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
AMAT icon
301
Applied Materials
AMAT
$419B
$938K 0.11%
20,468
+9,244
+82% +$531K
NG icon
302
NovaGold Resources
NG
$3.03B
$938K 0.11%
+127,100
New +$1.09M
DE icon
303
Deere & Co
DE
$166B
$937K 0.11%
6,785
+81
+1% +$12.8K
APOG icon
304
Apogee Enterprises
APOG
$900M
$936K 0.11%
44,954
+31,901
+244% +$933K
STOR
305
DELISTED
STORE Capital Corporation
STOR
$934K 0.11%
51,525
+41,325
+405% +$1.37M
CWK icon
306
Cushman & Wakefield Ltd
CWK
$3.21B
$932K 0.11%
79,350
+67,250
+556% +$1.16M
RVTY icon
307
Revvity
RVTY
$12.7B
$932K 0.11%
+12,383
New +$1.1M
UNVR
308
DELISTED
Univar Solutions Inc.
UNVR
$930K 0.11%
86,730
+59,530
+219% +$1.1M
FCFS icon
309
FirstCash
FCFS
$8.92B
$929K 0.11%
12,947
-6,354
-33% -$514K
BIIB icon
310
Biogen
BIIB
$30.5B
$928K 0.11%
2,933
-7,099
-71% -$2.15M
LRCX icon
311
Lam Research
LRCX
$383B
$926K 0.11%
38,580
+6,400
+20% +$184K
TNL icon
312
Travel + Leisure Co
TNL
$4.74B
$925K 0.11%
42,642
+26,624
+166% +$1.11M
NSA
313
DELISTED
National Storage Affiliates Trust
NSA
$918K 0.11%
31,000
+16,900
+120% +$561K
SLF icon
314
Sun Life Financial
SLF
$45.6B
$904K 0.11%
28,178
+18,312
+186% +$784K
COP icon
315
ConocoPhillips
COP
$140B
$902K 0.11%
29,296
+15,415
+111% +$784K
GPK icon
316
Graphic Packaging
GPK
$3.51B
$902K 0.11%
73,900
+39,774
+117% +$586K
TRU icon
317
TransUnion
TRU
$15.2B
$900K 0.11%
13,600
+3,300
+32% +$285K
VRTX icon
318
Vertex Pharmaceuticals
VRTX
$123B
$895K 0.11%
3,762
+918
+32% +$211K
EXR icon
319
Extra Space Storage
EXR
$31.6B
$893K 0.11%
9,321
-7,508
-45% -$782K
HLT icon
320
Hilton Worldwide
HLT
$72.5B
$891K 0.11%
13,058
+6,059
+87% +$590K
STLD icon
321
Steel Dynamics
STLD
$37.5B
$889K 0.11%
39,447
-20,945
-35% -$573K
IPHI
322
DELISTED
INPHI CORPORATION
IPHI
$886K 0.11%
11,191
+6,135
+121% +$477K
SEIC icon
323
SEI Investments
SEIC
$12.6B
$877K 0.11%
18,922
+9,377
+98% +$558K
MLM icon
324
Martin Marietta Materials
MLM
$32.3B
$874K 0.11%
4,619
+3,507
+315% +$839K
DG icon
325
Dollar General
DG
$28.1B
$872K 0.11%
5,774
-16,482
-74% -$2.54M
11 12
13
14 15

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.