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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
BNY
126
Bank of New York Mellon
BNY
$106B
$1.09M 0.18%
+28,192
New +$1.03M
BNS icon
127
Scotiabank
BNS
$107B
$1.09M 0.18%
26,372
+8,191
+45% +$327K
CE icon
128
Celanese
CE
$4.9B
$1.08M 0.18%
12,519
-271
-2% -$22.6K
GIS icon
129
General Mills
GIS
$19.1B
$1.08M 0.18%
17,519
-17,382
-50% -$1.05M
CL icon
130
Colgate-Palmolive
CL
$73.1B
$1.06M 0.18%
14,436
+8,526
+144% +$606K
GIB icon
131
CGI
GIB
$15.1B
$1.05M 0.18%
16,723
-40,477
-71% -$2.52M
TFC icon
132
Truist Financial
TFC
$63.3B
$1.05M 0.18%
28,056
+17,653
+170% +$636K
YUM icon
133
Yum! Brands
YUM
$41.8B
$1.05M 0.18%
12,117
-36,066
-75% -$3.08M
GNTX icon
134
Gentex
GNTX
$4.97B
$1.05M 0.17%
40,714
+22,400
+122% +$561K
DPZ icon
135
Domino's
DPZ
$11.5B
$1.05M 0.17%
2,838
+1,522
+116% +$561K
UGI icon
136
UGI
UGI
$7.74B
$1.04M 0.17%
32,805
-51,179
-61% -$1.55M
UHS icon
137
Universal Health Services
UHS
$10.2B
$1.04M 0.17%
11,233
-7,376
-40% -$738K
FFIV icon
138
F5
FFIV
$22.9B
$1.03M 0.17%
7,359
+5,196
+240% +$700K
IEX icon
139
IDEX
IEX
$17B
$1.03M 0.17%
6,495
+1,239
+24% +$189K
ESS icon
140
Essex Property Trust
ESS
$18.3B
$1.02M 0.17%
4,440
-2,441
-35% -$585K
STOR
141
DELISTED
STORE Capital Corporation
STOR
$997K 0.17%
41,889
-9,636
-19% -$193K
DOV icon
142
Dover
DOV
$27.6B
$991K 0.16%
10,264
-4,878
-32% -$450K
VRSK icon
143
Verisk Analytics
VRSK
$25.4B
$990K 0.16%
5,818
-305
-5% -$48.2K
DG icon
144
Dollar General
DG
$28B
$988K 0.16%
5,187
-587
-10% -$106K
NXPI icon
145
NXP Semiconductors
NXPI
$57.8B
$986K 0.16%
8,647
-4,836
-36% -$484K
BRKR icon
146
Bruker
BRKR
$9.57B
$983K 0.16%
24,158
+11,676
+94% +$460K
GDDY icon
147
GoDaddy
GDDY
$11B
$979K 0.16%
13,345
-15,914
-54% -$1.14M
LBTYA icon
148
Liberty Global Class A
LBTYA
$3.62B
$971K 0.16%
44,412
+23,581
+113% +$487K
BHC icon
149
Bausch Health
BHC
$2.58B
$968K 0.16%
52,949
+30,711
+138% +$541K
CPB icon
150
Campbell Soup
CPB
$6.55B
$963K 0.16%
19,394
-25,428
-57% -$1.26M
4 5
6
7 8

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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.