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
+18.3%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$601M
AUM Growth
-$223M
Cap. Flow
-$333M
Cap. Flow %
-55.44%
Top 10 Hldgs %
8.29%
Holding
1,214
New
220
Increased
183
Reduced
476
Closed
335

Top Buys

Rank Stock Value
1
SCHW
Charles Schwab
SCHW
+$5.07M
2
MDT icon
Medtronic
MDT
+$5M
3
ROST icon
Ross Stores
ROST
+$4.64M
4
CME icon
CME Group
CME
+$4.04M
5
INTC icon
Intel
INTC
+$3.97M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$4.69M
2
INTU icon
Intuit
INTU
+$4.39M
3
TMO icon
Thermo Fisher Scientific
TMO
+$3.77M
4
CTSH icon
Cognizant
CTSH
+$3.61M
5
T icon
AT&T
T
+$3.46M

Sector Composition

Rank Sector Weight
1 Technology 18.04%
2 Financials 15.8%
3 Healthcare 14.7%
4 Industrials 11.46%
5 Consumer Discretionary 10.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CHRW icon
526
C.H. Robinson
CHRW
$18.1B
$372K 0.06%
4,707
-6,480
-58% -$489K
ASB icon
527
Associated Banc-Corp
ASB
$5.99B
$371K 0.06%
+27,130
New +$369K
BHF icon
528
Brighthouse Financial
BHF
$3.6B
$370K 0.06%
+13,300
New +$367K
FORM icon
529
FormFactor
FORM
$9.38B
$370K 0.06%
+12,600
New +$311K
LYB icon
530
LyondellBasell Industries
LYB
$19.7B
$370K 0.06%
5,631
-6,087
-52% -$362K
AZPN
531
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$370K 0.06%
3,575
+1,424
+66% +$147K
JKHY icon
532
Jack Henry & Associates
JKHY
$11.1B
$369K 0.06%
2,005
-905
-31% -$158K
RP
533
DELISTED
RealPage, Inc.
RP
$369K 0.06%
5,679
-7,640
-57% -$482K
AKAM icon
534
Akamai
AKAM
$17.9B
$368K 0.06%
3,432
-347
-9% -$34.9K
NWE icon
535
NorthWestern Energy
NWE
$4.3B
$368K 0.06%
+6,743
New +$391K
DECK icon
536
Deckers Outdoor
DECK
$13.6B
$367K 0.06%
+11,226
New +$309K
KR icon
537
Kroger
KR
$35.4B
$364K 0.06%
10,749
-56,660
-84% -$1.84M
MSA icon
538
Mine Safety
MSA
$7.45B
$363K 0.06%
+3,169
New +$352K
KMI icon
539
Kinder Morgan
KMI
$69.9B
$361K 0.06%
23,797
-22,007
-48% -$335K
ABT icon
540
Abbott
ABT
$182B
$360K 0.06%
3,935
-11,247
-74% -$1.02M
TYL icon
541
Tyler Technologies
TYL
$12.8B
$360K 0.06%
1,037
+244
+31% +$81.9K
CNH
542
CNH Industrial
CNH
$13.9B
$360K 0.06%
+58,829
New +$326K
EME icon
543
Emcor
EME
$36.2B
$359K 0.06%
5,427
+1,927
+55% +$121K
BKH icon
544
Black Hills Corp
BKH
$5.5B
$357K 0.06%
+6,300
New +$381K
GH icon
545
Guardant Health
GH
$21.4B
$357K 0.06%
+4,400
New +$355K
KNX icon
546
Knight Transportation
KNX
$11.7B
$357K 0.06%
8,557
-259
-3% -$9.88K
WLY icon
547
John Wiley & Sons Class A
WLY
$2.78B
$356K 0.06%
9,129
+3,107
+52% +$119K
D icon
548
Dominion Energy
D
$60.9B
$355K 0.06%
4,377
-10,797
-71% -$866K
HRC
549
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$355K 0.06%
+3,233
New +$339K
AGIO icon
550
Agios Pharmaceuticals
AGIO
$1.89B
$354K 0.06%
+6,617
New +$306K
20 21
22
23 24

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 Q2 2020 Portfolio in Review

As of Q2 2020, AlphaCrest Capital Management held 1,214 positions worth $601M, down 27% from $824M the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.

AlphaCrest Capital Management withdrew a net $333M in Q2 2020, closing 335 positions and reducing 476 holdings. Its most notable exit was Cognizant, an estimated $3.61M position sold in full.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 18% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in Prudential Financial worth $2.38M.

  • AlphaCrest Capital Management's largest Q2 2020 buy was Prudential Financial: 39,104 shares worth $2.38M.
  • AlphaCrest Capital Management added most to Charles Schwab in Q2 2020, an estimated $5.07M increase.
  • AlphaCrest Capital Management's biggest Q2 2020 reduction was Apple, cutting an estimated $4.69M.
  • AlphaCrest Capital Management fully exited Cognizant in Q2 2020, selling an estimated $3.61M.
  • AlphaCrest Capital Management's ten largest holdings make up 8.3% of its $601M portfolio in Q2 2020.
  • AlphaCrest Capital Management opened 220 new positions and closed 335 in Q2 2020.
  • AlphaCrest Capital Management's portfolio value fell 27% quarter-over-quarter to $601M.

Based on AlphaCrest Capital Management's 13F filing for Q2 2020, filed 12 Aug 2020.