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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
SITE icon
801
SiteOne Landscape Supply
SITE
$4.33B
$217K 0.04%
+1,900
New +$177K
BJ icon
802
BJs Wholesale Club
BJ
$12.4B
$216K 0.04%
5,800
-2,300
-28% -$70.6K
FL
803
DELISTED
Foot Locker
FL
$216K 0.04%
7,398
-10,666
-59% -$282K
MTH icon
804
Meritage Homes
MTH
$4.71B
$216K 0.04%
5,664
-39,978
-88% -$1.18M
OGS icon
805
ONE Gas
OGS
$4.92B
$216K 0.04%
+2,800
New +$226K
SHOO icon
806
Steven Madden
SHOO
$3.49B
$216K 0.04%
+8,768
New +$205K
AVAV icon
807
AeroVironment
AVAV
$8.06B
$215K 0.04%
2,703
-1,573
-37% -$101K
AVNT icon
808
Avient
AVNT
$3.43B
$215K 0.04%
8,191
-2,175
-21% -$50.5K
ETN icon
809
Eaton
ETN
$170B
$215K 0.04%
2,463
-3,082
-56% -$254K
KN icon
810
Knowles
KN
$3.2B
$215K 0.04%
14,072
-2,539
-15% -$37.9K
MNRO icon
811
Monro
MNRO
$399M
$215K 0.04%
3,909
-4,335
-53% -$231K
MOS icon
812
The Mosaic Company
MOS
$6.93B
$215K 0.04%
17,200
-29,300
-63% -$351K
MIDD icon
813
Middleby
MIDD
$6.14B
$214K 0.04%
2,714
-29,492
-92% -$1.91M
RARE icon
814
Ultragenyx Pharmaceutical
RARE
$2.46B
$214K 0.04%
2,742
-4,574
-63% -$303K
CHGG icon
815
Chegg
CHGG
$114M
$213K 0.04%
+3,169
New +$169K
JBGS
816
JBG SMITH
JBGS
$829M
$213K 0.04%
+7,200
New +$223K
SLGN icon
817
Silgan Holdings
SLGN
$4.37B
$213K 0.04%
6,578
-14,694
-69% -$478K
UBSI icon
818
United Bankshares
UBSI
$6.7B
$213K 0.04%
+7,706
New +$207K
NG icon
819
NovaGold Resources
NG
$2.61B
$212K 0.04%
23,100
-104,000
-82% -$1.05M
CRL icon
820
Charles River Laboratories
CRL
$11.1B
$211K 0.04%
1,213
-3,192
-72% -$509K
VNDA icon
821
Vanda Pharmaceuticals
VNDA
$315M
$211K 0.04%
18,418
-17,800
-49% -$202K
UFS
822
DELISTED
DOMTAR CORPORATION (New)
UFS
$211K 0.04%
+10,015
New +$217K
ALNY icon
823
Alnylam Pharmaceuticals
ALNY
$29.5B
$210K 0.03%
1,421
-1,789
-56% -$241K
BBWI icon
824
Bath & Body Works
BBWI
$4.23B
$210K 0.03%
17,376
-2,300
-12% -$25.6K
LAUR icon
825
Laureate Education
LAUR
$5.18B
$210K 0.03%
+21,075
New +$204K
31 32
33
34 35

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BDF
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SCA
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IC
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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.