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
VNDA icon
701
Vanda Pharmaceuticals
VNDA
$302M
$375K 0.05%
36,218
+13,307
+58% +$165K
AIR icon
702
AAR Corp
AIR
$5.76B
$371K 0.05%
+20,913
New +$764K
EL icon
703
Estee Lauder
EL
$32B
$370K 0.04%
2,322
+1,000
+76% +$193K
CMP icon
704
Compass Minerals
CMP
$1.15B
$369K 0.04%
+9,586
New +$522K
FBC
705
DELISTED
Flagstar Bancorp, Inc. New
FBC
$369K 0.04%
18,600
+4,300
+30% +$139K
CMA
706
DELISTED
Comerica
CMA
$368K 0.04%
12,554
-2,990
-19% -$162K
GWRE icon
707
Guidewire Software
GWRE
$14.2B
$367K 0.04%
4,626
-11,169
-71% -$1.17M
SEE
708
DELISTED
Sealed Air
SEE
$365K 0.04%
14,761
+6,024
+69% +$197K
ABM icon
709
ABM Industries
ABM
$2.84B
$364K 0.04%
+14,947
New +$516K
MGA icon
710
Magna International
MGA
$18.8B
$362K 0.04%
11,350
+1,049
+10% +$48.4K
WTRG icon
711
Essential Utilities
WTRG
$11.4B
$362K 0.04%
8,900
-550
-6% -$26K
MNRO icon
712
Monro
MNRO
$398M
$361K 0.04%
8,244
+5,502
+201% +$333K
RETA
713
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$361K 0.04%
+2,500
New +$483K
LZB icon
714
La-Z-Boy
LZB
$1.69B
$360K 0.04%
17,516
+8,892
+103% +$253K
ZBRA icon
715
Zebra Technologies
ZBRA
$17.8B
$359K 0.04%
1,957
-40
-2% -$8.99K
CCOI icon
716
Cogent Communications
CCOI
$508M
$358K 0.04%
4,365
-8,221
-65% -$622K
BF.B icon
717
Brown-Forman Class B
BF.B
$13.1B
$357K 0.04%
6,429
-3,026
-32% -$195K
EXEL icon
718
Exelixis
EXEL
$13.4B
$357K 0.04%
+20,735
New +$379K
FNV icon
719
Franco-Nevada
FNV
$46B
$357K 0.04%
3,591
-5,787
-62% -$628K
RS icon
720
Reliance Steel & Aluminium
RS
$21.6B
$356K 0.04%
4,061
-5,833
-59% -$622K
WWW icon
721
Wolverine World Wide
WWW
$1.55B
$356K 0.04%
23,403
+8,207
+54% +$226K
KFY icon
722
Korn Ferry
KFY
$4.28B
$355K 0.04%
+14,600
New +$538K
PCTY icon
723
Paylocity
PCTY
$7.98B
$355K 0.04%
+4,018
New +$505K
VYX icon
724
NCR Voyix
VYX
$1.14B
$355K 0.04%
32,729
+17,906
+121% +$307K
SON icon
725
Sonoco
SON
$5.74B
$354K 0.04%
7,640
-1,091
-12% -$58.2K
27 28
29
30 31

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.