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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 | |
|---|---|---|---|---|---|---|
1076
Resideo Technologies
REZI
$5.49B
| – | – |
-17,000
| Closed | -$82K |
|
1077
Ryman Hospitality Properties
RHP
$8.31B
| – | – |
-11,316
| Closed | -$406K |
|
1078
Rithm Capital
RITM
$5.62B
| – | – |
-55,273
| Closed | -$277K |
|
1079
RLJ Lodging Trust
RLJ
$1.87B
| – | – |
-18,653
| Closed | -$144K |
|
1080
Renasant Corp
RNST
$4.02B
| – | – |
-44,300
| Closed | -$968K |
|
1081
Roku
ROKU
$21.6B
| – | – |
-2,500
| Closed | -$219K |
|
|
RWT
1082
Redwood Trust
RWT
$580M
| – | – |
-125,138
| Closed | -$633K |
|
1083
Royal Bank of Canada
RY
$292B
| – | – |
-55,025
| Closed | -$3.39M |
|
1084
Rayonier
RYN
$6.48B
| – | – |
-18,587
| Closed | -$397K |
|
|
SAND
1085
DELISTED
Sandstorm Gold
SAND
| – | – |
-14,200
| Closed | -$71K |
|
1086
Sinclair Inc
SBGI
$1B
| – | – |
-16,855
| Closed | -$271K |
|
1087
SolarEdge
SEDG
$2.74B
| – | – |
-6,700
| Closed | -$549K |
|
|
SEE
1088
DELISTED
Sealed Air
SEE
| – | – |
-14,761
| Closed | -$365K |
|
|
SF
1089
Stifel
SF
$12.7B
| – | – |
-23,481
| Closed | -$431K |
|
1090
Sprouts Farmers Market
SFM
$8.28B
| – | – |
-17,969
| Closed | -$334K |
|
1091
Signet Jewelers
SIG
$3.69B
| – | – |
-38,000
| Closed | -$245K |
|
1092
SLB Ltd
SLB
$73.2B
| – | – |
-104,705
| Closed | -$1.41M |
|
1093
SL Green Realty
SLG
$3.85B
| – | – |
-31,433
| Closed | -$1.31M |
|
1094
ScottsMiracle-Gro
SMG
$3.97B
| – | – |
-2,371
| Closed | -$243K |
|
1095
Simply Good Foods
SMPL
$1B
| – | – |
-39,900
| Closed | -$768K |
|
1096
Snap
SNAP
$8.48B
| – | – |
-36,000
| Closed | -$428K |
|
|
SNBR
1097
DELISTED
Sleep Number
SNBR
| – | – |
-17,147
| Closed | -$329K |
|
|
SNV
1098
DELISTED
Synovus
SNV
| – | – |
-15,272
| Closed | -$268K |
|
1099
Sonos
SONO
$1.87B
| – | – |
-80,700
| Closed | -$684K |
|
1100
Spectrum Brands
SPB
$2.04B
| – | – |
-10,535
| Closed | -$383K |
|
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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.