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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
FIS icon
51
Fidelity National Information Services
FIS
$23.1B
$1.88M 0.31%
14,001
+10,063
+256% +$1.32M
CPRT icon
52
Copart
CPRT
$27B
$1.82M 0.3%
87,484
+28,944
+49% +$581K
TD icon
53
Toronto Dominion Bank
TD
$198B
$1.81M 0.3%
40,644
+33,338
+456% +$1.42M
MSI icon
54
Motorola Solutions
MSI
$72.3B
$1.81M 0.3%
12,912
-4,982
-28% -$705K
CAH icon
55
Cardinal Health
CAH
$53.9B
$1.77M 0.29%
33,837
-21,160
-38% -$1.09M
MTB icon
56
M&T Bank
MTB
$35.7B
$1.73M 0.29%
16,618
-379
-2% -$40K
ANET icon
57
Arista Networks
ANET
$227B
$1.71M 0.28%
+130,384
New +$1.76M
VRTX icon
58
Vertex Pharmaceuticals
VRTX
$121B
$1.69M 0.28%
5,814
+2,052
+55% +$556K
IBM icon
59
IBM
IBM
$211B
$1.68M 0.28%
14,531
-5,212
-26% -$605K
LLY icon
60
Eli Lilly
LLY
$1.02T
$1.67M 0.28%
10,165
-16,380
-62% -$2.51M
SSNC icon
61
SS&C Technologies
SSNC
$18.6B
$1.66M 0.28%
29,352
+2,914
+11% +$159K
RTX icon
62
RTX Corp
RTX
$290B
$1.64M 0.27%
+26,579
New +$1.66M
STX icon
63
Seagate
STX
$194B
$1.63M 0.27%
+33,694
New +$1.69M
GPN icon
64
Global Payments
GPN
$23B
$1.62M 0.27%
9,574
+6,630
+225% +$1.1M
JNPR
65
DELISTED
Juniper Networks
JNPR
$1.62M 0.27%
70,972
+32,799
+86% +$755K
LKQ icon
66
LKQ Corp
LKQ
$5.72B
$1.61M 0.27%
61,629
+44,597
+262% +$1.1M
NSC icon
67
Norfolk Southern
NSC
$75.4B
$1.61M 0.27%
9,174
-4,741
-34% -$803K
CXO
68
DELISTED
CONCHO RESOURCES INC.
CXO
$1.61M 0.27%
31,250
+13,492
+76% +$746K
BAC icon
69
Bank of America
BAC
$435B
$1.6M 0.27%
67,351
+32,909
+96% +$778K
CDNS icon
70
Cadence Design Systems
CDNS
$93.6B
$1.59M 0.26%
+16,531
New +$1.38M
SBUX icon
71
Starbucks
SBUX
$120B
$1.58M 0.26%
21,489
-10,876
-34% -$817K
ORLY icon
72
O'Reilly Automotive
ORLY
$72.9B
$1.57M 0.26%
55,875
-11,040
-16% -$289K
VFC icon
73
VF Corp
VFC
$5.63B
$1.57M 0.26%
25,780
+12,754
+98% +$743K
WAT icon
74
Waters Corp
WAT
$37B
$1.57M 0.26%
8,708
-709
-8% -$134K
FLIR
75
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.55M 0.26%
38,291
+5,171
+16% +$215K
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.