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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
BAND
776
Bandwidth Inc
BAND
$1.61B
$316K 0.04%
4,700
+100
+2% +$6.82K
NOMD icon
777
Nomad Foods
NOMD
$1.68B
$314K 0.04%
+16,900
New +$329K
MTSI icon
778
MACOM Technology Solutions
MTSI
$23.7B
$312K 0.04%
16,500
+6,300
+62% +$160K
CCK icon
779
Crown Holdings
CCK
$13.1B
$311K 0.04%
5,354
-9,859
-65% -$686K
TD icon
780
Toronto Dominion Bank
TD
$200B
$310K 0.04%
7,306
-206,752
-97% -$10.6M
REXR icon
781
Rexford Industrial Realty
REXR
$8.19B
$309K 0.04%
7,530
-1,370
-15% -$63K
EVBG
782
DELISTED
Everbridge, Inc. Common Stock
EVBG
$308K 0.04%
2,900
-2,400
-45% -$236K
EPR icon
783
EPR Properties
EPR
$4.77B
$306K 0.04%
+12,614
New +$723K
NVEE
784
DELISTED
NV5 Global
NVEE
$306K 0.04%
+29,600
New +$396K
OSIS icon
785
OSI Systems
OSIS
$3.89B
$306K 0.04%
4,439
-12,271
-73% -$1.05M
DVA icon
786
DaVita
DVA
$11.7B
$305K 0.04%
4,013
-10,876
-73% -$855K
MHK icon
787
Mohawk Industries
MHK
$9.22B
$305K 0.04%
3,996
-4,068
-50% -$482K
STMP
788
DELISTED
Stamps.com, Inc.
STMP
$305K 0.04%
+2,345
New +$246K
PRFT
789
DELISTED
Perficient Inc
PRFT
$304K 0.04%
+11,232
New +$490K
FLOW
790
DELISTED
SPX FLOW, Inc.
FLOW
$304K 0.04%
+10,700
New +$408K
AMT icon
791
American Tower
AMT
$80.4B
$303K 0.04%
1,392
-2,118
-60% -$493K
NFG icon
792
National Fuel Gas
NFG
$7.65B
$303K 0.04%
8,114
+1,082
+15% +$44.4K
NWN icon
793
Northwest Natural Holdings
NWN
$2.12B
$303K 0.04%
+4,900
New +$343K
ULTA icon
794
Ulta Beauty
ULTA
$24.3B
$301K 0.04%
1,715
-3,979
-70% -$992K
EHC icon
795
Encompass Health
EHC
$12.4B
$299K 0.04%
5,868
-6,600
-53% -$381K
HLF icon
796
Herbalife
HLF
$1.29B
$299K 0.04%
10,256
-17,948
-64% -$668K
NSIT icon
797
Insight Enterprises
NSIT
$4.38B
$299K 0.04%
7,100
-6,691
-49% -$387K
PFPT
798
DELISTED
Proofpoint, Inc.
PFPT
$299K 0.04%
2,912
-5,159
-64% -$602K
CADE
799
DELISTED
Cadence Bank
CADE
$297K 0.04%
15,704
+5,727
+57% +$151K
TRGP icon
800
Targa Resources
TRGP
$55.1B
$296K 0.04%
42,796
+17,772
+71% +$528K
30 31
32
33 34

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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.