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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
FNB icon
1101
FNB Corp
FNB
$6.75B
– –
-44,037
Closed -$559K
FND icon
1102
Floor & Decor
FND
$6.68B
– –
-8,600
Closed -$437K
FNKO icon
1103
Funko
FNKO
$328M
– –
-10,100
Closed -$173K
FOLD
1104
DELISTED
Amicus Therapeutics
FOLD
– –
-22,982
Closed -$224K
FOSL icon
1105
Fossil Group
FOSL
$318M
– –
-14,300
Closed -$113K
FOXF icon
1106
Fox Factory Holding Corp
FOXF
$886M
– –
-4,900
Closed -$341K
FTS icon
1107
Fortis
FTS
$28.7B
– –
-13,300
Closed -$552K
FWRD icon
1108
Forward Air
FWRD
$654M
– –
-9,311
Closed -$651K
G icon
1109
Genpact
G
$5.81B
– –
-27,726
Closed -$1.17M
GCO icon
1110
Genesco
GCO
$422M
– –
-16,232
Closed -$778K
GDOT icon
1111
Green Dot
GDOT
$745M
– –
-11,118
Closed -$259K
GGG icon
1112
Graco
GGG
$13.5B
– –
-10,896
Closed -$567K
GILD icon
1113
Gilead Sciences
GILD
$165B
– –
-110,669
Closed -$7.19M
GM icon
1114
General Motors
GM
$76.8B
– –
-32,731
Closed -$1.2M
GMED icon
1115
Globus Medical
GMED
$11.2B
– –
-4,758
Closed -$280K
GMS
1116
DELISTED
GMS Inc
GMS
– –
-12,600
Closed -$341K
GNL icon
1117
Global Net Lease
GNL
$1.95B
– –
-11,000
Closed -$223K
GPMT
1118
Granite Point Mortgage Trust
GPMT
$61.2M
– –
-61,900
Closed -$1.14M
GTX icon
1119
Garrett Motion
GTX
$5.57B
– –
-51,300
Closed -$512K
HAIN icon
1120
Hain Celestial
HAIN
$53.7M
– –
-15,812
Closed -$410K
HASI icon
1121
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.2B
– –
-12,900
Closed -$415K
HBI
1122
DELISTED
Hanesbrands
HBI
– –
-17,870
Closed -$265K
HCC icon
1123
Warrior Met Coal
HCC
$4.86B
– –
-14,800
Closed -$313K
HCSG icon
1124
Healthcare Services Group
HCSG
$1.53B
– –
-30,219
Closed -$735K
HE icon
1125
Hawaiian Electric Industries
HE
$2.14B
– –
-22,561
Closed -$1.06M
43 44
45
46 47

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RHBC
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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.