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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
MMYT icon
1176
MakeMyTrip
MMYT
$5.64B
– –
-42,791
Closed -$980K
CALY
1177
Callaway Golf Company
CALY
$3.14B
– –
-41,354
Closed -$877K
MORN icon
1178
Morningstar
MORN
$7.53B
– –
-4,800
Closed -$726K
MPWR icon
1179
Monolithic Power Systems
MPWR
$68.9B
– –
-4,108
Closed -$731K
MSA icon
1180
Mine Safety
MSA
$7.49B
– –
-2,017
Closed -$255K
MSCI icon
1181
MSCI
MSCI
$40.9B
– –
-4,010
Closed -$1.03M
MSGS icon
1182
Madison Square Garden
MSGS
$9.39B
– –
-1,682
Closed -$353K
MSTR icon
1183
Strategy Inc
MSTR
$38.4B
– –
-50,010
Closed -$713K
MTD icon
1184
Mettler-Toledo International
MTD
$28.6B
– –
-1,347
Closed -$1.07M
MTDR icon
1185
Matador Resources
MTDR
$6.09B
– –
-13,513
Closed -$243K
MUR icon
1186
Murphy Oil
MUR
$4.78B
– –
-9,011
Closed -$241K
MWA icon
1187
Mueller Water Products
MWA
$4.17B
– –
-67,793
Closed -$812K
NCLH icon
1188
Norwegian Cruise Line
NCLH
$8.84B
– –
-8,167
Closed -$477K
NDSN icon
1189
Nordson
NDSN
$17.3B
– –
-4,170
Closed -$679K
NEOG icon
1190
Neogen
NEOG
$2.5B
– –
-24,676
Closed -$805K
NEU icon
1191
NewMarket
NEU
$8.18B
– –
-2,700
Closed -$1.31M
NGVT icon
1192
Ingevity
NGVT
$2.68B
– –
-6,800
Closed -$594K
NJR icon
1193
New Jersey Resources
NJR
$5.58B
– –
-6,974
Closed -$311K
NNN icon
1194
NNN REIT
NNN
$8.99B
– –
-11,775
Closed -$631K
NOVT icon
1195
Novanta
NOVT
$5.92B
– –
-2,300
Closed -$203K
NTCT icon
1196
NETSCOUT
NTCT
$2.79B
– –
-43,803
Closed -$1.05M
NVRI icon
1197
Enviri
NVRI
$620M
– –
-12,176
Closed -$280K
NWE icon
1198
NorthWestern Energy
NWE
$4.43B
– –
-9,884
Closed -$708K
NWL icon
1199
Newell Brands
NWL
$2.56B
– –
-14,161
Closed -$272K
OGS icon
1200
ONE Gas
OGS
$5.04B
– –
-7,000
Closed -$655K
46 47
48
49 50

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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
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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.