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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
AAT
851
American Assets Trust
AAT
$1.4B
$258K 0.03%
10,335
+281
+3% +$11.4K
TENB icon
852
Tenable Holdings
TENB
$4.01B
$258K 0.03%
11,800
-18,800
-61% -$465K
PENG
853
Penguin Solutions Inc
PENG
$2.99B
$258K 0.03%
21,200
-4,800
-18% -$70.2K
ZUO
854
DELISTED
Zuora, Inc.
ZUO
$258K 0.03%
32,100
+19,400
+153% +$255K
DOC
855
DELISTED
PHYSICIANS REALTY TRUST
DOC
$257K 0.03%
18,413
-26,377
-59% -$485K
AAL icon
856
American Airlines Group
AAL
$10.6B
$256K 0.03%
20,994
+3,550
+20% +$80.9K
A icon
857
Agilent Technologies
A
$41.2B
$255K 0.03%
3,566
-15,869
-82% -$1.27M
LNW
858
DELISTED
Light & Wonder
LNW
$255K 0.03%
26,243
+10,772
+70% +$220K
MRTX
859
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$254K 0.03%
+3,300
New +$296K
ATRO icon
860
Astronics
ATRO
$3.84B
$253K 0.03%
+33,020
New +$594K
AMWD
861
DELISTED
American Woodmark
AMWD
$252K 0.03%
5,527
+2,730
+98% +$252K
LIVN icon
862
LivaNova
LIVN
$4.2B
$250K 0.03%
+5,517
New +$357K
MDLZ icon
863
Mondelez International
MDLZ
$79.9B
$250K 0.03%
4,991
-6,187
-55% -$335K
BOX icon
864
Box
BOX
$4.6B
$249K 0.03%
17,734
-7,930
-31% -$118K
HQY icon
865
HealthEquity
HQY
$8.75B
$249K 0.03%
4,913
-5,664
-54% -$376K
FG
866
DELISTED
FGL Holdings Ordinary Shares
FG
$249K 0.03%
+25,400
New +$268K
ABG icon
867
Asbury Automotive
ABG
$3.85B
$248K 0.03%
+4,497
New +$392K
HST icon
868
Host Hotels & Resorts
HST
$16B
$246K 0.03%
22,277
-50,467
-69% -$762K
IPGP icon
869
IPG Photonics
IPGP
$3.84B
$246K 0.03%
+2,230
New +$292K
JBL icon
870
Jabil
JBL
$35.8B
$246K 0.03%
10,008
-10,898
-52% -$380K
MRC
871
DELISTED
MRC Global
MRC
$246K 0.03%
57,700
-67,183
-54% -$631K
FIVN icon
872
FIVE9
FIVN
$2.54B
$245K 0.03%
3,200
-1,000
-24% -$71.3K
SIG icon
873
Signet Jewelers
SIG
$3.76B
$245K 0.03%
38,000
+21,284
+127% +$436K
TGI
874
DELISTED
Triumph Group
TGI
$245K 0.03%
36,200
+25,100
+226% +$459K
SMG icon
875
ScottsMiracle-Gro
SMG
$3.66B
$243K 0.03%
2,371
-11,643
-83% -$1.28M
33 34
35
36 37

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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.