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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
BURL icon
351
Burlington
BURL
$23.2B
$545K 0.09%
2,766
-3,536
-56% -$666K
PI icon
352
Impinj
PI
$5.12B
$544K 0.09%
+19,800
New +$464K
KLIC icon
353
Kulicke & Soffa
KLIC
$4.91B
$543K 0.09%
26,047
-1,880
-7% -$42.5K
BRK.B icon
354
Berkshire Hathaway Class B
BRK.B
$1.12T
$542K 0.09%
3,035
-7,254
-71% -$1.32M
ZEN
355
DELISTED
ZENDESK INC
ZEN
$542K 0.09%
6,120
-12,273
-67% -$945K
BOX icon
356
Box
BOX
$4.4B
$541K 0.09%
26,061
+8,327
+47% +$146K
CAG icon
357
Conagra Brands
CAG
$7.18B
$541K 0.09%
+15,381
New +$513K
HLI icon
358
Houlihan Lokey
HLI
$8.96B
$540K 0.09%
+9,700
New +$565K
MZTI
359
The Marzetti Company
MZTI
$3.02B
$539K 0.09%
3,475
+1,800
+107% +$262K
WM icon
360
Waste Management
WM
$90B
$539K 0.09%
5,090
-31,085
-86% -$3.14M
DFS
361
DELISTED
Discover Financial Services
DFS
$538K 0.09%
10,741
-18,901
-64% -$831K
DBX icon
362
Dropbox
DBX
$8.05B
$536K 0.09%
24,600
-44,900
-65% -$949K
CHE icon
363
Chemed
CHE
$7.05B
$534K 0.09%
1,183
+427
+56% +$191K
PSMT icon
364
Pricesmart
PSMT
$5.97B
$534K 0.09%
8,846
+4,535
+105% +$261K
ECOL
365
DELISTED
US Ecology, Inc.
ECOL
$529K 0.09%
+15,600
New +$508K
RS icon
366
Reliance Steel & Aluminium
RS
$21.2B
$526K 0.09%
5,541
+1,480
+36% +$135K
NWS icon
367
News Corp Class B
NWS
$17.7B
$525K 0.09%
43,900
-30,300
-41% -$328K
NTAP icon
368
NetApp
NTAP
$37.4B
$524K 0.09%
11,805
-15,740
-57% -$676K
REGN icon
369
Regeneron Pharmaceuticals
REGN
$78.3B
$524K 0.09%
841
-84
-9% -$47.7K
ILMN icon
370
Illumina
ILMN
$30.7B
$523K 0.09%
1,452
-2,168
-60% -$698K
AEIS icon
371
Advanced Energy
AEIS
$13.7B
$522K 0.09%
+7,697
New +$459K
GE icon
372
GE Aerospace
GE
$391B
$522K 0.09%
15,329
+923
+6% +$31.1K
GPC icon
373
Genuine Parts
GPC
$18.3B
$519K 0.09%
5,970
-15,164
-72% -$1.2M
HUBG icon
374
HUB Group
HUBG
$2.92B
$518K 0.09%
21,638
+2,232
+12% +$51.5K
SPSC icon
375
SPS Commerce
SPSC
$2.67B
$518K 0.09%
+6,900
New +$420K
13 14
15
16 17

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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.