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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
(-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 | |
|---|---|---|---|---|---|---|
601
UnitedHealth
UNH
$371B
| $317K | 0.05% |
1,075
-5,484
| -84% | -$1.57M |
|
602
WD-40
WDFC
$3.12B
| $317K | 0.05% |
1,600
-7,700
| -83% | -$1.4M |
|
603
First Interstate BancSystem
FIBK
$3.74B
| $316K | 0.05% |
10,200
-11,800
| -54% | -$360K |
|
604
Gray Television
GTN
$437M
| $316K | 0.05% |
22,661
-19,045
| -46% | -$244K |
|
605
Vail Resorts
MTN
$5.31B
| $316K | 0.05% |
1,737
-1,536
| -47% | -$269K |
|
606
ResMed
RMD
$32.1B
| $316K | 0.05% |
1,645
-6,875
| -81% | -$1.12M |
|
|
WCN
607
Waste Connections
WCN
$41.9B
| $316K | 0.05% |
3,370
-10,030
| -75% | -$894K |
|
608
NovoCure
NVCR
$1.87B
| $314K | 0.05% |
5,300
-5,000
| -49% | -$329K |
|
609
CNO Financial Group
CNO
$5.12B
| $312K | 0.05% |
20,049
-40,879
| -67% | -$563K |
|
610
ExxonMobil
XOM
$639B
| $311K | 0.05% |
6,964
-3,735
| -35% | -$168K |
|
611
Parker-Hannifin
PH
$126B
| $310K | 0.05% |
+1,694
| New | +$273K |
|
612
Floor & Decor
FND
$6.5B
| $309K | 0.05% |
+5,365
| New | +$245K |
|
613
HEICO Corp Class A
HEI.A
$37.4B
| $309K | 0.05% |
+3,800
| New | +$295K |
|
614
LivePerson
LPSN
$27.1M
| $309K | 0.05% |
+498
| New | +$232K |
|
615
Planet Fitness
PLNT
$4.43B
| $309K | 0.05% |
+5,100
| New | +$306K |
|
616
Upbound Group
UPBD
$1.19B
| $309K | 0.05% |
+11,100
| New | +$247K |
|
617
Cognex
CGNX
$11.9B
| $308K | 0.05% |
+5,161
| New | +$280K |
|
618
Hanover Insurance
THG
$7.93B
| $307K | 0.05% |
3,026
-18,908
| -86% | -$1.85M |
|
619
Clarivate
CLVT
$1.24B
| $306K | 0.05% |
+13,700
| New | +$309K |
|
620
Invesco
IVZ
$14.1B
| $306K | 0.05% |
28,400
+13,400
| +89% | +$120K |
|
621
Merit Medical Systems
MMSI
$5.12B
| $306K | 0.05% |
+6,712
| New | +$271K |
|
622
Manulife Financial
MFC
$74.2B
| $305K | 0.05% |
22,367
-46,125
| -67% | -$581K |
|
623
McCormick & Company Non-Voting
MKC
$14B
| $304K | 0.05% |
3,386
-6,642
| -66% | -$547K |
|
624
Coherent
COHR
$64.1B
| $303K | 0.05% |
6,410
-14,634
| -70% | -$580K |
|
625
Acadia Pharmaceuticals
ACAD
$4.59B
| $302K | 0.05% |
6,233
-16,838
| -73% | -$808K |
|
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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.