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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
SPOT icon
1101
Spotify
SPOT
$101B
– –
-8,394
Closed -$1.02M
SPR
1102
DELISTED
Spirit AeroSystems
SPR
– –
-30,179
Closed -$722K
SPXC icon
1103
SPX Corp
SPXC
$10.7B
– –
-11,900
Closed -$388K
SSD icon
1104
Simpson Manufacturing
SSD
$7.87B
– –
-7,415
Closed -$460K
SSRM icon
1105
SSR Mining
SSRM
$5.52B
– –
-14,943
Closed -$170K
STAA icon
1106
STAAR Surgical
STAA
$1.18B
– –
-8,987
Closed -$290K
STNE icon
1107
StoneCo
STNE
$2.75B
– –
-10,800
Closed -$235K
SUPN icon
1108
Supernus Pharmaceuticals
SUPN
$2.71B
– –
-37,650
Closed -$677K
SVC
1109
Service Properties Trust
SVC
$1.03B
– –
-2,420
Closed -$65K
TDY icon
1110
Teledyne Technologies
TDY
$30.8B
– –
-1,146
Closed -$341K
TEL icon
1111
TE Connectivity
TEL
$59B
– –
-21,278
Closed -$1.34M
TER icon
1112
Teradyne
TER
$56.9B
– –
-24,455
Closed -$1.32M
TEX icon
1113
Terex
TEX
$7.34B
– –
-10,857
Closed -$156K
TFX icon
1114
Teleflex
TFX
$6.19B
– –
-1,730
Closed -$507K
TGI
1115
DELISTED
Triumph Group
TGI
– –
-36,200
Closed -$245K
THC icon
1116
Tenet Healthcare
THC
$20.1B
– –
-34,757
Closed -$501K
THO icon
1117
Thor Industries
THO
$4.01B
– –
-12,400
Closed -$523K
TMHC
1118
DELISTED
Taylor Morrison
TMHC
– –
-11,300
Closed -$124K
TNDM icon
1119
Tandem Diabetes Care
TNDM
$1.39B
– –
-11,100
Closed -$714K
TNET icon
1120
TriNet
TNET
$3.25B
– –
-13,765
Closed -$518K
TPH
1121
DELISTED
Tri Pointe Homes
TPH
– –
-122,329
Closed -$1.07M
TRGP icon
1122
Targa Resources
TRGP
$56.9B
– –
-42,796
Closed -$296K
TRIP icon
1123
TripAdvisor
TRIP
$1.66B
– –
-26,321
Closed -$458K
TRMB icon
1124
Trimble
TRMB
$13.4B
– –
-37,088
Closed -$1.18M
TRMK icon
1125
Trustmark
TRMK
$2.8B
– –
-49,079
Closed -$1.14M
43 44
45
46 47

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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.