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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 | |
|---|---|---|---|---|---|---|
|
PRO
1226
DELISTED
PROS Holdings
PRO
| – | – |
-10,000
| Closed | -$599K |
|
1227
Prudential Financial
PRU
$42.1B
| – | – |
-25,495
| Closed | -$2.39M |
|
|
P
1228
Everpure Inc
P
$29.8B
| – | – |
-17,600
| Closed | -$301K |
|
1229
Patterson-UTI
PTEN
$3.81B
| – | – |
-29,771
| Closed | -$313K |
|
1230
PVH
PVH
$4.04B
| – | – |
-2,231
| Closed | -$235K |
|
1231
QuidelOrtho
QDEL
$842M
| – | – |
-3,698
| Closed | -$277K |
|
1232
Qualys
QLYS
$6.3B
| – | – |
-12,565
| Closed | -$1.05M |
|
1233
RB Global
RBA
$17.6B
| – | – |
-28,801
| Closed | -$1.24M |
|
1234
RBC Bearings
RBC
$17.9B
| – | – |
-1,304
| Closed | -$206K |
|
1235
Regions Financial
RF
$26.9B
| – | – |
-27,354
| Closed | -$469K |
|
1236
Repligen
RGEN
$9.2B
| – | – |
-5,058
| Closed | -$468K |
|
1237
Royal Gold
RGLD
$19.4B
| – | – |
-3,913
| Closed | -$478K |
|
1238
Regenxbio
RGNX
$706M
| – | – |
-9,700
| Closed | -$397K |
|
1239
RH
RH
$3.69B
| – | – |
-4,412
| Closed | -$942K |
|
1240
RLI Corp
RLI
$5.91B
| – | – |
-29,434
| Closed | -$1.32M |
|
1241
RingCentral
RNG
$5.35B
| – | – |
-2,965
| Closed | -$500K |
|
1242
Sunrun
RUN
$2.48B
| – | – |
-13,800
| Closed | -$191K |
|
1243
Sabre
SABR
$814M
| – | – |
-20,496
| Closed | -$460K |
|
1244
Boston Beer
SAM
$1.94B
| – | – |
-1,396
| Closed | -$527K |
|
1245
Sanmina
SANM
$11B
| – | – |
-13,051
| Closed | -$447K |
|
|
ECHO
1246
EchoStar
ECHO
$26B
| – | – |
-15,864
| Closed | -$687K |
|
|
SHOE
1247
Shoe Station Group
SHOE
$430M
| – | – |
-33,106
| Closed | -$617K |
|
|
SEM
1248
DELISTED
Select Medical
SEM
| – | – |
-35,902
| Closed | -$451K |
|
1249
Simmons First National
SFNC
$3.41B
| – | – |
-15,387
| Closed | -$412K |
|
|
SGMO
1250
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| – | – |
-10,200
| Closed | -$85K |
|
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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.