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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
CPRI icon
951
Capri Holdings
CPRI
$1.74B
$183K 0.02%
17,000
+4,300
+34% +$113K
SU icon
952
Suncor Energy
SU
$70.3B
$183K 0.02%
11,599
-71,936
-86% -$1.89M
IVR icon
953
Invesco Mortgage Capital
IVR
$805M
$182K 0.02%
5,330
+3,045
+133% +$447K
VG
954
DELISTED
Vonage Holdings Corporation
VG
$182K 0.02%
25,210
-42,900
-63% -$350K
AGNC icon
955
AGNC Investment
AGNC
$12.9B
$180K 0.02%
17,042
-157,583
-90% -$2.63M
LXP icon
956
LXP Industrial Trust
LXP
$3.57B
$176K 0.02%
+3,541
New +$187K
TRN icon
957
Trinity Industries
TRN
$2.38B
$175K 0.02%
10,902
-12,145
-53% -$243K
BRX icon
958
Brixmor Property Group
BRX
$9.32B
$174K 0.02%
18,346
-679
-4% -$12.2K
HTH icon
959
Hilltop Holdings
HTH
$2.24B
$174K 0.02%
11,489
-25,853
-69% -$547K
SAVE
960
DELISTED
Spirit Airlines, Inc.
SAVE
$172K 0.02%
13,314
-4,178
-24% -$134K
KSS icon
961
Kohl's
KSS
$2.19B
$170K 0.02%
11,640
+7,140
+159% +$268K
SSRM icon
962
SSR Mining
SSRM
$6.48B
$170K 0.02%
+14,943
New +$246K
BNFT
963
DELISTED
Benefitfocus, Inc.
BNFT
$168K 0.02%
18,900
+9,300
+97% +$141K
TU icon
964
Telus
TU
$15.3B
$161K 0.02%
10,232
-82,426
-89% -$1.53M
TEX icon
965
Terex
TEX
$7.74B
$156K 0.02%
10,857
-12,541
-54% -$284K
AEO icon
966
American Eagle Outfitters
AEO
$3.01B
$144K 0.02%
18,104
-8,414
-32% -$107K
RLJ icon
967
RLJ Lodging Trust
RLJ
$1.69B
$144K 0.02%
18,653
-11,105
-37% -$149K
WMB icon
968
Williams Companies
WMB
$86.1B
$143K 0.02%
10,100
-78,075
-89% -$1.51M
QVCGA
969
DELISTED
QVC Group Inc Series A
QVCGA
$140K 0.02%
472
-284
-38% -$101K
FULT icon
970
Fulton Financial
FULT
$4.64B
$138K 0.02%
+12,045
New +$185K
WDR
971
DELISTED
Waddell & Reed Financial, Inc.
WDR
$138K 0.02%
12,151
-26,008
-68% -$388K
PTLA
972
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$138K 0.02%
19,351
-8,835
-31% -$110K
IVZ icon
973
Invesco
IVZ
$13.9B
$136K 0.02%
15,000
-31,959
-68% -$486K
PDCE
974
DELISTED
PDC Energy, Inc.
PDCE
$132K 0.02%
21,313
+2,624
+14% +$47.3K
OI icon
975
O-I Glass
OI
$1.08B
$131K 0.02%
18,400
-9,501
-34% -$104K
37 38
39
40 41

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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.