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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
TENB icon
676
Tenable Holdings
TENB
$3.96B
$271K 0.05%
9,100
-2,700
-23% -$73.4K
LECO icon
677
Lincoln Electric
LECO
$15.1B
$270K 0.04%
3,200
-8,463
-73% -$669K
MCO icon
678
Moody's
MCO
$83.8B
$270K 0.04%
983
-6,057
-86% -$1.54M
POWI icon
679
Power Integrations
POWI
$3.6B
$270K 0.04%
4,578
-2,078
-31% -$109K
GWRE icon
680
Guidewire Software
GWRE
$13.3B
$269K 0.04%
2,431
-2,195
-47% -$211K
POOL icon
681
Pool Corp
POOL
$7.39B
$269K 0.04%
+991
New +$229K
UMBF icon
682
UMB Financial
UMBF
$11.3B
$269K 0.04%
+5,225
New +$256K
DIOD icon
683
Diodes
DIOD
$4.06B
$268K 0.04%
+5,288
New +$253K
PEN icon
684
Penumbra
PEN
$12.8B
$268K 0.04%
+1,500
New +$260K
FIVN icon
685
FIVE9
FIVN
$2.28B
$267K 0.04%
2,411
-789
-25% -$76.8K
ENR icon
686
Energizer
ENR
$1.48B
$266K 0.04%
5,600
-12,700
-69% -$519K
RNG icon
687
RingCentral
RNG
$5.09B
$266K 0.04%
+935
New +$237K
BCPC
688
Balchem Corp
BCPC
$5.57B
$266K 0.04%
2,800
-600
-18% -$56.1K
GIL icon
689
Gildan
GIL
$10.5B
$265K 0.04%
17,100
+6,978
+69% +$103K
VCRA
690
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$263K 0.04%
+12,400
New +$243K
BALL icon
691
Ball Corp
BALL
$17B
$262K 0.04%
3,775
-28,089
-88% -$1.9M
CNMD icon
692
CONMED
CNMD
$1.51B
$262K 0.04%
3,643
-5,043
-58% -$351K
CVGW
693
DELISTED
Calavo Growers
CVGW
$261K 0.04%
+4,149
New +$249K
SJI
694
DELISTED
South Jersey Industries, Inc.
SJI
$261K 0.04%
+10,435
New +$275K
MGP
695
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$261K 0.04%
+9,600
New +$247K
ABM icon
696
ABM Industries
ABM
$2.88B
$260K 0.04%
7,158
-7,789
-52% -$252K
COR icon
697
Cencora
COR
$59.6B
$260K 0.04%
+2,581
New +$238K
LFUS icon
698
Littelfuse
LFUS
$11.8B
$260K 0.04%
+1,522
New +$231K
BIO icon
699
Bio-Rad Laboratories Class A
BIO
$8.91B
$259K 0.04%
574
-904
-61% -$399K
ICLR icon
700
Icon
ICLR
$12.1B
$259K 0.04%
1,536
-1,664
-52% -$262K
26 27
28
29 30

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SCA
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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.