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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
(-32%)
Cap. Flow
-$58.5M
Cap. Flow
% of AUM
-7.1%
Top 10 Holdings %
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oneok
OKE
|
+$6.31M |
| 2 |
Boston Properties
BXP
|
+$4.31M |
| 3 |
AT&T
T
|
+$4.3M |
| 4 |
Apple
AAPL
|
+$3.67M |
| 5 |
PACW
PacWest Bancorp
PACW
|
+$3.49M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Toronto Dominion Bank
TD
|
+$10.6M |
| 2 |
Oracle
ORCL
|
+$10.2M |
| 3 |
Gilead Sciences
GILD
|
+$7.19M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
976
Gildan
GIL
$10.6B
| $129K | 0.02% |
10,122
-17,212
| -63% | -$415K |
|
|
VGR
977
DELISTED
Vector Group Ltd.
VGR
| $127K | 0.02% |
19,032
-62,683
| -77% | -$553K |
|
|
TMHC
978
DELISTED
Taylor Morrison
TMHC
| $124K | 0.02% |
+11,300
| New | +$243K |
|
979
ATI
ATI
$31.1B
| $122K | 0.01% |
14,400
+4,162
| +41% | +$66.5K |
|
|
HTZ
980
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $120K | 0.01% |
19,400
+2,900
| +18% | +$39.2K |
|
|
GES
981
DELISTED
Guess Inc
GES
| $116K | 0.01% |
17,122
+1,822
| +12% | +$31.7K |
|
982
Navient
NAVI
$853M
| $112K | 0.01% |
14,800
-13,762
| -48% | -$164K |
|
983
Core Laboratories
CLB
$521M
| $110K | 0.01% |
10,600
+1,788
| +20% | +$50K |
|
984
e.l.f. Beauty
ELF
$5.8B
| $109K | 0.01% |
11,118
-14,882
| -57% | -$223K |
|
|
ARR
985
Armour Residential REIT
ARR
$2.36B
| $104K | 0.01% |
2,357
-2,403
| -50% | -$205K |
|
986
First Horizon
FHN
$12.1B
| $100K | 0.01% |
12,400
-37,112
| -75% | -$515K |
|
987
Huntington Bancshares
HBAN
$35.5B
| $96K | 0.01% |
11,708
-13,992
| -54% | -$172K |
|
|
LADR
988
Ladder Capital
LADR
$1.24B
| $94K | 0.01% |
+19,750
| New | +$300K |
|
989
3D Systems Corp
DDD
$613M
| $86K | 0.01% |
11,100
-69,600
| -86% | -$678K |
|
990
Devon Energy
DVN
$47.3B
| $82K | 0.01% |
11,800
-20,092
| -63% | -$363K |
|
991
Resideo Technologies
REZI
$3.95B
| $82K | 0.01% |
+17,000
| New | +$160K |
|
|
SAND
992
DELISTED
Sandstorm Gold
SAND
| $71K | 0.01% |
+14,200
| New | +$90.7K |
|
|
LGF.A
993
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $69K | 0.01% |
11,400
-31,818
| -74% | -$284K |
|
|
SVC
994
Service Properties Trust
SVC
$1.07B
| $65K | 0.01% |
2,420
-663
| -22% | -$59.5K |
|
995
Arbor Realty Trust
ABR
$998M
| – | – |
-39,697
| Closed | -$570K |
|
996
Acadia Healthcare
ACHC
$2.94B
| – | – |
-18,388
| Closed | -$611K |
|
997
ACI Worldwide
ACIW
$5.46B
| – | – |
-12,557
| Closed | -$476K |
|
998
Adeia
ADEA
$3.11B
| – | – |
-77,717
| Closed | -$380K |
|
999
AerCap
AER
$23.8B
| – | – |
-6,831
| Closed | -$420K |
|
1000
American Financial Group
AFG
$12.1B
| – | – |
-5,718
| Closed | -$627K |
|
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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.