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
ZUMZ icon
576
Zumiez
ZUMZ
$336M
$334K 0.06%
+12,184
New +$277K
GWW icon
577
W.W. Grainger
GWW
$61.4B
$333K 0.06%
1,059
-5,298
-83% -$1.53M
NXST icon
578
Nexstar Media Group
NXST
$5.99B
$333K 0.06%
3,976
-9,514
-71% -$716K
AER icon
579
AerCap
AER
$24.4B
$332K 0.06%
+10,780
New +$308K
FWRD icon
580
Forward Air
FWRD
$484M
$331K 0.06%
+6,638
New +$326K
NI icon
581
NiSource
NI
$21.3B
$331K 0.06%
14,572
-15,829
-52% -$382K
RBA icon
582
RB Global
RBA
$20.7B
$331K 0.06%
+8,103
New +$331K
BAND
583
Bandwidth Inc
BAND
$1.49B
$330K 0.05%
2,600
-2,100
-45% -$212K
BLD
584
DELISTED
TopBuild
BLD
$330K 0.05%
+2,900
New +$290K
MKSI icon
585
MKS Inc
MKSI
$21.7B
$329K 0.05%
+2,904
New +$289K
PRI icon
586
Primerica
PRI
$9.92B
$329K 0.05%
2,822
-3,278
-54% -$349K
BKR icon
587
Baker Hughes
BKR
$61.3B
$328K 0.05%
21,310
-20,290
-49% -$297K
STE icon
588
Steris
STE
$22.7B
$327K 0.05%
2,131
-3,171
-60% -$483K
ADC icon
589
Agree Realty
ADC
$9.49B
$326K 0.05%
4,957
-400
-7% -$25.5K
BL icon
590
BlackLine
BL
$1.94B
$323K 0.05%
+3,900
New +$260K
WDAY icon
591
Workday
WDAY
$42.3B
$323K 0.05%
1,725
-20,337
-92% -$3.29M
BHE icon
592
Benchmark Electronics
BHE
$3.07B
$322K 0.05%
14,917
+1,912
+15% +$40.1K
ARE icon
593
Alexandria Real Estate Equities
ARE
$8.52B
$320K 0.05%
1,970
-1,998
-50% -$305K
NEU icon
594
NewMarket
NEU
$8.18B
$320K 0.05%
+800
New +$330K
ZWS icon
595
Zurn Elkay Water Solutions
ZWS
$8.82B
$319K 0.05%
22,726
-105,780
-82% -$1.39M
AAT
596
American Assets Trust
AAT
$1.42B
$318K 0.05%
11,410
+1,075
+10% +$29.4K
ALGT icon
597
Allegiant Air
ALGT
$2.82B
$318K 0.05%
2,914
-3,922
-57% -$358K
FIVE icon
598
Five Below
FIVE
$12.3B
$318K 0.05%
2,977
-368
-11% -$34.5K
PODD icon
599
Insulet
PODD
$11.6B
$317K 0.05%
1,630
-371
-19% -$70.9K
THS
600
DELISTED
Treehouse Foods
THS
$317K 0.05%
+7,229
New +$353K
22 23
24
25 26

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.