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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
PLD icon
451
Prologis
PLD
$130B
$430K 0.07%
+4,604
New +$411K
BERY
452
DELISTED
Berry Global Group, Inc.
BERY
$430K 0.07%
10,562
+1,115
+12% +$41.9K
LUV icon
453
Southwest Airlines
LUV
$23.8B
$429K 0.07%
12,562
+6,853
+120% +$218K
PKG icon
454
Packaging Corp of America
PKG
$22.8B
$429K 0.07%
4,303
+1,092
+34% +$104K
WK icon
455
Workiva
WK
$3.44B
$428K 0.07%
+8,000
New +$328K
SINA
456
DELISTED
Sina Corp
SINA
$428K 0.07%
11,920
-5,340
-31% -$180K
NTGR icon
457
NETGEAR
NTGR
$659M
$426K 0.07%
16,467
-25,242
-61% -$614K
FBIN icon
458
Fortune Brands Innovations
FBIN
$6.29B
$425K 0.07%
7,783
-5,569
-42% -$259K
NOV icon
459
NOV
NOV
$7.13B
$425K 0.07%
34,715
-34,767
-50% -$427K
IBKR icon
460
Interactive Brokers
IBKR
$39.5B
$423K 0.07%
+40,544
New +$424K
HOPE icon
461
Hope Bancorp
HOPE
$1.83B
$422K 0.07%
45,800
-57,700
-56% -$517K
IDCC icon
462
InterDigital
IDCC
$8.34B
$422K 0.07%
7,456
-9,673
-56% -$514K
SYF icon
463
Synchrony
SYF
$25.7B
$421K 0.07%
19,017
-94,846
-83% -$1.85M
HST icon
464
Host Hotels & Resorts
HST
$17.1B
$420K 0.07%
38,960
+16,683
+75% +$192K
NVRO
465
DELISTED
NEVRO CORP.
NVRO
$416K 0.07%
3,483
+1,475
+73% +$175K
ONTO icon
466
Onto Innovation
ONTO
$14.3B
$415K 0.07%
12,200
-8,900
-42% -$289K
CVBF icon
467
CVB Financial
CVBF
$4.07B
$413K 0.07%
22,030
+5,767
+35% +$110K
EWBC icon
468
East-West Bancorp
EWBC
$18.3B
$413K 0.07%
11,383
-12,530
-52% -$419K
JHG
469
DELISTED
Janus Henderson
JHG
$411K 0.07%
+19,400
New +$374K
CALM icon
470
Cal-Maine
CALM
$3.98B
$410K 0.07%
9,210
-48,271
-84% -$2.06M
DNLI icon
471
Denali Therapeutics
DNLI
$3.84B
$409K 0.07%
+16,900
New +$397K
MORN icon
472
Morningstar
MORN
$7.51B
$409K 0.07%
+2,900
New +$409K
ZBH icon
473
Zimmer Biomet
ZBH
$18.5B
$407K 0.07%
3,514
-3,681
-51% -$424K
NLSN
474
DELISTED
Nielsen Holdings plc
NLSN
$407K 0.07%
27,405
-41,146
-60% -$576K
EGBN icon
475
Eagle Bancorp
EGBN
$865M
$406K 0.07%
+12,400
New +$396K
17 18
19
20 21

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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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.