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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
BMRN icon
726
BioMarin Pharmaceuticals
BMRN
$11.6B
$247K 0.04%
2,002
-3,831
-66% -$381K
CIEN icon
727
Ciena
CIEN
$58.6B
$247K 0.04%
4,560
-33,625
-88% -$1.67M
XLRN
728
DELISTED
Acceleron Pharma
XLRN
$247K 0.04%
2,594
-2,379
-48% -$229K
GKOS icon
729
Glaukos
GKOS
$10.1B
$246K 0.04%
6,400
-2,100
-25% -$78.2K
SHEN icon
730
Shenandoah Telecom
SHEN
$714M
$246K 0.04%
+5,000
New +$254K
INVA icon
731
Innoviva
INVA
$1.53B
$245K 0.04%
+17,500
New +$238K
SHO icon
732
Sunstone Hotel Investors
SHO
$2.18B
$245K 0.04%
30,051
-7,949
-21% -$69K
DD icon
733
DuPont de Nemours
DD
$18.7B
$243K 0.04%
+3,650
New +$213K
EBAY icon
734
eBay
EBAY
$48.1B
$243K 0.04%
4,638
-51,712
-92% -$2.19M
SWX icon
735
Southwest Gas
SWX
$6.45B
$243K 0.04%
+3,525
New +$256K
CVS icon
736
CVS Health
CVS
$133B
$242K 0.04%
3,719
-6,107
-62% -$385K
KALU icon
737
Kaiser Aluminum
KALU
$2.82B
$242K 0.04%
3,289
-6,627
-67% -$472K
STWD icon
738
Starwood Property Trust
STWD
$5.95B
$242K 0.04%
16,196
-4,839
-23% -$65.2K
ADUS icon
739
Addus HomeCare
ADUS
$2.12B
$241K 0.04%
2,600
-3,800
-59% -$329K
EFX icon
740
Equifax
EFX
$20.6B
$241K 0.04%
1,400
-4,310
-75% -$638K
UE icon
741
Urban Edge Properties
UE
$2.8B
$241K 0.04%
20,300
-34,084
-63% -$342K
AERI
742
DELISTED
Aerie Pharmaceuticals
AERI
$241K 0.04%
+16,339
New +$242K
ESRT icon
743
Empire State Realty Trust
ESRT
$848M
$239K 0.04%
34,200
+7,500
+28% +$57.9K
EXEL icon
744
Exelixis
EXEL
$14.1B
$239K 0.04%
10,061
-10,674
-51% -$247K
OZK icon
745
Bank OZK
OZK
$5.7B
$239K 0.04%
10,165
-34,601
-77% -$742K
CF icon
746
CF Industries
CF
$18B
$238K 0.04%
8,440
-35,472
-81% -$1.01M
LEA icon
747
Lear
LEA
$6.09B
$238K 0.04%
+2,180
New +$217K
NWBI icon
748
Northwest Bancshares
NWBI
$2.35B
$238K 0.04%
23,279
-26,652
-53% -$275K
COP icon
749
ConocoPhillips
COP
$144B
$237K 0.04%
5,647
-23,649
-81% -$956K
WOR icon
750
Worthington Enterprises
WOR
$2.82B
$237K 0.04%
10,287
-58,208
-85% -$1.04M
28 29
30
31 32

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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.