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
TRV icon
701
Travelers Companies
TRV
$78.4B
$259K 0.04%
2,267
-1,970
-46% -$208K
LUMN icon
702
Lumen
LUMN
$6.96B
$258K 0.04%
25,680
+1,452
+6% +$14.5K
RAMP icon
703
LiveRamp
RAMP
$2.3B
$258K 0.04%
6,083
-10,396
-63% -$409K
EMN icon
704
Eastman Chemical
EMN
$8.24B
$256K 0.04%
3,674
-21,118
-85% -$1.33M
L icon
705
Loews
L
$23.6B
$256K 0.04%
7,464
-6,123
-45% -$206K
LULU icon
706
lululemon athletica
LULU
$14B
$256K 0.04%
+819
New +$209K
PCRX icon
707
Pacira BioSciences
PCRX
$1.05B
$256K 0.04%
+4,870
New +$204K
BHVN
708
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$256K 0.04%
+3,500
New +$186K
HWC icon
709
Hancock Whitney
HWC
$6.33B
$255K 0.04%
+12,044
New +$248K
DISH
710
DELISTED
DISH Network Corp.
DISH
$255K 0.04%
7,388
-96,115
-93% -$2.67M
AFG icon
711
American Financial Group
AFG
$11.7B
$254K 0.04%
+4,009
New +$258K
NUVA
712
DELISTED
NuVasive, Inc.
NUVA
$254K 0.04%
4,560
-145
-3% -$8.39K
SSB icon
713
SouthState Bank Corp
SSB
$10.6B
$253K 0.04%
+5,316
New +$278K
TCMD icon
714
Tactile Systems Technology
TCMD
$668M
$253K 0.04%
6,100
-4,200
-41% -$197K
TDS icon
715
Telephone and Data Systems
TDS
$4.08B
$253K 0.04%
+12,711
New +$243K
VCYT icon
716
Veracyte
VCYT
$3.69B
$253K 0.04%
9,753
-12,447
-56% -$310K
FFIN icon
717
First Financial Bankshares
FFIN
$5.11B
$252K 0.04%
+8,736
New +$245K
PRLB icon
718
Protolabs
PRLB
$2.07B
$252K 0.04%
+2,237
New +$230K
SLAB icon
719
Silicon Laboratories
SLAB
$7.21B
$252K 0.04%
+2,510
New +$235K
C icon
720
Citigroup
C
$231B
$250K 0.04%
4,893
-24,028
-83% -$1.14M
IDA icon
721
Idacorp
IDA
$8.35B
$250K 0.04%
+2,859
New +$258K
SKYW icon
722
Skywest
SKYW
$4.52B
$249K 0.04%
+7,633
New +$226K
HPP
723
Hudson Pacific Properties
HPP
$760M
$248K 0.04%
1,408
-744
-35% -$127K
W icon
724
Wayfair
W
$15B
$248K 0.04%
+1,253
New +$187K
BDN
725
Brandywine Realty Trust
BDN
$543M
$247K 0.04%
22,706
-69,400
-75% -$715K
27 28
29
30 31

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.