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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
TT icon
1276
Trane Technologies
TT
$105B
– –
-8,016
Closed -$1.06M
TTD icon
1277
Trade Desk
TTD
$8.31B
– –
-20,000
Closed -$520K
TTEK icon
1278
Tetra Tech
TTEK
$8.89B
– –
-57,000
Closed -$982K
TTMI icon
1279
TTM Technologies
TTMI
$14.2B
– –
-16,272
Closed -$245K
TVTX icon
1280
Travere Therapeutics
TVTX
$5.89B
– –
-14,100
Closed -$200K
TWO
1281
Two Harbors Investment
TWO
$1.26B
– –
-10,398
Closed -$608K
TXRH icon
1282
Texas Roadhouse
TXRH
$13.7B
– –
-7,312
Closed -$412K
UBSI icon
1283
United Bankshares
UBSI
$6.65B
– –
-11,013
Closed -$426K
AD
1284
Array Digital Infrastructure
AD
$3.08B
– –
-9,200
Closed -$333K
VC icon
1285
Visteon
VC
$2.75B
– –
-7,196
Closed -$623K
VICR icon
1286
Vicor
VICR
$10.1B
– –
-7,300
Closed -$341K
VLO icon
1287
Valero Energy
VLO
$87.2B
– –
-14,530
Closed -$1.36M
VLY icon
1288
Valley National Bancorp
VLY
$8B
– –
-12,569
Closed -$144K
VREX icon
1289
Varex Imaging
VREX
$516M
– –
-8,949
Closed -$267K
VSH icon
1290
Vishay Intertechnology
VSH
$5.03B
– –
-22,912
Closed -$488K
VTRS icon
1291
Viatris
VTRS
$19B
– –
-15,143
Closed -$304K
VYGR icon
1292
Voyager Therapeutics
VYGR
$189M
– –
-35,600
Closed -$497K
WERN icon
1293
Werner Enterprises
WERN
$2.21B
– –
-12,798
Closed -$466K
WEN icon
1294
Wendy's
WEN
$1.41B
– –
-11,974
Closed -$266K
WK icon
1295
Workiva
WK
$3.38B
– –
-16,300
Closed -$685K
WKC icon
1296
World Kinect Corp
WKC
$1.9B
– –
-23,500
Closed -$1.02M
WLK icon
1297
Westlake Corp
WLK
$9.93B
– –
-7,600
Closed -$533K
WPM icon
1298
Wheaton Precious Metals
WPM
$56.9B
– –
-62,956
Closed -$1.87M
WRLD icon
1299
World Acceptance Corp
WRLD
$886M
– –
-3,900
Closed -$337K
WSFS icon
1300
WSFS Financial
WSFS
$4.2B
– –
-12,100
Closed -$532K
50 51
52
53 54

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BDF
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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.