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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
AYX
726
DELISTED
Alteryx Inc
AYX
$352K 0.04%
+3,700
New +$460K
GBCI icon
727
Glacier Bancorp
GBCI
$6.35B
$350K 0.04%
10,289
+20
+0.2% +$797
ALNY icon
728
Alnylam Pharmaceuticals
ALNY
$29.3B
$349K 0.04%
3,210
-4,598
-59% -$531K
LKQ icon
729
LKQ Corp
LKQ
$6.29B
$349K 0.04%
17,032
-31,502
-65% -$934K
CMD
730
DELISTED
Cantel Medical Corporation
CMD
$348K 0.04%
+9,700
New +$552K
EG icon
731
Everest Group
EG
$14.4B
$347K 0.04%
1,803
+780
+76% +$199K
AKAM icon
732
Akamai
AKAM
$15.9B
$346K 0.04%
3,779
-19,091
-83% -$1.77M
PAGS icon
733
PagSeguro Digital
PAGS
$2.55B
$346K 0.04%
+17,900
New +$543K
BHC icon
734
Bausch Health
BHC
$2.34B
$345K 0.04%
22,238
+7,255
+48% +$175K
CSIQ icon
735
Canadian Solar
CSIQ
$1.08B
$344K 0.04%
+21,627
New +$438K
LBTYA icon
736
Liberty Global Class A
LBTYA
$3.6B
$344K 0.04%
20,831
+405
+2% +$7.99K
PAG icon
737
Penske Automotive Group
PAG
$14.2B
$343K 0.04%
12,250
-22,889
-65% -$996K
VISN
738
Vistance Networks Inc
VISN
$2.52B
$342K 0.04%
37,517
+14,969
+66% +$174K
VCEL icon
739
Vericel Corp
VCEL
$2.31B
$342K 0.04%
37,300
+25,100
+206% +$376K
PXD
740
DELISTED
Pioneer Natural Resource Co.
PXD
$342K 0.04%
4,877
+1,207
+33% +$143K
ICPT
741
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$342K 0.04%
5,434
+393
+8% +$35.3K
SIVB
742
DELISTED
SVB Financial Group
SIVB
$342K 0.04%
2,264
+4
+0.2% +$880
RL icon
743
Ralph Lauren
RL
$23.6B
$341K 0.04%
5,096
+2,431
+91% +$255K
TDY icon
744
Teledyne Technologies
TDY
$32B
$341K 0.04%
+1,146
New +$394K
PDM
745
Piedmont Realty Trust
PDM
$1.19B
$340K 0.04%
19,250
+2,930
+18% +$63.2K
TWLO icon
746
Twilio
TWLO
$36.6B
$340K 0.04%
3,800
-4,000
-51% -$439K
USCR
747
DELISTED
U S Concrete, Inc.
USCR
$340K 0.04%
18,755
+3,955
+27% +$122K
BCPC
748
Balchem Corp
BCPC
$5.72B
$336K 0.04%
3,400
-1,400
-29% -$143K
DAY
749
DELISTED
Dayforce
DAY
$335K 0.04%
+6,700
New +$444K
CAT icon
750
Caterpillar
CAT
$387B
$334K 0.04%
2,875
-1,292
-31% -$165K
28 29
30
31 32

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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.