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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
LOPE icon
826
Grand Canyon Education
LOPE
$3.98B
$275K 0.03%
3,599
-7,195
-67% -$592K
NLY icon
827
Annaly Capital Management
NLY
$17.4B
$275K 0.03%
13,550
+4,907
+57% +$173K
BOKF icon
828
BOK Financial
BOKF
$8.74B
$274K 0.03%
6,441
+3,922
+156% +$276K
CBT icon
829
Cabot Corp
CBT
$4.52B
$273K 0.03%
10,460
-8,856
-46% -$337K
HAE icon
830
Haemonetics
HAE
$4B
$273K 0.03%
2,735
-854
-24% -$92.6K
URI icon
831
United Rentals
URI
$72.4B
$272K 0.03%
2,648
-2,309
-47% -$306K
EPC icon
832
Edgewell Personal Care
EPC
$1.31B
$271K 0.03%
11,235
-16,694
-60% -$499K
SBGI icon
833
Sinclair Inc
SBGI
$1.03B
$271K 0.03%
16,855
+3,594
+27% +$93.5K
HR icon
834
Healthcare Realty
HR
$6.84B
$269K 0.03%
+11,073
New +$335K
MCY icon
835
Mercury Insurance
MCY
$6.07B
$268K 0.03%
6,577
-9,313
-59% -$425K
MSM icon
836
MSC Industrial Direct
MSM
$6.86B
$268K 0.03%
+4,881
New +$321K
SNV
837
DELISTED
Synovus
SNV
$268K 0.03%
+15,272
New +$470K
DNKN
838
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$265K 0.03%
4,998
-7,242
-59% -$502K
IBTX
839
DELISTED
Independent Bank Group, Inc.
IBTX
$265K 0.03%
11,200
-1,300
-10% -$59.7K
FWONK icon
840
Liberty Media Series C
FWONK
$25.8B
$264K 0.03%
10,045
-5,773
-36% -$222K
HAL icon
841
Halliburton
HAL
$26.6B
$264K 0.03%
38,500
+28,896
+301% +$503K
LGND icon
842
Ligand Pharmaceuticals
LGND
$6.36B
$263K 0.03%
+5,806
New +$329K
ELAN icon
843
Elanco Animal Health
ELAN
$11.1B
$262K 0.03%
+11,700
New +$320K
GIII icon
844
G-III Apparel Group
GIII
$1.5B
$262K 0.03%
+34,012
New +$775K
GKOS icon
845
Glaukos
GKOS
$10.6B
$262K 0.03%
+8,500
New +$436K
AVAV icon
846
AeroVironment
AVAV
$9.45B
$261K 0.03%
4,276
-4,357
-50% -$272K
BHE icon
847
Benchmark Electronics
BHE
$2.96B
$260K 0.03%
13,005
+2,615
+25% +$74K
AZTA icon
848
Azenta
AZTA
$1.48B
$259K 0.03%
8,500
-300
-3% -$10.9K
JEF icon
849
Jefferies Financial Group
JEF
$13.1B
$259K 0.03%
19,844
+518
+3% +$9.89K
TTWO icon
850
Take-Two Interactive
TTWO
$46.1B
$259K 0.03%
2,186
-4,170
-66% -$493K
32 33
34
35 36

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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.