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
IT icon
251
Gartner
IT
$11.7B
$1.06M 0.13%
10,696
+2,358
+28% +$323K
ITGR icon
252
Integer Holdings
ITGR
$4.29B
$1.06M 0.13%
+16,900
New +$1.38M
HR
253
DELISTED
Healthcare Realty Trust Incorporated
HR
$1.06M 0.13%
37,982
+26,386
+228% +$896K
DFS
254
DELISTED
Discover Financial Services
DFS
$1.06M 0.13%
29,642
+21,378
+259% +$1.42M
FLIR
255
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.06M 0.13%
33,120
-10,997
-25% -$517K
MCD icon
256
McDonald's
MCD
$196B
$1.05M 0.13%
6,383
-15,624
-71% -$3.08M
RCM
257
DELISTED
R1 RCM Inc. Common Stock
RCM
$1.05M 0.13%
115,939
+65,739
+131% +$790K
OUT icon
258
Outfront Media
OUT
$5.48B
$1.05M 0.13%
+79,317
New +$1.94M
UNM icon
259
Unum
UNM
$14.2B
$1.05M 0.13%
69,892
-27,119
-28% -$652K
TGT icon
260
Target
TGT
$66.8B
$1.04M 0.13%
11,231
+11
+0.1% +$1.22K
MNTA
261
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.04M 0.13%
38,300
+24,700
+182% +$688K
WCN
262
Waste Connections
WCN
$42.2B
$1.04M 0.13%
13,400
+9,800
+272% +$921K
DXCM icon
263
DexCom
DXCM
$31.3B
$1.04M 0.13%
15,416
-9,804
-39% -$610K
WELL icon
264
Welltower
WELL
$170B
$1.03M 0.12%
22,448
+6,013
+37% +$444K
PWR icon
265
Quanta Services
PWR
$100B
$1.02M 0.12%
32,138
+8,495
+36% +$316K
SPOT icon
266
Spotify
SPOT
$97.7B
$1.02M 0.12%
8,394
+4,294
+105% +$608K
CMC icon
267
Commercial Metals
CMC
$8.15B
$1.02M 0.12%
64,344
+1,957
+3% +$37.3K
EPZM
268
DELISTED
Epizyme, Inc
EPZM
$1.01M 0.12%
+65,300
New +$1.4M
SJR
269
DELISTED
Shaw Communications Inc.
SJR
$1.01M 0.12%
62,490
-34,941
-36% -$634K
TRI icon
270
Thomson Reuters
TRI
$43.4B
$1.01M 0.12%
14,136
+5,069
+56% +$395K
H icon
271
Hyatt Hotels
H
$16.9B
$1.01M 0.12%
21,050
+9,947
+90% +$752K
OMF icon
272
OneMain Financial
OMF
$7.48B
$1.01M 0.12%
52,600
+35,583
+209% +$1.33M
CPRT icon
273
Copart
CPRT
$26.9B
$1M 0.12%
58,540
-25,880
-31% -$576K
NWSA icon
274
News Corp Class A
NWSA
$16B
$1M 0.12%
111,584
+99,384
+815% +$1.25M
RRX icon
275
Regal Rexnord
RRX
$11.9B
$1M 0.12%
15,892
+7,614
+92% +$597K
9 10
11
12 13

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.