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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
SNDR icon
276
Schneider National
SNDR
$6.12B
$656K 0.11%
26,600
+2,300
+9% +$50.6K
PRSP
277
DELISTED
Perspecta Inc. Common Stock
PRSP
$655K 0.11%
28,200
-25,300
-47% -$552K
OSK icon
278
Oshkosh
OSK
$9.16B
$652K 0.11%
9,100
+5,457
+150% +$373K
SCCO icon
279
Southern Copper
SCCO
$155B
$651K 0.11%
17,669
+480
+3% +$15.2K
INTU icon
280
Intuit
INTU
$87.1B
$650K 0.11%
2,195
-16,008
-88% -$4.39M
IRWD icon
281
Ironwood Pharmaceuticals
IRWD
$728M
$646K 0.11%
62,583
+8,095
+15% +$82.9K
MS icon
282
Morgan Stanley
MS
$332B
$644K 0.11%
13,337
-3,011
-18% -$126K
SANM icon
283
Sanmina
SANM
$10.4B
$644K 0.11%
+25,709
New +$677K
OLED icon
284
Universal Display
OLED
$3.67B
$643K 0.11%
4,300
+406
+10% +$59.6K
CASY icon
285
Casey's General Stores
CASY
$31.8B
$640K 0.11%
4,283
-504
-11% -$75.9K
PB icon
286
Prosperity Bancshares
PB
$9.02B
$640K 0.11%
+10,779
New +$622K
CDK
287
DELISTED
CDK Global, Inc.
CDK
$640K 0.11%
15,461
-31,214
-67% -$1.2M
BBY icon
288
Best Buy
BBY
$18B
$638K 0.11%
7,309
-12,803
-64% -$971K
VTRS icon
289
Viatris
VTRS
$20.5B
$638K 0.11%
+39,653
New +$643K
VOYA icon
290
Voya Financial
VOYA
$9.07B
$635K 0.11%
13,616
+3,791
+39% +$168K
PTC icon
291
PTC
PTC
$15.2B
$633K 0.11%
8,139
-951
-10% -$67.4K
SRPT icon
292
Sarepta Therapeutics
SRPT
$1.68B
$632K 0.11%
+3,939
New +$536K
PANW icon
293
Palo Alto Networks
PANW
$283B
$631K 0.1%
16,488
-25,782
-61% -$908K
LYV icon
294
Live Nation Entertainment
LYV
$42.3B
$630K 0.1%
+14,221
New +$623K
LNC icon
295
Lincoln National
LNC
$8.82B
$629K 0.1%
17,104
+9,246
+118% +$325K
ADP icon
296
Automatic Data Processing
ADP
$107B
$628K 0.1%
4,218
-7,137
-63% -$1.02M
CMI icon
297
Cummins
CMI
$89.5B
$627K 0.1%
3,617
+234
+7% +$37.4K
CORT icon
298
Corcept Therapeutics
CORT
$12.2B
$627K 0.1%
+37,295
New +$524K
IR icon
299
Ingersoll Rand
IR
$34.1B
$627K 0.1%
+22,300
New +$630K
LII icon
300
Lennox International
LII
$15B
$626K 0.1%
2,685
-394
-13% -$79.6K
10 11
12
13 14

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SCA
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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.