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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
PEGA icon
476
Pegasystems
PEGA
$5.21B
$405K 0.07%
+8,000
New +$347K
LSXMA
477
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$404K 0.07%
15,913
-19,798
-55% -$484K
MTSI icon
478
MACOM Technology Solutions
MTSI
$23B
$402K 0.07%
11,712
-4,788
-29% -$140K
SMTC icon
479
Semtech
SMTC
$12.6B
$401K 0.07%
7,676
-2,538
-25% -$119K
ST icon
480
Sensata Technologies
ST
$6.74B
$401K 0.07%
10,769
-21,836
-67% -$772K
CVLT icon
481
Commault Systems
CVLT
$5.53B
$400K 0.07%
+10,334
New +$410K
JJSF icon
482
J&J Snack Foods
JJSF
$1.72B
$400K 0.07%
+3,143
New +$395K
LTC
483
LTC Properties
LTC
$2.02B
$400K 0.07%
10,620
-24,414
-70% -$869K
NFG icon
484
National Fuel Gas
NFG
$7.66B
$399K 0.07%
9,523
+1,409
+17% +$57.5K
GRMN
485
Garmin
GRMN
$58.2B
$398K 0.07%
4,077
-13,876
-77% -$1.19M
PAGS icon
486
PagSeguro Digital
PAGS
$2.62B
$398K 0.07%
11,250
-6,650
-37% -$187K
NKE icon
487
Nike
NKE
$62.3B
$397K 0.07%
4,050
-1,867
-32% -$172K
SON icon
488
Sonoco
SON
$5.64B
$397K 0.07%
7,598
-42
-0.5% -$2.08K
ACIW icon
489
ACI Worldwide
ACIW
$5.61B
$396K 0.07%
+14,678
New +$384K
CHRS icon
490
Coherus Oncology
CHRS
$194M
$396K 0.07%
22,162
-9,659
-30% -$163K
QNST icon
491
QuinStreet
QNST
$874M
$396K 0.07%
37,906
-20,294
-35% -$196K
MDU icon
492
MDU Resources
MDU
$4.34B
$395K 0.07%
46,886
-209,483
-82% -$1.74M
SUI icon
493
Sun Communities
SUI
$14.7B
$395K 0.07%
2,910
-846
-23% -$112K
DELL icon
494
Dell
DELL
$283B
$394K 0.07%
+14,146
New +$318K
SFNC icon
495
Simmons First National
SFNC
$3.4B
$394K 0.07%
+23,048
New +$395K
WDR
496
DELISTED
Waddell & Reed Financial, Inc.
WDR
$393K 0.07%
25,321
+13,170
+108% +$181K
ADM icon
497
Archer Daniels Midland
ADM
$37.4B
$392K 0.07%
9,815
-1,060
-10% -$39.7K
MRSH
498
Marsh
MRSH
$92.2B
$389K 0.06%
3,627
-31,980
-90% -$3.24M
CVSA
499
Covista Inc
CVSA
$4.23B
$388K 0.06%
12,453
+4,774
+62% +$149K
KRC icon
500
Kilroy Realty
KRC
$4.34B
$388K 0.06%
+6,610
New +$401K
18 19
20
21 22

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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.