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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
TROX icon
1126
Tronox
TROX
$922M
– –
-57,700
Closed -$287K
TSLA icon
1127
Tesla
TSLA
$1.27T
– –
-18,165
Closed -$635K
TTWO icon
1128
Take-Two Interactive
TTWO
$46B
– –
-2,186
Closed -$259K
TWLO icon
1129
Twilio
TWLO
$30B
– –
-3,800
Closed -$340K
UAL icon
1130
United Airlines
UAL
$41.5B
– –
-23,342
Closed -$736K
UIS icon
1131
Unisys
UIS
$217M
– –
-52,800
Closed -$652K
UPS icon
1132
United Parcel Service
UPS
$90.8B
– –
-11,774
Closed -$1.1M
VICI icon
1133
VICI Properties
VICI
$28.9B
– –
-33,191
Closed -$552K
VNO icon
1134
Vornado Realty Trust
VNO
$7.47B
– –
-10,576
Closed -$383K
VTR icon
1135
Ventas
VTR
$47.2B
– –
-42,575
Closed -$1.14M
VVV icon
1136
Valvoline
VVV
$4.97B
– –
-50,036
Closed -$655K
WAFD icon
1137
WaFd
WAFD
$2.76B
– –
-29,821
Closed -$774K
WBD icon
1138
Warner Bros
WBD
$65.8B
– –
-19,844
Closed -$386K
WCC
1139
WESCO International
WCC
$17.6B
– –
-22,580
Closed -$516K
WD icon
1140
Walker & Dunlop
WD
$1.78B
– –
-29,100
Closed -$1.17M
WEX icon
1141
WEX
WEX
$6.44B
– –
-4,030
Closed -$421K
WGO icon
1142
Winnebago Industries
WGO
$883M
– –
-17,264
Closed -$480K
WH icon
1143
Wyndham Hotels & Resorts
WH
$5.6B
– –
-13,300
Closed -$419K
WHR icon
1144
Whirlpool
WHR
$2.58B
– –
-13,601
Closed -$1.17M
WIX icon
1145
WIX.com
WIX
$2.42B
– –
-8,300
Closed -$837K
WMB icon
1146
Williams Companies
WMB
$86.2B
– –
-10,100
Closed -$143K
WMS icon
1147
Advanced Drainage Systems
WMS
$11.1B
– –
-48,100
Closed -$1.42M
WSM icon
1148
Williams-Sonoma
WSM
$28.1B
– –
-99,362
Closed -$2.11M
WTFC icon
1149
Wintrust Financial
WTFC
$10.9B
– –
-29,461
Closed -$968K
WTRG icon
1150
Essential Utilities
WTRG
$11.1B
– –
-8,900
Closed -$362K
44 45
46
47 48

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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.