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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
PRGS icon
76
Progress Software
PRGS
$1.66B
$1.55M 0.26%
39,927
+30,949
+345% +$1.18M
TWTR
77
DELISTED
Twitter, Inc.
TWTR
$1.54M 0.26%
51,854
-3,958
-7% -$119K
ULTA icon
78
Ulta Beauty
ULTA
$22B
$1.54M 0.26%
7,583
+5,868
+342% +$1.26M
NOW icon
79
ServiceNow
NOW
$115B
$1.54M 0.26%
19,035
-8,330
-30% -$588K
SHW icon
80
Sherwin-Williams
SHW
$82.7B
$1.54M 0.26%
7,980
-3,297
-29% -$594K
HIG icon
81
Hartford Financial Services
HIG
$38.9B
$1.54M 0.26%
39,836
-27,568
-41% -$1.05M
IQV icon
82
IQVIA
IQV
$38.7B
$1.53M 0.25%
10,804
-7,669
-42% -$1.04M
BDX icon
83
Becton Dickinson
BDX
$45.6B
$1.52M 0.25%
6,527
+3,964
+155% +$955K
FITB
84
Fifth Third Bancorp
FITB
$51.2B
$1.51M 0.25%
78,354
+29,755
+61% +$551K
DVA icon
85
DaVita
DVA
$15.4B
$1.5M 0.25%
19,010
+14,997
+374% +$1.17M
SBAC icon
86
SBA Communications
SBAC
$19.2B
$1.5M 0.25%
5,045
-661
-12% -$195K
FAST icon
87
Fastenal
FAST
$54.7B
$1.49M 0.25%
69,472
-117,118
-63% -$2.24M
PXD
88
DELISTED
Pioneer Natural Resource Co.
PXD
$1.47M 0.24%
14,990
+10,113
+207% +$891K
AFL icon
89
Aflac
AFL
$64.9B
$1.44M 0.24%
39,990
+4,100
+11% +$148K
EXC icon
90
Exelon
EXC
$47.2B
$1.44M 0.24%
55,648
+37,043
+199% +$984K
SEIC icon
91
SEI Investments
SEIC
$12.4B
$1.44M 0.24%
26,164
+7,242
+38% +$379K
HLT icon
92
Hilton Worldwide
HLT
$72.1B
$1.41M 0.23%
19,214
+6,156
+47% +$457K
DXCM icon
93
DexCom
DXCM
$31.5B
$1.36M 0.23%
13,436
-1,980
-13% -$177K
AZO icon
94
AutoZone
AZO
$49.2B
$1.33M 0.22%
1,183
+182
+18% +$192K
AVB icon
95
AvalonBay Communities
AVB
$26.5B
$1.33M 0.22%
8,587
-3,307
-28% -$523K
EL icon
96
Estee Lauder
EL
$30.4B
$1.33M 0.22%
7,032
+4,710
+203% +$842K
APH icon
97
Amphenol
APH
$198B
$1.32M 0.22%
55,052
-138,600
-72% -$3.09M
CNC icon
98
Centene
CNC
$30.7B
$1.3M 0.22%
+20,496
New +$1.33M
LVS icon
99
Las Vegas Sands
LVS
$31.7B
$1.3M 0.22%
+28,468
New +$1.34M
ICE icon
100
Intercontinental Exchange
ICE
$85.6B
$1.29M 0.22%
14,134
-2,166
-13% -$198K
2 3
4
5 6

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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.