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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
WBT
901
DELISTED
Welbilt, Inc.
WBT
$229K 0.03%
44,700
+16,500
+59% +$199K
AKR icon
902
Acadia Realty Trust
AKR
$2.84B
$228K 0.03%
18,398
-7,931
-30% -$179K
EXP icon
903
Eagle Materials
EXP
$6.57B
$227K 0.03%
3,886
-5,214
-57% -$416K
FICO icon
904
Fair Isaac
FICO
$22.5B
$227K 0.03%
738
-654
-47% -$241K
PSMT icon
905
Pricesmart
PSMT
$5.46B
$227K 0.03%
4,311
-4,806
-53% -$281K
WLY icon
906
John Wiley & Sons Class A
WLY
$2.66B
$226K 0.03%
6,022
+928
+18% +$38.9K
AXSM icon
907
Axsome Therapeutics
AXSM
$10.9B
$224K 0.03%
+3,800
New +$310K
DAN icon
908
Dana Inc
DAN
$3.06B
$223K 0.03%
+28,600
New +$395K
DOCU
909
DocuSign
DOCU
$11.5B
$222K 0.03%
+2,400
New +$193K
KN icon
910
Knowles
KN
$3.34B
$222K 0.03%
16,611
-9,689
-37% -$168K
COUP
911
DELISTED
Coupa Software Incorporated
COUP
$222K 0.03%
+1,586
New +$245K
YEXT icon
912
Yext
YEXT
$574M
$221K 0.03%
+21,700
New +$311K
DXC icon
913
DXC Technology
DXC
$1.73B
$219K 0.03%
16,771
+5,464
+48% +$145K
ROKU icon
914
Roku
ROKU
$22.7B
$219K 0.03%
+2,500
New +$288K
WSC icon
915
WillScot Mobile Mini Holdings
WSC
$4.41B
$219K 0.03%
21,600
-3,300
-13% -$53.6K
MAXR
916
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$218K 0.03%
+20,411
New +$319K
BWA icon
917
BorgWarner
BWA
$13.9B
$217K 0.03%
10,116
-29,252
-74% -$846K
FLEX icon
918
Flex
FLEX
$44.8B
$216K 0.03%
34,164
-14,656
-30% -$127K
STWD icon
919
Starwood Property Trust
STWD
$6.09B
$216K 0.03%
21,035
-4,717
-18% -$103K
EME icon
920
Emcor
EME
$36B
$215K 0.03%
3,500
-26,169
-88% -$2.02M
CHH icon
921
Choice Hotels
CHH
$4.8B
$214K 0.03%
3,498
-2,677
-43% -$243K
FATE icon
922
Fate Therapeutics
FATE
$326M
$210K 0.03%
+9,460
New +$239K
BLUE
923
DELISTED
bluebird bio
BLUE
$209K 0.03%
+350
New +$341K
R icon
924
Ryder
R
$10.1B
$209K 0.03%
7,917
+2,999
+61% +$126K
COR
925
DELISTED
Coresite Realty Corporation
COR
$209K 0.03%
1,805
-4,729
-72% -$526K
35 36
37
38 39

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RHBC
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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.