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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
WST icon
1301
West Pharmaceutical
WST
$24.5B
– –
-2,950
Closed -$443K
WWD icon
1302
Woodward
WWD
$21.6B
– –
-7,666
Closed -$908K
WYNN icon
1303
Wynn Resorts
WYNN
$10.5B
– –
-2,588
Closed -$359K
XHR
1304
Xenia Hotels & Resorts
XHR
$1.82B
– –
-48,600
Closed -$1.05M
XNCR icon
1305
Xencor
XNCR
$1.48B
– –
-25,687
Closed -$883K
YELP icon
1306
Yelp
YELP
$1.38B
– –
-11,996
Closed -$418K
YUMC icon
1307
Yum China
YUMC
$16.5B
– –
-4,200
Closed -$202K
Z icon
1308
Zillow
Z
$7.65B
– –
-7,000
Closed -$322K
ZG icon
1309
Zillow
ZG
$7.72B
– –
-12,050
Closed -$551K
ZUMZ icon
1310
Zumiez
ZUMZ
$332M
– –
-15,591
Closed -$539K
PRKS icon
1311
United Parks & Resorts
PRKS
$2.09B
– –
-16,908
Closed -$536K
CNH
1312
CNH Industrial
CNH
$17.4B
– –
-57,826
Closed -$554K
FLG
1313
Flagstar Bank National Association
FLG
$5.9B
– –
-10,757
Closed -$388K
PDCO
1314
DELISTED
Patterson Companies, Inc.
PDCO
– –
-24,945
Closed -$511K
ROIC
1315
DELISTED
Retail Opportunity Investments Corp.
ROIC
– –
-43,701
Closed -$772K
SUM
1316
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-13,680
Closed -$321K
B
1317
DELISTED
Barnes Group Inc.
B
– –
-7,605
Closed -$471K
SMAR
1318
DELISTED
Smartsheet Inc.
SMAR
– –
-8,100
Closed -$364K
MRO
1319
DELISTED
Marathon Oil Corporation
MRO
– –
-28,261
Closed -$384K
PRMW
1320
DELISTED
Primo Water Corporation
PRMW
– –
-87,000
Closed -$1.19M
SRCL
1321
DELISTED
Stericycle Inc
SRCL
– –
-3,909
Closed -$249K
HA
1322
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-34,752
Closed -$1.02M
BIG
1323
DELISTED
Big Lots, Inc.
BIG
– –
-10,603
Closed -$305K
CONN
1324
DELISTED
Conn's Inc.
CONN
– –
-39,906
Closed -$494K
SIX
1325
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-8,620
Closed -$389K
51 52
53
54 55

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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.