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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
BEN icon
1026
Franklin Resources
BEN
$17.2B
– –
-40,950
Closed -$1.06M
BHF icon
1027
Brighthouse Financial
BHF
$3.49B
– –
-14,700
Closed -$577K
BJRI icon
1028
BJ's Restaurants
BJRI
$1.48B
– –
-13,646
Closed -$518K
BNY
1029
Bank of New York Mellon
BNY
$107B
– –
-34,920
Closed -$1.76M
BKE icon
1030
Buckle
BKE
$2.37B
– –
-23,233
Closed -$628K
BKH icon
1031
Black Hills Corp
BKH
$5.68B
– –
-7,037
Closed -$553K
BL icon
1032
BlackLine
BL
$1.72B
– –
-8,700
Closed -$449K
BLD
1033
DELISTED
TopBuild
BLD
– –
-6,300
Closed -$649K
BLDR icon
1034
Builders FirstSource
BLDR
$8.04B
– –
-19,749
Closed -$502K
BOH icon
1035
Bank of Hawaii
BOH
$3.13B
– –
-7,762
Closed -$739K
BOOM icon
1036
DMC Global
BOOM
$157M
– –
-8,500
Closed -$382K
BRC icon
1037
Brady Corp
BRC
$4.57B
– –
-16,404
Closed -$939K
BRY
1038
DELISTED
Berry Corp
BRY
– –
-67,197
Closed -$634K
BXMT icon
1039
Blackstone Mortgage Trust
BXMT
$2.38B
– –
-29,734
Closed -$1.11M
BYD icon
1040
Boyd Gaming
BYD
$6.06B
– –
-13,527
Closed -$405K
CAG icon
1041
Conagra Brands
CAG
$7.23B
– –
-33,000
Closed -$1.13M
CAKE icon
1042
Cheesecake Factory
CAKE
$5.33B
– –
-17,978
Closed -$699K
CAR icon
1043
Avis
CAR
$5.02B
– –
-18,473
Closed -$596K
CARS icon
1044
Cars.com
CARS
$689M
– –
-16,900
Closed -$207K
CBU icon
1045
Community Bank
CBU
$3.41B
– –
-5,400
Closed -$383K
CDNS icon
1046
Cadence Design Systems
CDNS
$93.4B
– –
-24,774
Closed -$1.72M
CFR icon
1047
Cullen/Frost Bankers
CFR
$10.2B
– –
-2,513
Closed -$246K
CGNX icon
1048
Cognex
CGNX
$11.3B
– –
-4,570
Closed -$256K
CHGG icon
1049
Chegg
CHGG
$103M
– –
-15,431
Closed -$585K
CHX
1050
DELISTED
ChampionX
CHX
– –
-10,100
Closed -$341K
40 41
42
43 44

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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.