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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
MNTA
401
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$485K 0.08%
14,591
-23,709
-62% -$755K
AN icon
402
AutoNation
AN
$7.1B
$483K 0.08%
12,846
-8,936
-41% -$323K
FNV icon
403
Franco-Nevada
FNV
$42.7B
$482K 0.08%
3,450
-141
-4% -$18.7K
PWR icon
404
Quanta Services
PWR
$106B
$482K 0.08%
12,284
-19,854
-62% -$708K
LAMR icon
405
Lamar Advertising Co
LAMR
$16.2B
$481K 0.08%
7,203
-11,975
-62% -$731K
MCD icon
406
McDonald's
MCD
$190B
$481K 0.08%
2,608
-3,775
-59% -$692K
WPC icon
407
W.P. Carey
WPC
$16.5B
$481K 0.08%
7,258
-3,228
-31% -$201K
CNP icon
408
CenterPoint Energy
CNP
$27.5B
$479K 0.08%
25,639
-25,819
-50% -$445K
CTXS
409
DELISTED
Citrix Systems Inc
CTXS
$476K 0.08%
+3,215
New +$463K
TMO icon
410
Thermo Fisher Scientific
TMO
$210B
$475K 0.08%
1,312
-11,262
-90% -$3.77M
ENV
411
DELISTED
ENVESTNET, INC.
ENV
$472K 0.08%
6,415
-9,088
-59% -$594K
MPT
412
Medical Properties Trust
MPT
$2.76B
$471K 0.08%
25,040
+3,075
+14% +$54.5K
COLM icon
413
Columbia Sportswear
COLM
$2.96B
$465K 0.08%
5,767
+2,797
+94% +$204K
CSOD
414
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$465K 0.08%
12,050
-55,055
-82% -$1.94M
BRO icon
415
Brown & Brown
BRO
$23.7B
$464K 0.08%
11,375
-3,488
-23% -$135K
PVH icon
416
PVH
PVH
$4.08B
$464K 0.08%
+9,660
New +$450K
SCI icon
417
Service Corp International
SCI
$11.7B
$463K 0.08%
11,918
-16,712
-58% -$642K
VYX icon
418
NCR Voyix
VYX
$1.19B
$463K 0.08%
43,544
+10,815
+33% +$124K
EXP icon
419
Eagle Materials
EXP
$6.64B
$462K 0.08%
6,581
+2,695
+69% +$170K
KDP icon
420
Keurig Dr Pepper
KDP
$42.1B
$462K 0.08%
16,263
-112,514
-87% -$3.05M
SIVB
421
DELISTED
SVB Financial Group
SIVB
$462K 0.08%
2,142
-122
-5% -$23.5K
EHC icon
422
Encompass Health
EHC
$11B
$459K 0.08%
9,323
+3,455
+59% +$186K
ALSN icon
423
Allison Transmission
ALSN
$10.3B
$457K 0.08%
12,425
-13,976
-53% -$501K
AAPL icon
424
Apple
AAPL
$4.5T
$455K 0.08%
4,992
-60,508
-92% -$4.69M
QRVO icon
425
Qorvo
QRVO
$8.28B
$454K 0.08%
4,105
-9,498
-70% -$941K
15 16
17
18 19

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SCA
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IC
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WFA
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CA
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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.