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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
ITW icon
26
Illinois Tool Works
ITW
$84.1B
$2.52M 0.42%
14,399
-2,483
-15% -$405K
NTRS icon
27
Northern Trust
NTRS
$21.8B
$2.48M 0.41%
31,246
+20,337
+186% +$1.61M
META icon
28
Meta Platforms (Facebook)
META
$1.49T
$2.42M 0.4%
10,651
-1,074
-9% -$224K
PNC icon
29
PNC Financial Services
PNC
$99.1B
$2.41M 0.4%
22,899
+2,056
+10% +$217K
SYY icon
30
Sysco
SYY
$40.8B
$2.39M 0.4%
43,660
+17,254
+65% +$907K
PRU icon
31
Prudential Financial
PRU
$42.6B
$2.38M 0.4%
+39,104
New +$2.3M
BMO icon
32
Bank of Montreal
BMO
$123B
$2.36M 0.39%
44,550
+11,353
+34% +$579K
GOOGL icon
33
Alphabet (Google) Class A
GOOGL
$4.12T
$2.35M 0.39%
33,140
+24,300
+275% +$1.64M
BIIB icon
34
Biogen
BIIB
$30.9B
$2.31M 0.39%
8,651
+5,718
+195% +$1.72M
ALL icon
35
Allstate
ALL
$70.6B
$2.31M 0.38%
23,838
+19,520
+452% +$1.92M
HD icon
36
Home Depot
HD
$337B
$2.31M 0.38%
9,225
+3,486
+61% +$798K
MRK icon
37
Merck
MRK
$322B
$2.29M 0.38%
31,077
+8,799
+39% +$662K
KO icon
38
Coca-Cola
KO
$383B
$2.25M 0.37%
50,275
-65,097
-56% -$3M
CAT icon
39
Caterpillar
CAT
$361B
$2.2M 0.37%
17,374
+14,499
+504% +$1.72M
ALGN icon
40
Align Technology
ALGN
$12.9B
$2.16M 0.36%
7,878
+1,572
+25% +$354K
VRSN icon
41
VeriSign
VRSN
$26.3B
$2.12M 0.35%
10,260
+8,933
+673% +$1.85M
PHM icon
42
Pultegroup
PHM
$25.2B
$2.11M 0.35%
62,049
-27,406
-31% -$823K
CDW icon
43
CDW
CDW
$18.9B
$2.09M 0.35%
18,001
+5,408
+43% +$586K
NVDA icon
44
NVIDIA
NVDA
$4.6T
$2.06M 0.34%
217,440
+85,680
+65% +$693K
NFLX icon
45
Netflix
NFLX
$307B
$2.04M 0.34%
44,810
+32,120
+253% +$1.37M
FTNT icon
46
Fortinet
FTNT
$112B
$2.02M 0.34%
73,715
+25,445
+53% +$639K
T icon
47
AT&T
T
$164B
$1.98M 0.33%
86,721
-151,970
-64% -$3.46M
OKE icon
48
Oneok
OKE
$56.7B
$1.94M 0.32%
58,447
-62,067
-52% -$2.02M
WFC icon
49
Wells Fargo
WFC
$254B
$1.94M 0.32%
75,843
-29,565
-28% -$809K
TXN icon
50
Texas Instruments
TXN
$248B
$1.93M 0.32%
15,194
-21,723
-59% -$2.53M
1
2
3 4 5

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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.