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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 | |
|---|---|---|---|---|---|---|
1251
Shake Shack
SHAK
$2.87B
| – | – |
-9,100
| Closed | -$542K |
|
1252
Steven Madden
SHOO
$3.55B
| – | – |
-16,064
| Closed | -$691K |
|
1253
Selective Insurance
SIGI
$5.73B
| – | – |
-12,300
| Closed | -$802K |
|
1254
SiriusXM
SIRI
$10.1B
| – | – |
-8,290
| Closed | -$593K |
|
1255
SITE Centers
SITC
$165M
| – | – |
-44,505
| Closed | -$487K |
|
1256
Skywest
SKYW
$4.34B
| – | – |
-19,900
| Closed | -$1.29M |
|
1257
Silicon Laboratories
SLAB
$7.23B
| – | – |
-4,520
| Closed | -$524K |
|
1258
SM Energy
SM
$6.92B
| – | – |
-17,384
| Closed | -$195K |
|
1259
SPS Commerce
SPSC
$2.64B
| – | – |
-14,500
| Closed | -$804K |
|
1260
Spire
SR
$4.85B
| – | – |
-10,971
| Closed | -$914K |
|
1261
Sarepta Therapeutics
SRPT
$1.77B
| – | – |
-4,569
| Closed | -$590K |
|
1262
SouthState Bank Corp
SSB
$10.5B
| – | – |
-3,381
| Closed | -$293K |
|
1263
STAG Industrial
STAG
$7.19B
| – | – |
-10,566
| Closed | -$334K |
|
1264
Strategic Education
STRA
$1.92B
| – | – |
-6,900
| Closed | -$1.1M |
|
1265
Seagate
STX
$184B
| – | – |
-62,233
| Closed | -$3.7M |
|
1266
Southwest Gas
SWX
$6.67B
| – | – |
-14,560
| Closed | -$1.11M |
|
1267
Sensient Technologies
SXT
$5.53B
| – | – |
-10,904
| Closed | -$721K |
|
1268
Teladoc Health
TDOC
$1.3B
| – | – |
-4,300
| Closed | -$360K |
|
1269
Teck Resources
TECK
$32.6B
| – | – |
-16,153
| Closed | -$281K |
|
1270
Gentherm
THRM
$1.27B
| – | – |
-30,913
| Closed | -$1.37M |
|
1271
Timken Company
TKR
$9.03B
| – | – |
-4,671
| Closed | -$263K |
|
1272
Toll Brothers
TOL
$14.5B
| – | – |
-6,633
| Closed | -$262K |
|
|
TPIC
1273
DELISTED
TPI Composites
TPIC
| – | – |
-16,120
| Closed | -$298K |
|
1274
Trex
TREX
$5.01B
| – | – |
-6,010
| Closed | -$270K |
|
1275
Terreno Realty
TRNO
$7.49B
| – | – |
-7,700
| Closed | -$417K |
|
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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.