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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 | |
|---|---|---|---|---|---|---|
626
Ally Financial
ALLY
$13.7B
| $302K | 0.05% |
15,245
-42,372
| -74% | -$721K |
|
627
Agnico Eagle Mines
AEM
$76.3B
| $301K | 0.05% |
4,703
-46,186
| -91% | -$2.74M |
|
|
CONE
628
DELISTED
CyrusOne Inc Common Stock
CONE
| $300K | 0.05% |
4,128
-2,772
| -40% | -$197K |
|
629
Domo
DOMO
$181M
| $299K | 0.05% |
+9,300
| New | +$207K |
|
630
Haemonetics
HAE
$3.88B
| $299K | 0.05% |
3,339
+604
| +22% | +$61K |
|
631
UDR
UDR
$12.4B
| $299K | 0.05% |
8,000
-26,027
| -76% | -$972K |
|
632
U-Haul Holding Co
UHAL
$14.4B
| $299K | 0.05% |
+9,880
| New | +$290K |
|
633
Marriott Vacations Worldwide
VAC
$3.39B
| $298K | 0.05% |
3,620
-750
| -17% | -$61.1K |
|
634
Xerox
XRX
$424M
| $298K | 0.05% |
19,494
-61,945
| -76% | -$1.07M |
|
|
FRC
635
DELISTED
First Republic Bank
FRC
| $297K | 0.05% |
2,804
-18,095
| -87% | -$1.86M |
|
|
CORE
636
DELISTED
Core Mark Holding Co., Inc.
CORE
| $297K | 0.05% |
11,912
-13,787
| -54% | -$369K |
|
637
AbbVie
ABBV
$431B
| $296K | 0.05% |
3,012
-27,116
| -90% | -$2.39M |
|
638
Avista
AVA
$3.28B
| $296K | 0.05% |
8,138
-5,191
| -39% | -$206K |
|
639
CarMax
KMX
$8.16B
| $296K | 0.05% |
3,307
-35,194
| -91% | -$2.76M |
|
640
Amgen
AMGN
$210B
| $294K | 0.05% |
1,246
-9,566
| -88% | -$2.18M |
|
|
AXON
641
Axon Enterprise
AXON
$48.9B
| $294K | 0.05% |
+2,993
| New | +$242K |
|
642
MongoDB
MDB
$30.6B
| $294K | 0.05% |
+1,300
| New | +$241K |
|
|
REGI
643
DELISTED
Renewable Energy Group, Inc.
REGI
| $294K | 0.05% |
11,879
-13,888
| -54% | -$352K |
|
|
COHR
644
DELISTED
Coherent Inc
COHR
| $291K | 0.05% |
+2,218
| New | +$290K |
|
645
Axos Financial
AX
$5.96B
| $290K | 0.05% |
+13,156
| New | +$268K |
|
646
Hormel Foods
HRL
$13.9B
| $290K | 0.05% |
5,999
+1,612
| +37% | +$77K |
|
647
Huntsman Corp
HUN
$1.83B
| $290K | 0.05% |
16,123
-61,295
| -79% | -$1.03M |
|
648
Kirby Corp
KEX
$7.08B
| $290K | 0.05% |
+5,417
| New | +$277K |
|
649
WSFS Financial
WSFS
$4.21B
| $290K | 0.05% |
+10,100
| New | +$267K |
|
|
ICPT
650
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $290K | 0.05% |
6,054
+620
| +11% | +$47.9K |
|
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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.