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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
COST icon
1
Costco
COST
$415B
$6.17M 1.03%
20,338
+8,089
+66% +$2.46M
MDT icon
2
Medtronic
MDT
$107B
$6.08M 1.01%
66,359
+52,160
+367% +$5M
ROST icon
3
Ross Stores
ROST
$76.6B
$5.78M 0.96%
67,859
+51,226
+308% +$4.64M
TJX icon
4
TJX Companies
TJX
$170B
$5.14M 0.86%
101,759
+25,975
+34% +$1.3M
SCHW
5
Charles Schwab
SCHW
$177B
$4.99M 0.83%
147,805
+141,653
+2,303% +$5.07M
INTC icon
6
Intel
INTC
$466B
$4.74M 0.79%
79,242
+66,362
+515% +$3.97M
CME icon
7
CME Group
CME
$92.2B
$4.48M 0.75%
27,590
+22,557
+448% +$4.04M
BAX icon
8
Baxter International
BAX
$11.6B
$4.32M 0.72%
50,223
+33,129
+194% +$2.89M
JPM icon
9
JPMorgan Chase
JPM
$939B
$4.1M 0.68%
43,630
+23,553
+117% +$2.23M
DUK icon
10
Duke Energy
DUK
$102B
$4.05M 0.67%
50,739
+34,759
+218% +$2.94M
PFE icon
11
Pfizer
PFE
$140B
$3.97M 0.66%
128,014
+110,886
+647% +$3.77M
PM icon
12
Philip Morris
PM
$301B
$3.94M 0.66%
56,244
+48,715
+647% +$3.55M
CHTR icon
13
Charter Communications
CHTR
$14.7B
$3.81M 0.63%
7,479
-1,981
-21% -$1M
SYK icon
14
Stryker
SYK
$127B
$3.43M 0.57%
19,012
+3,213
+20% +$593K
FISV
15
Fiserv Inc
FISV
$27.2B
$3.39M 0.56%
34,684
+25,874
+294% +$2.61M
SO icon
16
Southern Company
SO
$110B
$3.26M 0.54%
62,790
+44,737
+248% +$2.49M
TRP icon
17
TC Energy
TRP
$73.5B
$3.02M 0.5%
70,347
+61,867
+730% +$2.78M
MA icon
18
Mastercard
MA
$477B
$3M 0.5%
10,137
-1,468
-13% -$414K
MET icon
19
MetLife
MET
$61B
$2.99M 0.5%
81,891
+58,975
+257% +$2.05M
CERN
20
DELISTED
Cerner Corp
CERN
$2.84M 0.47%
41,394
-5,397
-12% -$371K
EW icon
21
Edwards Lifesciences
EW
$47.6B
$2.74M 0.46%
39,593
+12,935
+49% +$919K
EQR icon
22
Equity Residential
EQR
$25.4B
$2.68M 0.45%
45,620
+24,115
+112% +$1.49M
HCA icon
23
HCA Healthcare
HCA
$84.8B
$2.66M 0.44%
27,374
-725
-3% -$75.4K
UNP icon
24
Union Pacific
UNP
$183B
$2.65M 0.44%
15,654
+2,886
+23% +$463K
ELV icon
25
Elevance Health
ELV
$81.9B
$2.52M 0.42%
9,598
-7,601
-44% -$2.03M
1
2 3 4 5

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SCA
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IC
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WFA
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CA
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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.