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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
TROW icon
101
T. Rowe Price
TROW
$23.9B
$1.29M 0.21%
10,460
-8,523
-45% -$972K
DRI icon
102
Darden Restaurants
DRI
$23.3B
$1.29M 0.21%
17,035
-29,738
-64% -$2.11M
RVTY icon
103
Revvity
RVTY
$12.6B
$1.28M 0.21%
13,105
+722
+6% +$66K
A icon
104
Agilent Technologies
A
$39.1B
$1.26M 0.21%
14,306
+10,740
+301% +$880K
BMY icon
105
Bristol-Myers Squibb
BMY
$133B
$1.25M 0.21%
21,267
-25,976
-55% -$1.55M
TRI icon
106
Thomson Reuters
TRI
$42.8B
$1.25M 0.21%
17,434
+3,298
+23% +$239K
TAP icon
107
Molson Coors Class B
TAP
$7.79B
$1.23M 0.2%
35,870
+24,890
+227% +$993K
RSG icon
108
Republic Services
RSG
$64.8B
$1.22M 0.2%
14,848
-6,625
-31% -$534K
KMB icon
109
Kimberly-Clark
KMB
$36.3B
$1.21M 0.2%
8,547
-5,551
-39% -$766K
MKTX icon
110
MarketAxess Holdings
MKTX
$5.71B
$1.2M 0.2%
2,403
-126
-5% -$58.7K
MCHP icon
111
Microchip Technology
MCHP
$40.3B
$1.17M 0.19%
22,244
-608
-3% -$27.4K
GM icon
112
General Motors
GM
$80.4B
$1.17M 0.19%
+46,230
New +$1.12M
CSX icon
113
CSX Corp
CSX
$93.4B
$1.16M 0.19%
49,932
-84,525
-63% -$1.87M
PSA icon
114
Public Storage
PSA
$60.5B
$1.15M 0.19%
6,007
+18
+0.3% +$3.47K
VZ icon
115
Verizon
VZ
$195B
$1.15M 0.19%
20,908
+2,738
+15% +$154K
CCI icon
116
Crown Castle
CCI
$33.3B
$1.15M 0.19%
6,857
+4,075
+146% +$656K
TGT icon
117
Target
TGT
$65.6B
$1.14M 0.19%
9,542
-1,689
-15% -$193K
TSN icon
118
Tyson Foods
TSN
$20.4B
$1.14M 0.19%
19,034
+8,789
+86% +$533K
MO icon
119
Altria Group
MO
$114B
$1.13M 0.19%
28,681
-28,098
-49% -$1.1M
ADI icon
120
Analog Devices
ADI
$179B
$1.13M 0.19%
9,177
-9,698
-51% -$1.07M
BF.B icon
121
Brown-Forman Class B
BF.B
$13.2B
$1.12M 0.19%
17,629
+11,200
+174% +$714K
BAP icon
122
Credicorp
BAP
$31.8B
$1.1M 0.18%
8,228
-3,877
-32% -$552K
K
123
DELISTED
Kellanova
K
$1.1M 0.18%
17,714
+7,161
+68% +$433K
RCI icon
124
Rogers Communications
RCI
$18.3B
$1.09M 0.18%
27,239
+14,613
+116% +$609K
WEC icon
125
WEC Energy
WEC
$35.7B
$1.09M 0.18%
12,465
-9,585
-43% -$865K
3 4
5
6 7

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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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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.