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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
TTC icon
376
Toro Company
TTC
$9.37B
$517K 0.09%
7,793
-3,652
-32% -$240K
OPTU
377
Optimum Communications Inc
OPTU
$346M
$516K 0.09%
22,900
-6,900
-23% -$169K
ARW icon
378
Arrow Electronics
ARW
$11.5B
$515K 0.09%
7,491
-5,899
-44% -$373K
AVY icon
379
Avery Dennison
AVY
$13.2B
$515K 0.09%
4,517
-901
-17% -$99K
MSM icon
380
MSC Industrial Direct
MSM
$6.98B
$512K 0.09%
7,026
+2,145
+44% +$138K
ALLE icon
381
Allegion
ALLE
$13.9B
$508K 0.08%
4,968
-3,776
-43% -$372K
P
382
Everpure Inc
P
$27.9B
$508K 0.08%
+29,300
New +$439K
GL icon
383
Globe Life
GL
$14.2B
$507K 0.08%
6,827
-8,829
-56% -$670K
VMC icon
384
Vulcan Materials
VMC
$36.7B
$507K 0.08%
4,375
-3,035
-41% -$332K
IONS icon
385
Ionis Pharmaceuticals
IONS
$9.02B
$502K 0.08%
8,519
-12,362
-59% -$688K
IT icon
386
Gartner
IT
$11.7B
$502K 0.08%
4,136
-6,560
-61% -$758K
PRDO icon
387
Perdoceo Education
PRDO
$2.05B
$501K 0.08%
31,440
+12,327
+64% +$176K
AAP icon
388
Advance Auto Parts
AAP
$3.41B
$499K 0.08%
3,500
-5,431
-61% -$690K
WERN icon
389
Werner Enterprises
WERN
$2.27B
$499K 0.08%
+11,462
New +$472K
PPC icon
390
Pilgrim's Pride
PPC
$6.41B
$497K 0.08%
+29,406
New +$573K
QURE icon
391
uniQure
QURE
$3.03B
$496K 0.08%
11,000
+2,400
+28% +$142K
ALV icon
392
Autoliv
ALV
$8.95B
$494K 0.08%
7,659
-8,698
-53% -$523K
CBSH icon
393
Commerce Bancshares
CBSH
$8.64B
$494K 0.08%
11,135
+3,472
+45% +$153K
ABMD
394
DELISTED
Abiomed Inc
ABMD
$494K 0.08%
2,047
-2,630
-56% -$528K
HI
395
DELISTED
Hillenbrand
HI
$492K 0.08%
18,179
-7,915
-30% -$180K
AVGO icon
396
Broadcom
AVGO
$1.95T
$490K 0.08%
15,510
-55,630
-78% -$1.56M
TEAM icon
397
Atlassian
TEAM
$27.3B
$487K 0.08%
2,700
-6,200
-70% -$1.03M
TSEM icon
398
Tower Semiconductor
TSEM
$25.9B
$486K 0.08%
25,445
+865
+4% +$16.6K
BKI
399
DELISTED
Black Knight, Inc. Common Stock
BKI
$486K 0.08%
+6,700
New +$475K
PAG icon
400
Penske Automotive Group
PAG
$14.3B
$485K 0.08%
12,532
+282
+2% +$9.84K
14 15
16
17 18

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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.