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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
TDC icon
426
Teradata
TDC
$3.24B
$451K 0.08%
21,704
-19,593
-47% -$426K
VIRT icon
427
Virtu Financial
VIRT
$5.11B
$451K 0.08%
19,100
-8,796
-32% -$206K
EV
428
DELISTED
Eaton Vance Corp.
EV
$451K 0.08%
11,694
+1,589
+16% +$57.9K
COO icon
429
Cooper Companies
COO
$14.5B
$450K 0.07%
6,352
-16,180
-72% -$1.2M
LEN icon
430
Lennar Class A
LEN
$20.9B
$449K 0.07%
7,524
-4,918
-40% -$251K
ABCB icon
431
Ameris Bancorp
ABCB
$6.02B
$448K 0.07%
18,995
-4,505
-19% -$106K
NUS icon
432
Nu Skin
NUS
$261M
$446K 0.07%
+11,673
New +$375K
LPLA icon
433
LPL Financial
LPLA
$28B
$445K 0.07%
5,682
-9,364
-62% -$626K
TRTN
434
DELISTED
Triton International Limited
TRTN
$445K 0.07%
+14,700
New +$437K
DHR icon
435
Danaher
DHR
$138B
$444K 0.07%
2,835
-14,963
-84% -$2.15M
ESI icon
436
Element Solutions
ESI
$9.48B
$442K 0.07%
40,726
+11,958
+42% +$120K
LSTR icon
437
Landstar System
LSTR
$6.15B
$441K 0.07%
3,927
-543
-12% -$58K
BEN icon
438
Franklin Resources
BEN
$18.2B
$440K 0.07%
+21,000
New +$396K
VEEV icon
439
Veeva Systems
VEEV
$34.3B
$440K 0.07%
1,876
-833
-31% -$165K
MLKN icon
440
MillerKnoll
MLKN
$1.65B
$438K 0.07%
18,553
-49,717
-73% -$1.12M
RMBS icon
441
Rambus
RMBS
$10.9B
$438K 0.07%
28,841
-123,339
-81% -$1.74M
ROK icon
442
Rockwell Automation
ROK
$49.8B
$437K 0.07%
2,053
-1,235
-38% -$239K
AVT icon
443
Avnet
AVT
$7.65B
$436K 0.07%
15,643
-38,977
-71% -$1.08M
MAA icon
444
Mid-America Apartment Communities
MAA
$15.5B
$436K 0.07%
3,800
-12,198
-76% -$1.37M
PZZA icon
445
Papa John's
PZZA
$999M
$435K 0.07%
5,477
-2,275
-29% -$169K
DEI icon
446
Douglas Emmett
DEI
$2B
$434K 0.07%
+14,159
New +$424K
GRA
447
DELISTED
W.R. Grace & Co.
GRA
$434K 0.07%
8,542
-22,861
-73% -$1.08M
MLM icon
448
Martin Marietta Materials
MLM
$33.2B
$433K 0.07%
2,096
-2,523
-55% -$485K
NVT icon
449
nVent Electric
NVT
$26.3B
$433K 0.07%
23,131
+5,931
+34% +$108K
FLS icon
450
Flowserve
FLS
$10.2B
$432K 0.07%
15,130
-5,616
-27% -$150K
16 17
18
19 20

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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.