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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 | |
|---|---|---|---|---|---|---|
951
Dine Brands
DIN
$456M
| – | – |
-40,938
| Closed | -$1.17M |
|
952
Deluxe
DLX
$1.18B
| – | – |
-18,667
| Closed | -$484K |
|
953
DNOW Inc
DNOW
$2.58B
| – | – |
-37,200
| Closed | -$192K |
|
954
Healthpeak Properties
DOC
$15.1B
| – | – |
-22,186
| Closed | -$529K |
|
|
DOCU
955
DocuSign
DOCU
$10.5B
| – | – |
-2,400
| Closed | -$222K |
|
956
DXC Technology
DXC
$1.82B
| – | – |
-16,771
| Closed | -$219K |
|
957
Emergent Biosolutions
EBS
$373M
| – | – |
-7,535
| Closed | -$436K |
|
958
8x8 Inc
EGHT
$269M
| – | – |
-20,188
| Closed | -$280K |
|
959
Elanco Animal Health
ELAN
$13.2B
| – | – |
-11,700
| Closed | -$262K |
|
960
e.l.f. Beauty
ELF
$4.89B
| – | – |
-11,118
| Closed | -$109K |
|
961
EPAM Systems
EPAM
$5.51B
| – | – |
-2,546
| Closed | -$473K |
|
962
Edgewell Personal Care
EPC
$1.25B
| – | – |
-11,235
| Closed | -$271K |
|
963
EPR Properties
EPR
$4.76B
| – | – |
-12,614
| Closed | -$306K |
|
964
Eversource Energy
ES
$26.9B
| – | – |
-7,990
| Closed | -$625K |
|
965
Essent Group
ESNT
$6.08B
| – | – |
-16,772
| Closed | -$442K |
|
966
Etsy
ETSY
$7.75B
| – | – |
-8,500
| Closed | -$327K |
|
967
EXL Service
EXLS
$5.14B
| – | – |
-104,530
| Closed | -$1.09M |
|
968
Exponent
EXPO
$3.24B
| – | – |
-5,800
| Closed | -$417K |
|
969
Fate Therapeutics
FATE
$286M
| – | – |
-9,460
| Closed | -$210K |
|
970
FedEx
FDX
$72.7B
| – | – |
-12,038
| Closed | -$1.46M |
|
971
First Hawaiian
FHB
$3.38B
| – | – |
-118,300
| Closed | -$1.96M |
|
972
First Horizon
FHN
$12.2B
| – | – |
-12,400
| Closed | -$100K |
|
973
Fair Isaac
FICO
$24.3B
| – | – |
-738
| Closed | -$227K |
|
974
First Industrial Realty Trust
FR
$8.73B
| – | – |
-14,425
| Closed | -$479K |
|
975
First Merchants
FRME
$2.68B
| – | – |
-37,400
| Closed | -$991K |
|
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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.