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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
CNK icon
926
Cinemark Holdings
CNK
$4.32B
$207K 0.03%
20,300
-8,381
-29% -$215K
COLM icon
927
Columbia Sportswear
COLM
$2.94B
$207K 0.03%
+2,970
New +$252K
LNC icon
928
Lincoln National
LNC
$8.81B
$207K 0.03%
7,858
-9,032
-53% -$429K
SCHW
929
Charles Schwab
SCHW
$187B
$207K 0.03%
6,152
-166,557
-96% -$6.99M
CVSA
930
Covista Inc
CVSA
$4.8B
$206K 0.03%
7,679
-22,107
-74% -$704K
BJ icon
931
BJs Wholesale Club
BJ
$12.3B
$206K 0.03%
8,100
-1,500
-16% -$33.7K
PRDO icon
932
Perdoceo Education
PRDO
$2.12B
$206K 0.03%
+19,113
New +$297K
HRL icon
933
Hormel Foods
HRL
$13.8B
$205K 0.02%
4,387
-13,411
-75% -$610K
SPLK
934
DELISTED
Splunk Inc
SPLK
$205K 0.02%
+1,627
New +$239K
AMG icon
935
Affiliated Managers Group
AMG
$9.76B
$204K 0.02%
3,443
-1,944
-36% -$146K
AZPN
936
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$204K 0.02%
2,151
-1,798
-46% -$171K
LUV icon
937
Southwest Airlines
LUV
$23B
$203K 0.02%
5,709
-20,084
-78% -$996K
JBLU icon
938
JetBlue
JBLU
$2.29B
$202K 0.02%
22,523
-54,888
-71% -$910K
HP icon
939
Helmerich & Payne
HP
$3.71B
$201K 0.02%
12,814
-2,519
-16% -$88.7K
NVRO
940
DELISTED
NEVRO CORP.
NVRO
$201K 0.02%
+2,008
New +$242K
CUBE icon
941
CubeSmart
CUBE
$9.41B
$200K 0.02%
7,464
-18,287
-71% -$549K
CXP
942
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$199K 0.02%
15,910
-1,460
-8% -$27.4K
AVNT icon
943
Avient
AVNT
$4.19B
$197K 0.02%
10,366
-9,465
-48% -$265K
COOP
944
DELISTED
Mr. Cooper
COOP
$193K 0.02%
+26,273
New +$304K
PEB icon
945
Pebblebrook Hotel Trust
PEB
$2.05B
$193K 0.02%
17,700
-17,103
-49% -$348K
DNOW icon
946
DNOW Inc
DNOW
$2.99B
$192K 0.02%
37,200
-66,027
-64% -$595K
B
947
Barrick Mining
B
$73.2B
$192K 0.02%
10,500
-28,115
-73% -$527K
FMBI
948
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$187K 0.02%
+14,108
New +$266K
BBWI icon
949
Bath & Body Works
BBWI
$4.1B
$184K 0.02%
19,676
-71,094
-78% -$1.13M
KTOS icon
950
Kratos Defense & Security Solutions
KTOS
$11.4B
$184K 0.02%
13,300
– –
36 37
38
39 40

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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.