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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
MYGN icon
876
Myriad Genetics
MYGN
$289M
$117K 0.02%
+10,278
New +$146K
XHR
877
Xenia Hotels & Resorts
XHR
$1.89B
$111K 0.02%
+11,880
New +$111K
VLY icon
878
Valley National Bancorp
VLY
$8.02B
$84K 0.01%
+10,798
New +$82.9K
MDRX
879
DELISTED
Veradigm Inc. Common Stock
MDRX
$73K 0.01%
+10,800
New +$70K
ABG icon
880
Asbury Automotive
ABG
$4.09B
– –
-4,497
Closed -$248K
ACN icon
881
Accenture
ACN
$101B
– –
-15,806
Closed -$2.58M
AEO icon
882
American Eagle Outfitters
AEO
$2.99B
– –
-18,104
Closed -$144K
AGCO icon
883
AGCO
AGCO
$7.28B
– –
-12,616
Closed -$596K
AGNC icon
884
AGNC Investment
AGNC
$12.6B
– –
-17,042
Closed -$180K
AGO icon
885
Assured Guaranty
AGO
$3.72B
– –
-12,609
Closed -$325K
AIR icon
886
AAR Corp
AIR
$5.71B
– –
-20,913
Closed -$371K
AIZ icon
887
Assurant
AIZ
$14B
– –
-2,200
Closed -$229K
AJG icon
888
Arthur J. Gallagher & Co
AJG
$63.5B
– –
-7,661
Closed -$624K
AKR icon
889
Acadia Realty Trust
AKR
$3.07B
– –
-18,398
Closed -$228K
ALB icon
890
Albemarle
ALB
$14B
– –
-8,026
Closed -$452K
ALK icon
891
Alaska Air
ALK
$5.6B
– –
-19,426
Closed -$553K
ALKS icon
892
Alkermes
ALKS
$8.31B
– –
-19,660
Closed -$283K
ALRM icon
893
Alarm.com
ALRM
$2.75B
– –
-13,700
Closed -$533K
AMAT icon
894
Applied Materials
AMAT
$411B
– –
-20,468
Closed -$938K
AMG icon
895
Affiliated Managers Group
AMG
$10.1B
– –
-3,443
Closed -$204K
AMWD
896
DELISTED
American Woodmark
AMWD
– –
-5,527
Closed -$252K
AON icon
897
Aon
AON
$75.9B
– –
-2,018
Closed -$333K
APOG icon
898
Apogee Enterprises
APOG
$876M
– –
-44,954
Closed -$936K
ARI
899
Apollo Commercial Real Estate
ARI
$892M
– –
-38,457
Closed -$285K
ATI icon
900
ATI
ATI
$26.4B
– –
-14,400
Closed -$122K
34 35
36
37 38

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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.