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
(-32%)
Cap. Flow
-$58.5M
Cap. Flow
% of AUM
-7.1%
Top 10 Holdings %
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oneok
OKE
|
+$6.31M |
| 2 |
Boston Properties
BXP
|
+$4.31M |
| 3 |
AT&T
T
|
+$4.3M |
| 4 |
Apple
AAPL
|
+$3.67M |
| 5 |
PACW
PacWest Bancorp
PACW
|
+$3.49M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Toronto Dominion Bank
TD
|
+$10.6M |
| 2 |
Oracle
ORCL
|
+$10.2M |
| 3 |
Gilead Sciences
GILD
|
+$7.19M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
876
Marriott Vacations Worldwide
VAC
$4.25B
| $243K | 0.03% |
4,370
+2,489
| +132% | +$259K |
|
|
MZTI
877
The Marzetti Company
MZTI
$3.11B
| $242K | 0.03% |
1,675
-932
| -36% | -$141K |
|
878
Bright Horizons
BFAM
$3.86B
| $241K | 0.03% |
2,363
-1,499
| -39% | -$220K |
|
879
Element Solutions
ESI
$9.23B
| $241K | 0.03% |
28,768
-11,320
| -28% | -$120K |
|
880
MaxLinear
MXL
$6.8B
| $241K | 0.03% |
20,677
-18,123
| -47% | -$304K |
|
881
Donaldson
DCI
$11.4B
| $240K | 0.03% |
6,222
-9,362
| -60% | -$458K |
|
882
Occidental Petroleum
OXY
$55.9B
| $240K | 0.03% |
20,719
-3,599
| -15% | -$118K |
|
|
PS
883
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $240K | 0.03% |
+21,900
| New | +$364K |
|
884
Empire State Realty Trust
ESRT
$836M
| $239K | 0.03% |
26,700
-20,456
| -43% | -$250K |
|
885
Nutanix
NTNX
$16.9B
| $239K | 0.03% |
+15,100
| New | +$424K |
|
886
VeriSign
VRSN
$26.6B
| $239K | 0.03% |
1,327
-6,176
| -82% | -$1.21M |
|
|
WRI
887
DELISTED
Weingarten Realty Investors
WRI
| $239K | 0.03% |
16,573
-7,364
| -31% | -$194K |
|
888
Bloomin' Brands
BLMN
$938M
| $238K | 0.03% |
33,400
+19,352
| +138% | +$337K |
|
|
NUVA
889
DELISTED
NuVasive, Inc.
NUVA
| $238K | 0.03% |
4,705
-4,572
| -49% | -$307K |
|
890
Five Below
FIVE
$13.5B
| $235K | 0.03% |
3,345
+1,700
| +103% | +$173K |
|
891
StoneCo
STNE
$2.58B
| $235K | 0.03% |
+10,800
| New | +$412K |
|
892
Tyler Technologies
TYL
$12.8B
| $235K | 0.03% |
793
-897
| -53% | -$278K |
|
893
Entegris
ENTG
$23.2B
| $234K | 0.03% |
+5,229
| New | +$271K |
|
894
Oshkosh
OSK
$9.59B
| $234K | 0.03% |
3,643
-2,778
| -43% | -$218K |
|
895
First Solar
FSLR
$26.9B
| $233K | 0.03% |
+6,473
| New | +$308K |
|
896
Manhattan Associates
MANH
$11.4B
| $233K | 0.03% |
4,672
-997
| -18% | -$71.8K |
|
897
Sally Beauty Holdings
SBH
$1.58B
| $232K | 0.03% |
28,700
-5,083
| -15% | -$67.5K |
|
898
F5
FFIV
$22.7B
| $231K | 0.03% |
2,163
-11,695
| -84% | -$1.43M |
|
899
Assurant
AIZ
$14.3B
| $229K | 0.03% |
2,200
-750
| -25% | -$92.5K |
|
900
Lumen
LUMN
$6.44B
| $229K | 0.03% |
24,228
-23,280
| -49% | -$291K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.