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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
MDC
1326
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-6,415
Closed -$227K
MDRX
1327
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-36,099
Closed -$354K
SRC
1328
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-15,894
Closed -$782K
RPT
1329
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-42,200
Closed -$635K
ARGO
1330
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-8,700
Closed -$572K
TRHC
1331
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
– –
-6,100
Closed -$297K
NATI
1332
DELISTED
National Instruments Corp
NATI
– –
-23,070
Closed -$977K
TRTN
1333
DELISTED
Triton International Limited
TRTN
– –
-18,400
Closed -$740K
FOCS
1334
DELISTED
Focus Financial Partners Inc. Class A
FOCS
– –
-12,700
Closed -$374K
LSI
1335
DELISTED
Life Storage, Inc.
LSI
– –
-15,500
Closed -$1.12M
AIMC
1336
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-8,000
Closed -$290K
EVOP
1337
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
– –
-22,800
Closed -$602K
UMPQ
1338
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-11,164
Closed -$198K
LHCG
1339
DELISTED
LHC Group LLC
LHCG
– –
-1,500
Closed -$207K
SJI
1340
DELISTED
South Jersey Industries, Inc.
SJI
– –
-27,200
Closed -$897K
SWCH
1341
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-24,900
Closed -$369K
CLR
1342
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-19,887
Closed -$682K
AVLR
1343
DELISTED
Avalara, Inc.
AVLR
– –
-9,300
Closed -$681K
TMX
1344
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-10,898
Closed -$421K
CTXS
1345
DELISTED
Citrix Systems Inc
CTXS
– –
-41,077
Closed -$4.55M
GCP
1346
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-12,000
Closed -$273K
MANT
1347
DELISTED
Mantech International Corp
MANT
– –
-17,000
Closed -$1.36M
POLY
1348
DELISTED
Plantronics, Inc.
POLY
– –
-21,650
Closed -$592K
SAIL
1349
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-21,900
Closed -$517K
SAFM
1350
DELISTED
Sanderson Farms Inc
SAFM
– –
-1,817
Closed -$320K
52 53
54
55 56

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WFA
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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.