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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
PPG icon
226
PPG Industries
PPG
$25.3B
$756K 0.13%
7,126
-19,665
-73% -$1.89M
CMG icon
227
Chipotle Mexican Grill
CMG
$47.4B
$750K 0.12%
35,650
+10,100
+40% +$187K
KEYS icon
228
Keysight
KEYS
$55B
$750K 0.12%
7,445
-12,082
-62% -$1.19M
CI icon
229
Cigna
CI
$74.5B
$749K 0.12%
3,994
-6,846
-63% -$1.3M
ED icon
230
Consolidated Edison
ED
$39.8B
$744K 0.12%
10,345
-3,584
-26% -$275K
IPG
231
DELISTED
Interpublic Group of Companies
IPG
$743K 0.12%
43,276
-6,229
-13% -$103K
MNST icon
232
Monster Beverage
MNST
$91.5B
$742K 0.12%
21,414
-84,622
-80% -$2.76M
SU icon
233
Suncor Energy
SU
$77.9B
$740K 0.12%
43,911
+32,312
+279% +$552K
MSCI icon
234
MSCI
MSCI
$41.8B
$739K 0.12%
+2,213
New +$716K
MSGN
235
DELISTED
MSG Networks Inc.
MSGN
$737K 0.12%
+74,052
New +$846K
AMP icon
236
Ameriprise Financial
AMP
$48.8B
$735K 0.12%
4,897
+1,784
+57% +$229K
HLF icon
237
Herbalife
HLF
$1.32B
$732K 0.12%
16,264
+6,008
+59% +$233K
RGA icon
238
Reinsurance Group of America
RGA
$15.5B
$732K 0.12%
9,334
-11,645
-56% -$1.07M
WSO icon
239
Watsco Inc
WSO
$13.1B
$732K 0.12%
4,122
-1,080
-21% -$179K
MCK icon
240
McKesson
MCK
$96.8B
$730K 0.12%
+4,755
New +$687K
RHI icon
241
Robert Half
RHI
$3.96B
$727K 0.12%
13,765
-2,731
-17% -$130K
SNA icon
242
Snap-on
SNA
$21.2B
$724K 0.12%
5,230
-390
-7% -$49.6K
KSU
243
DELISTED
Kansas City Southern
KSU
$723K 0.12%
4,844
-537
-10% -$75.5K
CCK icon
244
Crown Holdings
CCK
$13B
$721K 0.12%
11,065
+5,711
+107% +$359K
DTE icon
245
DTE Energy
DTE
$29.5B
$721K 0.12%
7,884
-1,872
-19% -$166K
DCI icon
246
Donaldson
DCI
$11.1B
$713K 0.12%
15,330
+9,108
+146% +$403K
PBA icon
247
Pembina Pipeline
PBA
$28B
$712K 0.12%
28,475
-5,059
-15% -$117K
MDLZ icon
248
Mondelez International
MDLZ
$78.8B
$704K 0.12%
13,769
+8,778
+176% +$451K
COF icon
249
Capital One
COF
$134B
$700K 0.12%
11,191
+1,057
+10% +$65.8K
MASI
250
DELISTED
Masimo
MASI
$700K 0.12%
3,070
+1,230
+67% +$270K
8 9
10
11 12

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WFA
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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.