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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
CC icon
926
Chemours
CC
$2.5B
– –
-32,069
Closed -$284K
CCEP icon
927
Coca-Cola Europacific Partners
CCEP
$48.3B
– –
-16,000
Closed -$600K
CENTA icon
928
Central Garden & Pet Co Class A
CENTA
$2.37B
– –
-18,625
Closed -$381K
CHDN icon
929
Churchill Downs
CHDN
$5.88B
– –
-10,210
Closed -$526K
CIM
930
Chimera Investment
CIM
$1.04B
– –
-20,492
Closed -$559K
CINF icon
931
Cincinnati Financial
CINF
$27.3B
– –
-20,674
Closed -$1.56M
CLB icon
932
Core Laboratories
CLB
$488M
– –
-10,600
Closed -$110K
CLX icon
933
Clorox
CLX
$11.6B
– –
-10,580
Closed -$1.83M
CMA
934
DELISTED
Comerica
CMA
– –
-12,554
Closed -$368K
CNK icon
935
Cinemark Holdings
CNK
$4.24B
– –
-20,300
Closed -$207K
CNS icon
936
Cohen & Steers
CNS
$4.23B
– –
-25,800
Closed -$1.17M
COLB icon
937
Columbia Banking Systems
COLB
$8.84B
– –
-15,364
Closed -$412K
COLD icon
938
Americold
COLD
$4.02B
– –
-9,400
Closed -$320K
CPRI icon
939
Capri Holdings
CPRI
$1.83B
– –
-17,000
Closed -$183K
CPT icon
940
Camden Property Trust
CPT
$11B
– –
-5,183
Closed -$411K
CRM icon
941
Salesforce
CRM
$151B
– –
-12,554
Closed -$1.81M
CRUS icon
942
Cirrus Logic
CRUS
$6.53B
– –
-11,848
Closed -$778K
CSIQ icon
943
Canadian Solar
CSIQ
$1.02B
– –
-21,627
Closed -$344K
CTSH icon
944
Cognizant
CTSH
$24.9B
– –
-77,605
Closed -$3.61M
CW icon
945
Curtiss-Wright
CW
$26.7B
– –
-11,890
Closed -$1.1M
CXT icon
946
Crane NXT
CXT
$2.99B
– –
-88,279
Closed -$1.51M
DAL icon
947
Delta Air Lines
DAL
$57.5B
– –
-42,011
Closed -$1.2M
DAN icon
948
Dana Inc
DAN
$2.9B
– –
-28,600
Closed -$223K
DAR icon
949
Darling Ingredients
DAR
$9.64B
– –
-17,205
Closed -$330K
DBI icon
950
Designer Brands
DBI
$307M
– –
-104,100
Closed -$518K
36 37
38
39 40

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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.