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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
POST icon
501
Post Holdings
POST
$4.11B
$387K 0.06%
6,751
-13,518
-67% -$787K
MXL icon
502
MaxLinear
MXL
$6.6B
$386K 0.06%
17,977
-2,700
-13% -$46.6K
HEI icon
503
HEICO Corp
HEI
$51.4B
$385K 0.06%
+3,862
New +$357K
ZUO
504
DELISTED
Zuora, Inc.
ZUO
$385K 0.06%
30,200
-1,900
-6% -$21.2K
NGVT icon
505
Ingevity
NGVT
$2.6B
$384K 0.06%
+7,300
New +$346K
EXAS
506
DELISTED
Exact Sciences
EXAS
$383K 0.06%
+4,401
New +$352K
LNG icon
507
Cheniere Energy
LNG
$53.9B
$383K 0.06%
7,933
-28,797
-78% -$1.26M
KEY icon
508
KeyCorp
KEY
$24.8B
$382K 0.06%
31,364
-17,441
-36% -$203K
RNR icon
509
RenaissanceRe
RNR
$13.4B
$382K 0.06%
2,231
+297
+15% +$48.7K
ROP icon
510
Roper Technologies
ROP
$38.8B
$381K 0.06%
982
-1,086
-53% -$389K
TSCO icon
511
Tractor Supply
TSCO
$17.4B
$381K 0.06%
14,455
-31,330
-68% -$685K
HELE icon
512
Helen of Troy
HELE
$658M
$380K 0.06%
+2,015
New +$330K
DHI icon
513
D.R. Horton
DHI
$42.1B
$379K 0.06%
6,843
-15,341
-69% -$744K
G icon
514
Genpact
G
$6.07B
$379K 0.06%
+10,378
New +$351K
AMN icon
515
AMN Healthcare
AMN
$1.29B
$378K 0.06%
+8,350
New +$399K
VAR
516
DELISTED
Varian Medical Systems, Inc.
VAR
$378K 0.06%
3,087
-11,219
-78% -$1.3M
FTDR icon
517
Frontdoor
FTDR
$5.39B
$377K 0.06%
+8,500
New +$347K
FWONK icon
518
Liberty Media Series C
FWONK
$24.2B
$377K 0.06%
12,296
+2,251
+22% +$66.9K
NSIT icon
519
Insight Enterprises
NSIT
$4.15B
$376K 0.06%
7,647
+547
+8% +$26.9K
FIX icon
520
Comfort Systems
FIX
$62.5B
$375K 0.06%
+9,200
New +$327K
REG icon
521
Regency Centers
REG
$14.5B
$375K 0.06%
8,165
-2,334
-22% -$98.6K
MOH icon
522
Molina Healthcare
MOH
$9.99B
$374K 0.06%
2,101
-2,544
-55% -$433K
PARA
523
DELISTED
Paramount Global Class B
PARA
$374K 0.06%
16,054
-41,841
-72% -$806K
TKR icon
524
Timken Company
TKR
$9.18B
$373K 0.06%
+8,191
New +$323K
AMH icon
525
American Homes 4 Rent
AMH
$12.4B
$372K 0.06%
13,843
-5,695
-29% -$142K
19 20
21
22 23

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SCA
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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.