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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 | |
|---|---|---|---|---|---|---|
|
EPZM
826
DELISTED
Epizyme, Inc
EPZM
| $210K | 0.03% |
13,100
-52,200
| -80% | -$911K |
|
827
Kimco Realty
KIM
$17.1B
| $209K | 0.03% |
16,316
-42,742
| -72% | -$475K |
|
828
Dick's Sporting Goods
DKS
$18B
| $208K | 0.03% |
5,039
-50,992
| -91% | -$1.62M |
|
829
Travel + Leisure Co
TNL
$4.72B
| $208K | 0.03% |
7,368
-35,274
| -83% | -$955K |
|
830
CubeSmart
CUBE
$9.47B
| $207K | 0.03% |
7,667
+203
| +3% | +$5.36K |
|
|
VBTX
831
DELISTED
Veritex Holdings
VBTX
| $207K | 0.03% |
11,700
-40,000
| -77% | -$649K |
|
832
Enovis
ENOV
$1.81B
| $206K | 0.03% |
+4,285
| New | +$189K |
|
833
KB Home
KBH
$3.45B
| $206K | 0.03% |
6,721
-26,322
| -80% | -$724K |
|
834
Okta
OKTA
$24.6B
| $206K | 0.03% |
+1,030
| New | +$175K |
|
835
Webster Financial
WBS
$12.6B
| $206K | 0.03% |
7,216
-49,807
| -87% | -$1.32M |
|
|
CXP
836
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $204K | 0.03% |
15,509
-401
| -3% | -$5.28K |
|
|
EFOR
837
Everforth Inc
EFOR
$1.22B
| $203K | 0.03% |
+3,037
| New | +$161K |
|
838
PTC Therapeutics
PTCT
$5.68B
| $203K | 0.03% |
+3,993
| New | +$196K |
|
|
GTLS
839
DELISTED
Chart Industries
GTLS
| $202K | 0.03% |
4,174
-23,517
| -85% | -$862K |
|
840
Healthcare Services Group
HCSG
$1.61B
| $202K | 0.03% |
+8,265
| New | +$196K |
|
841
United Rentals
URI
$69.5B
| $202K | 0.03% |
1,358
-1,290
| -49% | -$164K |
|
842
World Kinect Corp
WKC
$2B
| $202K | 0.03% |
+7,830
| New | +$193K |
|
843
Bright Horizons
BFAM
$4.01B
| $201K | 0.03% |
1,717
-646
| -27% | -$73.7K |
|
|
CCMP
844
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $201K | 0.03% |
1,444
-2,572
| -64% | -$333K |
|
845
Cameco
CCJ
$39.1B
| $197K | 0.03% |
19,200
-23,500
| -55% | -$235K |
|
|
MNDT
846
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $196K | 0.03% |
16,075
-58,374
| -78% | -$677K |
|
|
CVA
847
DELISTED
Covanta Holding Corporation
CVA
| $192K | 0.03% |
20,000
-51,900
| -72% | -$444K |
|
848
Atara Biotherapeutics
ATRA
$77M
| $189K | 0.03% |
+520
| New | +$131K |
|
849
CareTrust REIT
CTRE
$9.74B
| $189K | 0.03% |
+11,000
| New | +$192K |
|
850
H&R Block
HRB
$5.73B
| $189K | 0.03% |
13,218
-22,112
| -63% | -$349K |
|
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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.