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
HEI icon
1126
HEICO Corp
HEI
$51.4B
– –
-5,409
Closed -$617K
HEI.A icon
1127
HEICO Corp Class A
HEI.A
$37.2B
– –
-10,900
Closed -$976K
HES
1128
DELISTED
Hess
HES
– –
-28,767
Closed -$1.92M
HHH icon
1129
Howard Hughes
HHH
$4.03B
– –
-2,428
Closed -$294K
HLI icon
1130
Houlihan Lokey
HLI
$9.02B
– –
-5,700
Closed -$279K
HLX icon
1131
Helix Energy Solutions
HLX
$1.41B
– –
-47,100
Closed -$454K
HOMB icon
1132
Home BancShares
HOMB
$6.18B
– –
-24,758
Closed -$487K
HPE icon
1133
Hewlett Packard
HPE
$70.5B
– –
-59,000
Closed -$936K
HUBB icon
1134
Hubbell
HUBB
$27.2B
– –
-4,400
Closed -$650K
HXL icon
1135
Hexcel
HXL
$7.82B
– –
-3,562
Closed -$261K
PPLI
1136
People Inc
PPLI
$3.1B
– –
-8,986
Closed -$400K
IBOC icon
1137
International Bancshares
IBOC
$4.57B
– –
-16,500
Closed -$711K
IDA icon
1138
Idacorp
IDA
$8.2B
– –
-8,545
Closed -$913K
IFF icon
1139
International Flavors & Fragrances
IFF
$21.9B
– –
-11,041
Closed -$1.43M
BRSL
1140
Brightstar Lottery PLC
BRSL
$2.03B
– –
-29,900
Closed -$448K
IMO icon
1141
Imperial Oil
IMO
$60.4B
– –
-28,739
Closed -$761K
INDB icon
1142
Independent Bank
INDB
$3.99B
– –
-12,600
Closed -$1.05M
INGN icon
1143
Inogen
INGN
$164M
– –
-5,059
Closed -$346K
INGR icon
1144
Ingredion
INGR
$6.58B
– –
-5,930
Closed -$551K
IP icon
1145
International Paper
IP
$22B
– –
-15,449
Closed -$674K
IPAR icon
1146
Interparfums
IPAR
$3.94B
– –
-6,300
Closed -$458K
IRDM icon
1147
Iridium Communications
IRDM
$5.29B
– –
-25,021
Closed -$617K
ITRI icon
1148
Itron
ITRI
$4.54B
– –
-3,755
Closed -$315K
JBGS
1149
JBG SMITH
JBGS
$708M
– –
-7,400
Closed -$295K
JELD icon
1150
JELD-WEN Holding
JELD
$164M
– –
-13,300
Closed -$311K
44 45
46
47 48

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.