We are live on ! Find out more
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
AG icon
1001
First Majestic Silver
AG
$9.07B
– –
-15,500
Closed -$190K
AGIO icon
1002
Agios Pharmaceuticals
AGIO
$1.93B
– –
-5,865
Closed -$280K
AIN icon
1003
Albany International
AIN
$1.78B
– –
-10,300
Closed -$782K
AL
1004
DELISTED
Air Lease Corp
AL
– –
-4,500
Closed -$214K
AMBA icon
1005
Ambarella
AMBA
$3.81B
– –
-9,039
Closed -$547K
AMED
1006
DELISTED
Amedisys
AMED
– –
-1,437
Closed -$240K
AMKR icon
1007
Amkor Technology
AMKR
$13.7B
– –
-13,900
Closed -$181K
AMN icon
1008
AMN Healthcare
AMN
$1.4B
– –
-4,134
Closed -$258K
ANET icon
1009
Arista Networks
ANET
$238B
– –
-86,176
Closed -$1.1M
APA icon
1010
APA Corp
APA
$13.3B
– –
-18,903
Closed -$484K
APAM icon
1011
Artisan Partners
APAM
$3.02B
– –
-17,700
Closed -$572K
APLE icon
1012
Apple Hospitality REIT
APLE
$3.82B
– –
-30,500
Closed -$496K
APPN icon
1013
Appian
APPN
$2.54B
– –
-8,200
Closed -$313K
ARCB icon
1014
ArcBest
ARCB
$3.08B
– –
-16,555
Closed -$457K
AROC icon
1015
Archrock
AROC
$5.8B
– –
-44,400
Closed -$446K
ASB icon
1016
Associated Banc-Corp
ASB
$5.91B
– –
-67,498
Closed -$1.49M
EFOR
1017
Everforth Inc
EFOR
$1.32B
– –
-11,976
Closed -$850K
ASH icon
1018
Ashland
ASH
$3.5B
– –
-6,897
Closed -$528K
ATKR icon
1019
Atkore
ATKR
$3.16B
– –
-16,000
Closed -$647K
ATR icon
1020
AptarGroup
ATR
$8.61B
– –
-14,369
Closed -$1.66M
AWI icon
1021
Armstrong World Industries
AWI
$7.84B
– –
-3,469
Closed -$326K
AWK icon
1022
American Water Works
AWK
$26.9B
– –
-17,047
Closed -$2.09M
AWR icon
1023
American States Water
AWR
$3.46B
– –
-11,850
Closed -$1.03M
AXGN icon
1024
Axogen
AXGN
$2.5B
– –
-11,929
Closed -$213K
AXON
1025
Axon Enterprise
AXON
$46.4B
– –
-11,274
Closed -$826K
39 40
41
42 43

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.