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
CMG icon
751
Chipotle Mexican Grill
CMG
$41.5B
$334K 0.04%
25,550
-20,950
-45% -$331K
MTZ icon
752
MasTec
MTZ
$21.9B
$334K 0.04%
10,196
+149
+1% +$7.58K
SFM icon
753
Sprouts Farmers Market
SFM
$8.01B
$334K 0.04%
17,969
-25,446
-59% -$427K
AON icon
754
Aon
AON
$76B
$333K 0.04%
2,018
-2,330
-54% -$477K
ADC icon
755
Agree Realty
ADC
$9.41B
$332K 0.04%
+5,357
New +$381K
PODD icon
756
Insulet
PODD
$9.79B
$332K 0.04%
2,001
+137
+7% +$25K
SHO icon
757
Sunstone Hotel Investors
SHO
$2.06B
$331K 0.04%
38,000
-18,919
-33% -$220K
DAR icon
758
Darling Ingredients
DAR
$9.44B
$330K 0.04%
17,205
+381
+2% +$9.66K
GT icon
759
Goodyear
GT
$1.85B
$329K 0.04%
56,613
+18,769
+50% +$205K
SNBR
760
DELISTED
Sleep Number
SNBR
$329K 0.04%
17,147
-5,146
-23% -$229K
CHE icon
761
Chemed
CHE
$7.22B
$327K 0.04%
756
-1,293
-63% -$577K
ETSY icon
762
Etsy
ETSY
$7.85B
$327K 0.04%
8,500
-1,900
-18% -$92.8K
CCJ icon
763
Cameco
CCJ
$42.4B
$326K 0.04%
42,700
+10,052
+31% +$82.4K
CVBF icon
764
CVB Financial
CVBF
$3.99B
$326K 0.04%
16,263
-19,844
-55% -$399K
MASI
765
DELISTED
Masimo
MASI
$326K 0.04%
1,840
-230
-11% -$39.4K
EV
766
DELISTED
Eaton Vance Corp.
EV
$326K 0.04%
10,105
-5,311
-34% -$225K
AGO icon
767
Assured Guaranty
AGO
$3.34B
$325K 0.04%
12,609
+1,633
+15% +$67.6K
PNFP icon
768
Pinnacle Financial Partners Inc
PNFP
$15.8B
$325K 0.04%
8,660
-5,049
-37% -$273K
RARE icon
769
Ultragenyx Pharmaceutical
RARE
$2.55B
$325K 0.04%
+7,316
New +$380K
AUB icon
770
Atlantic Union Bankshares
AUB
$5.97B
$324K 0.04%
14,800
+2,800
+23% +$86.8K
AXS icon
771
AXIS Capital
AXS
$7.55B
$322K 0.04%
8,335
+804
+11% +$44.9K
WRK
772
DELISTED
WestRock Company
WRK
$322K 0.04%
11,400
-2,400
-17% -$86.3K
TFC icon
773
Truist Financial
TFC
$64B
$321K 0.04%
+10,403
New +$492K
COLD icon
774
Americold
COLD
$4.27B
$320K 0.04%
+9,400
New +$315K
AMP icon
775
Ameriprise Financial
AMP
$48.8B
$319K 0.04%
3,113
-3,815
-55% -$565K
29 30
31
32 33

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.