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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 | |
|---|---|---|---|---|---|---|
|
PGRE
651
DELISTED
Paramount Group
PGRE
| $289K | 0.05% |
+37,500
| New | +$316K |
|
652
Intuitive Surgical
ISRG
$130B
| $288K | 0.05% |
1,515
-1,704
| -53% | -$305K |
|
653
UFP Industries
UFPI
$5.28B
| $287K | 0.05% |
5,800
-10,000
| -63% | -$426K |
|
654
EnerSys
ENS
$7.09B
| $286K | 0.05% |
+4,438
| New | +$261K |
|
655
Royal Caribbean
RCL
$87.3B
| $286K | 0.05% |
5,694
-15,965
| -74% | -$722K |
|
656
Integra LifeSciences
IART
$1.39B
| $285K | 0.05% |
6,071
-10,578
| -64% | -$520K |
|
657
Vishay Intertechnology
VSH
$5.98B
| $285K | 0.05% |
+18,691
| New | +$291K |
|
658
Hain Celestial
HAIN
$46.6M
| $284K | 0.05% |
+9,007
| New | +$260K |
|
659
Jefferies Financial Group
JEF
$12.9B
| $284K | 0.05% |
19,072
-772
| -4% | -$10.3K |
|
660
Ralph Lauren
RL
$22.8B
| $284K | 0.05% |
3,913
-1,183
| -23% | -$87K |
|
661
Ryder
R
$10.3B
| $283K | 0.05% |
7,553
-364
| -5% | -$12.1K |
|
|
FBC
662
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $283K | 0.05% |
9,600
-9,000
| -48% | -$231K |
|
663
JB Hunt Transport Services
JBHT
$25.8B
| $282K | 0.05% |
2,342
-22,175
| -90% | -$2.39M |
|
664
Nasdaq
NDAQ
$52.3B
| $282K | 0.05% |
7,092
-11,898
| -63% | -$443K |
|
665
Bio-Techne
TECH
$11.2B
| $281K | 0.05% |
4,252
-5,280
| -55% | -$316K |
|
|
RCM
666
DELISTED
R1 RCM Inc. Common Stock
RCM
| $281K | 0.05% |
25,239
-90,700
| -78% | -$933K |
|
|
SGMO
667
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $278K | 0.05% |
+31,000
| New | +$288K |
|
|
GBT
668
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $278K | 0.05% |
4,400
-3,100
| -41% | -$213K |
|
669
Leggett & Platt
LEG
$1.42B
| $277K | 0.05% |
7,873
-20,108
| -72% | -$623K |
|
|
AVTA
670
DELISTED
Avantax, Inc. Common Stock
AVTA
| $276K | 0.05% |
24,167
-8,933
| -27% | -$112K |
|
|
SEM
671
DELISTED
Select Medical
SEM
| $275K | 0.05% |
+34,665
| New | +$287K |
|
672
Upland Software
UPLD
$14.3M
| $275K | 0.05% |
790
-810
| -51% | -$252K |
|
673
Equitable Holdings
EQH
$13.3B
| $272K | 0.05% |
+14,100
| New | +$252K |
|
674
Diamondback Energy
FANG
$54B
| $272K | 0.05% |
6,498
-19,256
| -75% | -$786K |
|
675
Sally Beauty Holdings
SBH
$1.58B
| $272K | 0.05% |
21,747
-6,953
| -24% | -$76.1K |
|
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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.