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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
CLH icon
1051
Clean Harbors
CLH
$16.3B
– –
-10,811
Closed -$927K
CM icon
1052
Canadian Imperial Bank of Commerce
CM
$108B
– –
-35,454
Closed -$1.48M
CNA icon
1053
CNA Financial
CNA
$14.1B
– –
-12,692
Closed -$569K
CNX icon
1054
CNX Resources
CNX
$5.2B
– –
-41,483
Closed -$367K
COR icon
1055
Cencora
COR
$61.2B
– –
-20,851
Closed -$1.77M
CORT icon
1056
Corcept Therapeutics
CORT
$12B
– –
-30,600
Closed -$370K
CP icon
1057
Canadian Pacific Kansas City
CP
$80.5B
– –
-6,340
Closed -$323K
CRI icon
1058
Carter's
CRI
$1.47B
– –
-3,860
Closed -$422K
CRMT icon
1059
America's Car Mart
CRMT
$26.9M
– –
-3,500
Closed -$384K
CROX icon
1060
Crocs
CROX
$6.55B
– –
-5,988
Closed -$251K
CSGP icon
1061
CoStar Group
CSGP
$12.3B
– –
-4,300
Closed -$257K
CSTM icon
1062
Constellium
CSTM
$3.99B
– –
-44,806
Closed -$600K
CTRE icon
1063
CareTrust REIT
CTRE
$9.74B
– –
-26,800
Closed -$553K
CTRA
1064
DELISTED
Coterra Energy
CTRA
– –
-98,756
Closed -$1.72M
CVE icon
1065
Cenovus Energy
CVE
$52.1B
– –
-71,000
Closed -$721K
CVGW
1066
DELISTED
Calavo Growers
CVGW
– –
-8,502
Closed -$770K
CVI icon
1067
CVR Energy
CVI
$3.13B
– –
-14,176
Closed -$573K
CVLT icon
1068
Commault Systems
CVLT
$5.61B
– –
-10,430
Closed -$466K
CVNA icon
1069
Carvana
CVNA
$77.9B
– –
-17,000
Closed -$313K
CWEN icon
1070
Clearway Energy Class C
CWEN
$6.7B
– –
-10,600
Closed -$211K
CWT icon
1071
California Water Service
CWT
$3.12B
– –
-20,200
Closed -$1.04M
CYBR
1072
DELISTED
CyberArk
CYBR
– –
-1,873
Closed -$218K
CZR icon
1073
Caesars Entertainment
CZR
$6.14B
– –
-5,800
Closed -$346K
DD icon
1074
DuPont de Nemours
DD
$19.2B
– –
-9,162
Closed -$738K
DEA
1075
Easterly Government Properties
DEA
$1.18B
– –
-18,560
Closed -$1.1M
41 42
43
44 45

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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.