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
GLPI icon
201
Gaming and Leisure Properties
GLPI
$12.7B
$822K 0.14%
23,751
-4,395
-16% -$137K
DISCK
202
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$820K 0.14%
42,592
-83,046
-66% -$1.63M
CTRA
203
DELISTED
Coterra Energy
CTRA
$819K 0.14%
+47,665
New +$924K
EOG icon
204
EOG Resources
EOG
$79.2B
$817K 0.14%
16,127
-4,559
-22% -$221K
WELL icon
205
Welltower
WELL
$169B
$810K 0.13%
15,661
-6,787
-30% -$334K
TRU icon
206
TransUnion
TRU
$15.1B
$809K 0.13%
9,300
-4,300
-32% -$343K
HSY icon
207
Hershey
HSY
$35.2B
$806K 0.13%
6,220
-2,346
-27% -$315K
KLAC icon
208
KLA
KLAC
$239B
$800K 0.13%
41,160
-93,800
-70% -$1.6M
CYBR
209
DELISTED
CyberArk
CYBR
$794K 0.13%
+7,996
New +$778K
SYNA icon
210
Synaptics
SYNA
$4.19B
$791K 0.13%
13,161
-14,553
-53% -$912K
WDC icon
211
Western Digital
WDC
$188B
$788K 0.13%
23,604
+4,704
+25% +$152K
ADBE icon
212
Adobe
ADBE
$99.5B
$782K 0.13%
1,796
-7,524
-81% -$2.79M
MTOR
213
DELISTED
MERITOR, Inc.
MTOR
$780K 0.13%
+39,406
New +$728K
MIME
214
DELISTED
Mimecast Limited
MIME
$779K 0.13%
18,700
-15,000
-45% -$589K
AIV
215
Aimco
AIV
$387M
$775K 0.13%
154,573
-125,694
-45% -$623K
PGR icon
216
Progressive
PGR
$123B
$773K 0.13%
9,654
-18,732
-66% -$1.46M
IDXX icon
217
Idexx Laboratories
IDXX
$44.1B
$770K 0.13%
2,333
-52
-2% -$15.1K
NTR icon
218
Nutrien
NTR
$33.2B
$770K 0.13%
+24,000
New +$835K
CSL icon
219
Carlisle Companies
CSL
$14.3B
$769K 0.13%
6,422
-272
-4% -$32.7K
GGG icon
220
Graco
GGG
$12.9B
$768K 0.13%
+15,993
New +$754K
EG icon
221
Everest Group
EG
$14.5B
$766K 0.13%
3,714
+1,911
+106% +$372K
DE icon
222
Deere & Co
DE
$160B
$765K 0.13%
4,866
-1,919
-28% -$278K
VLO icon
223
Valero Energy
VLO
$90.1B
$762K 0.13%
+12,963
New +$774K
MAR icon
224
Marriott International
MAR
$98.3B
$760K 0.13%
8,861
-9,460
-52% -$822K
CHD icon
225
Church & Dwight Co
CHD
$23.4B
$757K 0.13%
9,787
-22,712
-70% -$1.65M
7 8
9
10 11

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.