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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
COR
301
DELISTED
Coresite Realty Corporation
COR
$626K 0.1%
5,173
+3,368
+187% +$405K
USB icon
302
US Bancorp
USB
$99.6B
$624K 0.1%
16,958
-26,054
-61% -$928K
CMC icon
303
Commercial Metals
CMC
$7.77B
$623K 0.1%
30,544
-33,800
-53% -$580K
DORM icon
304
Dorman Products
DORM
$3.82B
$620K 0.1%
+9,249
New +$595K
BSX icon
305
Boston Scientific
BSX
$70.2B
$619K 0.1%
17,630
-12,723
-42% -$458K
EPAY
306
DELISTED
Bottomline Technologies Inc
EPAY
$617K 0.1%
12,145
-1,357
-10% -$60.6K
SSTK icon
307
Shutterstock
SSTK
$223M
$613K 0.1%
+17,523
New +$631K
LOPE icon
308
Grand Canyon Education
LOPE
$3.93B
$607K 0.1%
6,702
+3,103
+86% +$276K
NNN icon
309
NNN REIT
NNN
$9.03B
$606K 0.1%
+17,077
New +$558K
JAZZ icon
310
Jazz Pharmaceuticals
JAZZ
$15.8B
$601K 0.1%
5,448
-8,748
-62% -$967K
GS icon
311
Goldman Sachs
GS
$303B
$599K 0.1%
3,030
-3,169
-51% -$595K
AYI icon
312
Acuity Brands
AYI
$10B
$598K 0.1%
6,251
-16,042
-72% -$1.41M
WAB icon
313
Wabtec
WAB
$50.1B
$598K 0.1%
10,382
+2,374
+30% +$134K
VRNT
314
DELISTED
Verint Systems
VRNT
$597K 0.1%
+25,923
New +$574K
AMD icon
315
Advanced Micro Devices
AMD
$790B
$594K 0.1%
11,300
-18,800
-62% -$997K
WU icon
316
Western Union
WU
$2.04B
$594K 0.1%
27,467
-36,584
-57% -$743K
LRCX icon
317
Lam Research
LRCX
$369B
$593K 0.1%
18,340
-20,240
-52% -$552K
SPGI icon
318
S&P Global
SPGI
$123B
$593K 0.1%
1,800
-6,199
-77% -$1.86M
IRM icon
319
Iron Mountain
IRM
$36.9B
$592K 0.1%
22,695
-31,351
-58% -$792K
HUM icon
320
Humana
HUM
$45B
$588K 0.1%
1,517
-166
-10% -$62.1K
EXPD icon
321
Expeditors International
EXPD
$22.3B
$587K 0.1%
7,719
-4,599
-37% -$336K
PEG icon
322
Public Service Enterprise Group
PEG
$38.2B
$586K 0.1%
11,916
-14,309
-55% -$713K
YUMC icon
323
Yum China
YUMC
$16.6B
$586K 0.1%
+12,200
New +$575K
NOMD icon
324
Nomad Foods
NOMD
$1.68B
$583K 0.1%
27,200
+10,300
+61% +$215K
KFY icon
325
Korn Ferry
KFY
$4.21B
$582K 0.1%
18,954
+4,354
+30% +$125K
11 12
13
14 15

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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.