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
(-27%)
Cap. Flow
-$333M
Cap. Flow
% of AUM
-55.44%
Top 10 Holdings %
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 |
Medtronic
MDT
|
+$5M |
| 3 |
Ross Stores
ROST
|
+$4.64M |
| 4 |
CME Group
CME
|
+$4.04M |
| 5 |
Intel
INTC
|
+$3.97M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$4.69M |
| 2 |
Intuit
INTU
|
+$4.39M |
| 3 |
Thermo Fisher Scientific
TMO
|
+$3.77M |
| 4 |
Cognizant
CTSH
|
+$3.61M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
901
Astronics
ATRO
$3.43B
| – | – |
-33,020
| Closed | -$253K |
|
902
AXIS Capital
AXS
$7.68B
| – | – |
-8,335
| Closed | -$322K |
|
903
Axsome Therapeutics
AXSM
$11.2B
| – | – |
-3,800
| Closed | -$224K |
|
904
Azenta
AZTA
$1.3B
| – | – |
-8,500
| Closed | -$259K |
|
905
Banner Corp
BANR
$2.39B
| – | – |
-14,700
| Closed | -$486K |
|
906
Brunswick
BC
$5.13B
| – | – |
-22,200
| Closed | -$785K |
|
907
Boise Cascade
BCC
$2.69B
| – | – |
-15,892
| Closed | -$378K |
|
908
BCE
BCE
$20.2B
| – | – |
-17,201
| Closed | -$703K |
|
909
Bunge Global
BG
$20.4B
| – | – |
-14,428
| Closed | -$592K |
|
910
Bankunited
BKU
$3.37B
| – | – |
-22,549
| Closed | -$422K |
|
911
Blackrock
BLK
$169B
| – | – |
-1,189
| Closed | -$523K |
|
912
Blackbaud
BLKB
$1.94B
| – | – |
-6,909
| Closed | -$384K |
|
913
Bloomin' Brands
BLMN
$741M
| – | – |
-33,400
| Closed | -$238K |
|
914
Badger Meter
BMI
$3.89B
| – | – |
-14,900
| Closed | -$799K |
|
915
BOK Financial
BOKF
$8.58B
| – | – |
-6,441
| Closed | -$274K |
|
|
BPMC
916
DELISTED
Blueprint Medicines
BPMC
| – | – |
-9,300
| Closed | -$544K |
|
917
Brixmor Property Group
BRX
$9.67B
| – | – |
-18,346
| Closed | -$174K |
|
918
BorgWarner
BWA
$13.1B
| – | – |
-10,116
| Closed | -$217K |
|
|
CADE
919
DELISTED
Cadence Bank
CADE
| – | – |
-15,704
| Closed | -$297K |
|
920
Caleres
CAL
$431M
| – | – |
-55,077
| Closed | -$286K |
|
921
CarGurus
CARG
$3.27B
| – | – |
-21,200
| Closed | -$402K |
|
922
Cathay General Bancorp
CATY
$4.22B
| – | – |
-35,120
| Closed | -$806K |
|
923
Chubb
CB
$135B
| – | – |
-12,816
| Closed | -$1.43M |
|
924
Cracker Barrel
CBRL
$1.26B
| – | – |
-9,142
| Closed | -$761K |
|
925
Cabot Corp
CBT
$4.54B
| – | – |
-10,460
| Closed | -$273K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.