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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 | |
|---|---|---|---|---|---|---|
151
Entegris
ENTG
$18.1B
| $958K | 0.16% |
16,228
+10,999
| +210% | +$611K |
|
152
Ecolab
ECL
$78.1B
| $956K | 0.16% |
4,805
-10,131
| -68% | -$1.96M |
|
153
Ametek
AME
$55.4B
| $955K | 0.16% |
10,686
-10,667
| -50% | -$895K |
|
154
Entergy
ETR
$50.2B
| $955K | 0.16% |
20,370
-3,142
| -13% | -$153K |
|
155
Raymond James Financial
RJF
$33.8B
| $950K | 0.16% |
20,712
-11,030
| -35% | -$497K |
|
156
American Express
AXP
$227B
| $949K | 0.16% |
9,972
-11,203
| -53% | -$1.03M |
|
157
Check Point Software Technologies
CHKP
$13B
| $949K | 0.16% |
8,838
+2,536
| +40% | +$269K |
|
|
PFPT
158
DELISTED
Proofpoint, Inc.
PFPT
| $943K | 0.16% |
8,489
+5,577
| +192% | +$637K |
|
159
Dollar Tree
DLTR
$24.4B
| $940K | 0.16% |
10,145
-13,919
| -58% | -$1.16M |
|
160
Xylem
XYL
$27.3B
| $939K | 0.16% |
14,450
+1,624
| +13% | +$107K |
|
161
Rollins
ROL
$18.3B
| $935K | 0.16% |
33,089
-29,769
| -47% | -$797K |
|
162
Oracle
ORCL
$374B
| $930K | 0.15% |
16,825
-39,949
| -70% | -$2.12M |
|
|
NATI
163
DELISTED
National Instruments Corp
NATI
| $926K | 0.15% |
+23,933
| New | +$905K |
|
164
Walt Disney
DIS
$167B
| $924K | 0.15% |
8,286
-4,527
| -35% | -$500K |
|
165
Simon Property Group
SPG
$74.4B
| $922K | 0.15% |
13,488
-18,016
| -57% | -$1.13M |
|
166
Broadridge
BR
$17.8B
| $921K | 0.15% |
7,300
-1,396
| -16% | -$162K |
|
167
Arch Capital
ACGL
$34.3B
| $920K | 0.15% |
32,104
-11,732
| -27% | -$324K |
|
168
State Street
STT
$50.6B
| $920K | 0.15% |
14,476
+3,581
| +33% | +$216K |
|
169
Micron Technology
MU
$930B
| $918K | 0.15% |
17,826
+1,540
| +9% | +$72.6K |
|
170
Strategy Inc
MSTR
$34.1B
| $917K | 0.15% |
+77,480
| New | +$943K |
|
171
Aptiv
APTV
$12B
| $915K | 0.15% |
+11,746
| New | +$809K |
|
172
NextEra Energy
NEE
$181B
| $915K | 0.15% |
15,236
-15,276
| -50% | -$914K |
|
173
American International
AIG
$41.7B
| $913K | 0.15% |
29,277
+8,485
| +41% | +$238K |
|
174
Brady Corp
BRC
$4.44B
| $908K | 0.15% |
+19,389
| New | +$892K |
|
|
HDS
175
DELISTED
HD Supply Holdings, Inc.
HDS
| $904K | 0.15% |
26,082
-11,486
| -31% | -$356K |
|
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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.