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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
OPI
801
DELISTED
Office Properties Income Trust
OPI
$294K 0.04%
10,791
-9,013
-46% -$279K
POWI icon
802
Power Integrations
POWI
$3.61B
$294K 0.04%
6,656
-122
-2% -$5.89K
BERY
803
DELISTED
Berry Global Group, Inc.
BERY
$292K 0.04%
9,447
-8,023
-46% -$294K
NVT icon
804
nVent Electric
NVT
$26.7B
$290K 0.04%
+17,200
New +$401K
STAA icon
805
STAAR Surgical
STAA
$1.21B
$290K 0.04%
8,987
-17,200
-66% -$580K
KNX icon
806
Knight Transportation
KNX
$11.4B
$289K 0.04%
8,816
+1,704
+24% +$60.3K
QTWO icon
807
Q2 Holdings
QTWO
$3.92B
$289K 0.04%
4,900
-4,500
-48% -$349K
RNR icon
808
RenaissanceRe
RNR
$13.4B
$289K 0.04%
+1,934
New +$344K
CBSH icon
809
Commerce Bancshares
CBSH
$8.5B
$288K 0.03%
+7,663
New +$363K
MRVL icon
810
Marvell Technology
MRVL
$196B
$288K 0.03%
12,739
-34,294
-73% -$822K
OPLN
811
Openlane
OPLN
$4.54B
$287K 0.03%
23,901
+10,316
+76% +$202K
PRGS icon
812
Progress Software
PRGS
$1.76B
$287K 0.03%
8,978
-5,775
-39% -$233K
TROX icon
813
Tronox
TROX
$1.04B
$287K 0.03%
57,700
+43,500
+306% +$361K
CAL icon
814
Caleres
CAL
$487M
$286K 0.03%
55,077
+30,471
+124% +$438K
NEO icon
815
NeoGenomics
NEO
$2.13B
$286K 0.03%
10,376
-20,032
-66% -$600K
ARI
816
Apollo Commercial Real Estate
ARI
$885M
$285K 0.03%
38,457
-17,278
-31% -$270K
KHC icon
817
Kraft Heinz
KHC
$30B
$285K 0.03%
11,500
-500
-4% -$13.7K
RPM icon
818
RPM International
RPM
$15B
$285K 0.03%
4,786
-19,736
-80% -$1.36M
CC icon
819
Chemours
CC
$2.37B
$284K 0.03%
+32,069
New +$462K
IOVA icon
820
Iovance Biotherapeutics
IOVA
$2.87B
$284K 0.03%
+9,500
New +$252K
ALKS icon
821
Alkermes
ALKS
$8.25B
$283K 0.03%
19,660
-1,184
-6% -$21.1K
EGHT icon
822
8x8 Inc
EGHT
$332M
$280K 0.03%
+20,188
New +$368K
PKG icon
823
Packaging Corp of America
PKG
$22.8B
$279K 0.03%
+3,211
New +$311K
RITM icon
824
Rithm Capital
RITM
$5.69B
$277K 0.03%
55,273
+27,714
+101% +$402K
VIAV icon
825
Viavi Solutions
VIAV
$9.66B
$277K 0.03%
24,672
-49,046
-67% -$667K
31 32
33
34 35

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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.