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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
CBRE icon
251
CBRE Group
CBRE
$43B
$692K 0.12%
15,292
-6,623
-30% -$286K
ZBRA icon
252
Zebra Technologies
ZBRA
$13.9B
$690K 0.11%
2,697
+740
+38% +$173K
CMP icon
253
Compass Minerals
CMP
$1.21B
$689K 0.11%
14,140
+4,554
+48% +$211K
CMCSA icon
254
Comcast
CMCSA
$87.2B
$686K 0.11%
17,591
-20,468
-54% -$779K
HSIC icon
255
Henry Schein
HSIC
$9.85B
$685K 0.11%
11,725
-22,062
-65% -$1.23M
SCS
256
DELISTED
Steelcase
SCS
$685K 0.11%
56,764
-58,923
-51% -$645K
SLF icon
257
Sun Life Financial
SLF
$45.7B
$684K 0.11%
18,621
-9,557
-34% -$328K
CSCO icon
258
Cisco
CSCO
$457B
$683K 0.11%
14,645
-1,115
-7% -$48.9K
UTHR icon
259
United Therapeutics
UTHR
$21.9B
$681K 0.11%
5,630
-4,417
-44% -$497K
MRVL icon
260
Marvell Technology
MRVL
$174B
$675K 0.11%
19,256
+6,517
+51% +$191K
STZ icon
261
Constellation Brands
STZ
$22.4B
$675K 0.11%
3,858
+308
+9% +$51.3K
EEFT icon
262
Euronet Worldwide
EEFT
$2.8B
$674K 0.11%
7,037
+21
+0.3% +$1.94K
MXIM
263
DELISTED
Maxim Integrated Products
MXIM
$674K 0.11%
11,123
-18,488
-62% -$1.03M
OHI icon
264
Omega Healthcare
OHI
$14.7B
$673K 0.11%
22,631
+7,871
+53% +$233K
SNX icon
265
TD Synnex
SNX
$20.3B
$671K 0.11%
11,212
-11,190
-50% -$523K
EXR icon
266
Extra Space Storage
EXR
$31.6B
$670K 0.11%
7,257
-2,064
-22% -$192K
CSGS
267
DELISTED
CSG Systems International
CSGS
$666K 0.11%
+16,100
New +$737K
ZD icon
268
Ziff Davis
ZD
$1.99B
$666K 0.11%
12,121
+1,915
+19% +$125K
ALTR
269
DELISTED
Altair Engineering Inc
ALTR
$666K 0.11%
16,759
-27,500
-62% -$935K
SXT icon
270
Sensient Technologies
SXT
$5.37B
$665K 0.11%
+12,748
New +$603K
VMW
271
DELISTED
VMware, Inc
VMW
$664K 0.11%
4,288
-9,152
-68% -$1.26M
UI icon
272
Ubiquiti
UI
$33.2B
$663K 0.11%
3,798
+1,034
+37% +$173K
QLYS icon
273
Qualys
QLYS
$5.45B
$662K 0.11%
+6,362
New +$667K
APD icon
274
Air Products & Chemicals
APD
$65.2B
$661K 0.11%
2,736
-583
-18% -$133K
AOS icon
275
A.O. Smith
AOS
$8.25B
$660K 0.11%
14,005
-15,147
-52% -$662K
9 10
11
12 13

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BDF
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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.