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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 | |
|---|---|---|---|---|---|---|
976
Freshpet
FRPT
$2.93B
| – | – |
-10,400
| Closed | -$664K |
|
977
Federal Realty Investment Trust
FRT
$10.7B
| – | – |
-11,589
| Closed | -$865K |
|
978
First Solar
FSLR
$25B
| – | – |
-6,473
| Closed | -$233K |
|
979
Fulton Financial
FULT
$4.72B
| – | – |
-12,045
| Closed | -$138K |
|
980
Glacier Bancorp
GBCI
$6.57B
| – | – |
-10,289
| Closed | -$350K |
|
981
The Greenbrier Companies
GBX
$1.54B
| – | – |
-25,607
| Closed | -$454K |
|
|
GES
982
DELISTED
Guess Inc
GES
| – | – |
-17,122
| Closed | -$116K |
|
983
G-III Apparel Group
GIII
$1.54B
| – | – |
-34,012
| Closed | -$262K |
|
984
Corning
GLW
$126B
| – | – |
-24,435
| Closed | -$502K |
|
985
Generac Holdings
GNRC
$11.9B
| – | – |
-7,768
| Closed | -$724K |
|
|
B
986
Barrick Mining
B
$62.6B
| – | – |
-10,500
| Closed | -$192K |
|
987
Goodyear
GT
$2.02B
| – | – |
-56,613
| Closed | -$329K |
|
988
Granite Construction
GVA
$5.43B
| – | – |
-84,194
| Closed | -$1.28M |
|
989
Halliburton
HAL
$26.6B
| – | – |
-38,500
| Closed | -$264K |
|
990
Hasbro
HAS
$12.9B
| – | – |
-10,195
| Closed | -$729K |
|
991
Huntington Bancshares
HBAN
$35.1B
| – | – |
-11,708
| Closed | -$96K |
|
992
HNI Corp
HNI
$3.43B
| – | – |
-39,600
| Closed | -$998K |
|
993
Harley-Davidson
HOG
$2.66B
| – | – |
-27,792
| Closed | -$526K |
|
994
Helmerich & Payne
HP
$3.41B
| – | – |
-12,814
| Closed | -$201K |
|
995
HealthEquity
HQY
$8.72B
| – | – |
-4,913
| Closed | -$249K |
|
996
Hilltop Holdings
HTH
$2.28B
| – | – |
-11,489
| Closed | -$174K |
|
997
Heartland Express
HTLD
$949M
| – | – |
-44,096
| Closed | -$819K |
|
998
HubSpot
HUBS
$12.3B
| – | – |
-2,823
| Closed | -$376K |
|
999
Howmet Aerospace
HWM
$115B
| – | – |
-43,672
| Closed | -$538K |
|
1000
ICF International
ICFI
$1.52B
| – | – |
-6,388
| Closed | -$439K |
|
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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.