We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
JHG
1151
DELISTED
Janus Henderson
JHG
| – | – |
-37,400
| Closed | -$914K |
|
1152
J&J Snack Foods
JJSF
$1.71B
| – | – |
-5,004
| Closed | -$922K |
|
|
JWN
1153
DELISTED
Nordstrom
JWN
| – | – |
-18,192
| Closed | -$745K |
|
1154
Kirby Corp
KEX
$6.93B
| – | – |
-7,224
| Closed | -$647K |
|
1155
Kemper
KMPR
$1.68B
| – | – |
-5,300
| Closed | -$411K |
|
1156
Kennametal
KMT
$2.52B
| – | – |
-7,200
| Closed | -$266K |
|
1157
Kosmos Energy
KOS
$1.48B
| – | – |
-106,318
| Closed | -$606K |
|
1158
Kite Realty
KRG
$5.36B
| – | – |
-11,641
| Closed | -$227K |
|
1159
Laureate Education
LAUR
$5.28B
| – | – |
-37,728
| Closed | -$664K |
|
1160
Liberty Energy
LBRT
$3.25B
| – | – |
-17,500
| Closed | -$195K |
|
1161
Logitech
LOGI
$15.2B
| – | – |
-5,334
| Closed | -$252K |
|
1162
LivePerson
LPSN
$32.3M
| – | – |
-793
| Closed | -$440K |
|
1163
Lattice Semiconductor
LSCC
$18.5B
| – | – |
-26,700
| Closed | -$511K |
|
1164
Las Vegas Sands
LVS
$29.6B
| – | – |
-12,128
| Closed | -$837K |
|
1165
Live Nation Entertainment
LYV
$42.1B
| – | – |
-6,828
| Closed | -$488K |
|
1166
Macy's
M
$6.68B
| – | – |
-50,305
| Closed | -$855K |
|
1167
Macerich
MAC
$6.92B
| – | – |
-19,646
| Closed | -$529K |
|
1168
MBIA
MBI
$260M
| – | – |
-28,098
| Closed | -$261K |
|
1169
McKesson
MCK
$101B
| – | – |
-3,843
| Closed | -$532K |
|
1170
MongoDB
MDB
$32.1B
| – | – |
-1,700
| Closed | -$224K |
|
|
MFA
1171
MFA Financial
MFA
$933M
| – | – |
-11,450
| Closed | -$350K |
|
1172
Magnolia Oil & Gas
MGY
$5.94B
| – | – |
-23,057
| Closed | -$290K |
|
1173
Marcus & Millichap
MMI
$1.19B
| – | – |
-8,000
| Closed | -$298K |
|
1174
Maximus
MMS
$3.11B
| – | – |
-5,742
| Closed | -$427K |
|
1175
Merit Medical Systems
MMSI
$5.32B
| – | – |
-8,521
| Closed | -$266K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.