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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
DECK icon
1076
Deckers Outdoor
DECK
$13.3B
– –
-10,026
Closed -$282K
DHC
1077
Diversified Healthcare Trust
DHC
$2.14B
– –
-20,600
Closed -$174K
DINO icon
1078
HF Sinclair
DINO
$14.5B
– –
-37,857
Closed -$1.92M
DIOD icon
1079
Diodes
DIOD
$4.84B
– –
-5,511
Closed -$311K
EAF icon
1080
GrafTech
EAF
$212M
– –
-3,740
Closed -$435K
EAT icon
1081
Brinker International
EAT
$9.66B
– –
-13,514
Closed -$568K
ECPG icon
1082
Encore Capital Group
ECPG
$2.13B
– –
-8,767
Closed -$310K
EGBN icon
1083
Eagle Bancorp
EGBN
$845M
– –
-4,800
Closed -$233K
ELME
1084
Elme Communities
ELME
$144M
– –
-11,550
Closed -$337K
ENSG icon
1085
The Ensign Group
ENSG
$10.7B
– –
-11,556
Closed -$524K
EPAC icon
1086
Enerpac Tool Group
EPAC
$1.93B
– –
-54,129
Closed -$1.41M
EQH icon
1087
Equitable Holdings
EQH
$14.1B
– –
-18,800
Closed -$466K
EQIX icon
1088
Equinix
EQIX
$103B
– –
-2,071
Closed -$1.21M
EQT icon
1089
EQT Corp
EQT
$32.3B
– –
-15,506
Closed -$169K
ERIE icon
1090
Erie Indemnity
ERIE
$13.2B
– –
-1,600
Closed -$266K
ESGR
1091
DELISTED
Enstar Group
ESGR
– –
-4,200
Closed -$869K
EVRI
1092
DELISTED
Everi Holdings
EVRI
– –
-49,400
Closed -$663K
EXAS
1093
DELISTED
Exact Sciences
EXAS
– –
-6,039
Closed -$558K
EXTR icon
1094
Extreme Networks
EXTR
$3.15B
– –
-116,000
Closed -$855K
FCPT icon
1095
Four Corners Property Trust
FCPT
$2.75B
– –
-38,000
Closed -$1.07M
FFBC icon
1096
First Financial Bancorp
FFBC
$3.53B
– –
-23,800
Closed -$605K
FIX icon
1097
Comfort Systems
FIX
$59.6B
– –
-32,000
Closed -$1.59M
FLO icon
1098
Flowers Foods
FLO
$1.57B
– –
-29,057
Closed -$632K
FMC icon
1099
FMC
FMC
$1.33B
– –
-2,633
Closed -$263K
FN icon
1100
Fabrinet
FN
$20.1B
– –
-6,000
Closed -$389K
42 43
44
45 46

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
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WFA
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CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
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.