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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
Z icon
326
Zillow
Z
$8.04B
$582K 0.1%
+10,100
New +$501K
KSS icon
327
Kohl's
KSS
$2.28B
$581K 0.1%
27,965
+16,325
+140% +$315K
ATVI
328
DELISTED
Activision Blizzard
ATVI
$581K 0.1%
7,656
-11,244
-59% -$784K
CRI icon
329
Carter's
CRI
$1.46B
$580K 0.1%
+7,186
New +$572K
OSIS icon
330
OSI Systems
OSIS
$3.72B
$580K 0.1%
7,776
+3,337
+75% +$244K
MBUU icon
331
Malibu Boats
MBUU
$548M
$577K 0.1%
11,100
-8,659
-44% -$346K
OMC icon
332
Omnicom Group
OMC
$21.7B
$575K 0.1%
10,539
-16,437
-61% -$894K
TU icon
333
Telus
TU
$15.1B
$575K 0.1%
34,286
+24,054
+235% +$400K
FDS icon
334
Factset
FDS
$9.59B
$574K 0.1%
1,746
-782
-31% -$226K
MMM icon
335
3M
MMM
$91.4B
$574K 0.1%
4,399
-8,369
-66% -$1.05M
CCOI icon
336
Cogent Communications
CCOI
$663M
$573K 0.1%
7,412
+3,047
+70% +$247K
CASH icon
337
Pathward Financial
CASH
$1.92B
$571K 0.1%
31,450
-18,975
-38% -$333K
WRB icon
338
W.R. Berkley
WRB
$26.8B
$570K 0.09%
22,367
+2,441
+12% +$59.9K
EQC
339
DELISTED
Equity Commonwealth
EQC
$569K 0.09%
+17,664
New +$583K
SWI
340
DELISTED
SolarWinds Corporation Common Stock
SWI
$567K 0.09%
+30,431
New +$561K
VSAT icon
341
Viasat
VSAT
$11.2B
$565K 0.09%
14,725
-3,028
-17% -$123K
JCI icon
342
Johnson Controls International
JCI
$88.7B
$564K 0.09%
16,517
-94,083
-85% -$2.89M
ODFL icon
343
Old Dominion Freight Line
ODFL
$44B
$563K 0.09%
6,640
+800
+14% +$60.7K
NTCT icon
344
NETSCOUT
NTCT
$2.98B
$559K 0.09%
+21,860
New +$565K
IFF icon
345
International Flavors & Fragrances
IFF
$20.6B
$558K 0.09%
+4,553
New +$575K
CUZ icon
346
Cousins Properties
CUZ
$5.17B
$556K 0.09%
18,641
-3,370
-15% -$101K
STLD icon
347
Steel Dynamics
STLD
$37B
$556K 0.09%
21,315
-18,132
-46% -$454K
MAS icon
348
Masco
MAS
$14.7B
$555K 0.09%
11,046
-65,250
-86% -$2.83M
CBPO
349
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$552K 0.09%
+5,400
New +$578K
CP icon
350
Canadian Pacific Kansas City
CP
$79.7B
$547K 0.09%
+10,715
New +$508K
12 13
14
15 16

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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.