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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
MIC
1351
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-9,393
Closed -$402K
NTUS
1352
DELISTED
Natus Medical Inc
NTUS
– –
-41,327
Closed -$1.36M
COHR
1353
DELISTED
Coherent Inc
COHR
– –
-2,324
Closed -$387K
GWB
1354
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-18,212
Closed -$633K
SC
1355
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-80,729
Closed -$1.89M
MGLN
1356
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-6,278
Closed -$491K
HRC
1357
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-2,817
Closed -$320K
MDP
1358
DELISTED
Meredith Corporation
MDP
– –
-22,559
Closed -$732K
XEC
1359
DELISTED
CIMAREX ENERGY CO
XEC
– –
-7,702
Closed -$404K
QTS
1360
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-4,725
Closed -$256K
BPYU
1361
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
– –
-29,000
Closed -$535K
MSGN
1362
DELISTED
MSG Networks Inc.
MSGN
– –
-14,864
Closed -$259K
NAV
1363
DELISTED
Navistar International
NAV
– –
-20,320
Closed -$588K
CATM
1364
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-16,730
Closed -$747K
GRUB
1365
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-5,000
Closed -$486K
MIK
1366
DELISTED
Michaels Stores, Inc
MIK
– –
-10,000
Closed -$81K
HMSY
1367
DELISTED
HMS Holdings Corp.
HMSY
– –
-24,576
Closed -$727K
PE
1368
DELISTED
PARSLEY ENERGY INC
PE
– –
-12,447
Closed -$235K
WPX
1369
DELISTED
WPX Energy, Inc.
WPX
– –
-38,756
Closed -$533K
BMCH
1370
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-28,200
Closed -$809K
TCO
1371
DELISTED
Taubman Centers Inc.
TCO
– –
-6,418
Closed -$200K
GLIBA
1372
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
– –
-9,800
Closed -$694K
VER
1373
DELISTED
VEREIT, Inc.
VER
– –
-10,756
Closed -$497K
AIMT
1374
DELISTED
Aimmune Therapeutics
AIMT
– –
-9,000
Closed -$301K
ETFC
1375
DELISTED
E*Trade Financial Corporation
ETFC
– –
-35,477
Closed -$1.61M
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.