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
PFGC icon
651
Performance Food Group
PFGC
$18B
$418K 0.05%
16,900
+9,100
+117% +$391K
EXPO icon
652
Exponent
EXPO
$3.24B
$417K 0.05%
5,800
-2,306
-28% -$167K
PZZA icon
653
Papa John's
PZZA
$806M
$414K 0.05%
7,752
-2,249
-22% -$135K
TCMD icon
654
Tactile Systems Technology
TCMD
$665M
$414K 0.05%
+10,300
New +$552K
COLB icon
655
Columbia Banking Systems
COLB
$8.84B
$412K 0.05%
15,364
+1,177
+8% +$41.4K
BECN
656
DELISTED
Beacon Roofing Supply, Inc.
BECN
$412K 0.05%
24,910
+16,665
+202% +$485K
CPT icon
657
Camden Property Trust
CPT
$11.1B
$411K 0.05%
5,183
-3,910
-43% -$407K
QURE icon
658
uniQure
QURE
$3.22B
$408K 0.05%
+8,600
New +$494K
MRCY icon
659
Mercury Systems
MRCY
$6.52B
$407K 0.05%
+5,700
New +$432K
RDUS
660
DELISTED
Radius Health, Inc.
RDUS
$407K 0.05%
+31,279
New +$558K
GNTX icon
661
Gentex
GNTX
$5.07B
$406K 0.05%
18,314
+3,647
+25% +$101K
INVH icon
662
Invitation Homes
INVH
$18B
$406K 0.05%
+19,000
New +$538K
RHP icon
663
Ryman Hospitality Properties
RHP
$7.63B
$406K 0.05%
+11,316
New +$782K
XOM icon
664
ExxonMobil
XOM
$634B
$406K 0.05%
10,699
-44,368
-81% -$2.45M
BFH icon
665
Bread Financial
BFH
$4.38B
$403K 0.05%
15,021
+4,523
+43% +$308K
REG icon
666
Regency Centers
REG
$14.1B
$403K 0.05%
10,499
-10,806
-51% -$622K
CARG icon
667
CarGurus
CARG
$3.52B
$402K 0.05%
21,200
+3,500
+20% +$100K
CCI icon
668
Crown Castle
CCI
$32.2B
$402K 0.05%
2,782
+1,258
+83% +$188K
NUAN
669
DELISTED
Nuance Communications, Inc.
NUAN
$402K 0.05%
23,975
+3,557
+17% +$69.5K
AVTA
670
DELISTED
Avantax, Inc. Common Stock
AVTA
$399K 0.05%
+33,100
New +$638K
FL
671
DELISTED
Foot Locker
FL
$398K 0.05%
+18,064
New +$614K
NUE icon
672
Nucor
NUE
$62.1B
$398K 0.05%
+11,063
New +$491K
VOYA icon
673
Voya Financial
VOYA
$9.19B
$398K 0.05%
9,825
+1,548
+19% +$84.4K
RYN icon
674
Rayonier
RYN
$6.55B
$397K 0.05%
18,587
+3,835
+26% +$96.7K
ALL icon
675
Allstate
ALL
$67.5B
$396K 0.05%
4,318
-6,234
-59% -$678K
25 26
27
28 29

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.