B
| $383K | 0.05% |
10,535
+7,287
| +224% | +$394K |
|
691
Vornado Realty Trust
VNO
$7.38B
| $383K | 0.05% |
10,576
+3,815
| +56% | +$217K |
|
|
GBT
692
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $383K | 0.05% |
+7,500
| New | +$502K |
|
|
HPP
693
Hudson Pacific Properties
HPP
$779M
| $382K | 0.05% |
2,152
+1,306
| +154% | +$298K |
|
|
CIT
694
DELISTED
CIT Group Inc.
CIT
| $382K | 0.05% |
22,159
+11,765
| +113% | +$444K |
|
695
Central Garden & Pet Co Class A
CENTA
$2.44B
| $381K | 0.05% |
18,625
-16,250
| -47% | -$361K |
|
|
MPT
696
Medical Properties Trust
MPT
$2.81B
| $380K | 0.05% |
21,965
+10,061
| +85% | +$210K |
|
697
Boise Cascade
BCC
$3.02B
| $378K | 0.05% |
15,892
-23,908
| -60% | -$812K |
|
698
Weyerhaeuser
WY
$18.4B
| $377K | 0.05% |
22,213
+9,390
| +73% | +$247K |
|
699
HubSpot
HUBS
$10.5B
| $376K | 0.05% |
2,823
+723
| +34% | +$120K |
|
700
TC Energy
TRP
$65.9B
| $376K | 0.05% |
8,480
-21,999
| -72% | -$1.12M |
|
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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.