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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
V icon
176
Visa
V
$684B
$903K 0.15%
4,673
-1,326
-22% -$242K
MAN icon
177
ManpowerGroup
MAN
$2.44B
$901K 0.15%
13,102
-14,111
-52% -$963K
SJM icon
178
J.M. Smucker
SJM
$12.7B
$901K 0.15%
8,517
-365
-4% -$41K
HOLX
179
DELISTED
Hologic
HOLX
$898K 0.15%
15,759
-54,045
-77% -$2.65M
ELS icon
180
Equity Lifestyle Properties
ELS
$12.6B
$892K 0.15%
14,281
+2,424
+20% +$149K
DOX icon
181
Amdocs
DOX
$5.92B
$890K 0.15%
14,623
+1,249
+9% +$77.1K
GMED icon
182
Globus Medical
GMED
$10.7B
$884K 0.15%
+18,538
New +$894K
XLNX
183
DELISTED
Xilinx Inc
XLNX
$882K 0.15%
8,963
-3,436
-28% -$305K
PG icon
184
Procter & Gamble
PG
$336B
$879K 0.15%
7,350
-13,129
-64% -$1.53M
PAYC icon
185
Paycom
PAYC
$7.64B
$872K 0.15%
+2,815
New +$749K
AMT icon
186
American Tower
AMT
$80.8B
$869K 0.14%
3,360
+1,968
+141% +$487K
PBCT
187
DELISTED
People's United Financial Inc
PBCT
$864K 0.14%
74,669
-57,512
-44% -$669K
SRE icon
188
Sempra
SRE
$57.9B
$863K 0.14%
14,718
-414
-3% -$25.4K
MSFT icon
189
Microsoft
MSFT
$3.45T
$858K 0.14%
4,214
+905
+27% +$164K
BXP icon
190
Boston Properties
BXP
$11.2B
$855K 0.14%
9,462
-28,156
-75% -$2.55M
SNPS icon
191
Synopsys
SNPS
$74.4B
$854K 0.14%
4,380
-6,908
-61% -$1.14M
SWK icon
192
Stanley Black & Decker
SWK
$14.3B
$851K 0.14%
6,104
-1,064
-15% -$128K
FNF icon
193
Fidelity National Financial
FNF
$13.9B
$848K 0.14%
28,779
-60,589
-68% -$1.67M
ZTS icon
194
Zoetis
ZTS
$32.4B
$844K 0.14%
6,158
-3,352
-35% -$438K
SWKS icon
195
Skyworks Solutions
SWKS
$9.37B
$836K 0.14%
6,538
-2,343
-26% -$260K
FCFS icon
196
FirstCash
FCFS
$8.85B
$832K 0.14%
12,327
-620
-5% -$43.6K
IPGP icon
197
IPG Photonics
IPGP
$3.61B
$831K 0.14%
5,183
+2,953
+132% +$421K
UVV icon
198
Universal Corp
UVV
$1.31B
$829K 0.14%
+19,504
New +$858K
SJR
199
DELISTED
Shaw Communications Inc.
SJR
$827K 0.14%
50,547
-11,943
-19% -$197K
DGX icon
200
Quest Diagnostics
DGX
$25.7B
$822K 0.14%
7,212
-2,620
-27% -$278K
6 7
8
9 10

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SCA
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WFA
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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.