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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
LZB icon
1026
La-Z-Boy
LZB
$1.64B
– –
-17,516
Closed -$360K
MANH icon
1027
Manhattan Associates
MANH
$10.9B
– –
-4,672
Closed -$233K
MCY icon
1028
Mercury Insurance
MCY
$5.94B
– –
-6,577
Closed -$268K
MD icon
1029
Pediatrix Medical
MD
$2.16B
– –
-42,785
Closed -$498K
MELI icon
1030
Mercado Libre
MELI
$96.3B
– –
-2,548
Closed -$1.25M
MGA icon
1031
Magna International
MGA
$18.5B
– –
-11,350
Closed -$362K
MHK icon
1032
Mohawk Industries
MHK
$8.11B
– –
-3,996
Closed -$305K
MKL icon
1033
Markel Group
MKL
$23.3B
– –
-501
Closed -$465K
MRC
1034
DELISTED
MRC Global
MRC
– –
-57,700
Closed -$246K
MRCY icon
1035
Mercury Systems
MRCY
$6.35B
– –
-5,700
Closed -$407K
MTG icon
1036
MGIC Investment
MTG
$6.27B
– –
-130,644
Closed -$830K
MTZ icon
1037
MasTec
MTZ
$21B
– –
-10,196
Closed -$334K
NAVI icon
1038
Navient
NAVI
$830M
– –
-14,800
Closed -$112K
NEO icon
1039
NeoGenomics
NEO
$2.04B
– –
-10,376
Closed -$286K
NLY icon
1040
Annaly Capital Management
NLY
$17.2B
– –
-13,550
Closed -$275K
NMIH icon
1041
NMI Holdings
NMIH
$3.35B
– –
-38,711
Closed -$449K
NMRK icon
1042
Newmark Group
NMRK
$2.72B
– –
-366,570
Closed -$1.56M
NSA
1043
DELISTED
National Storage Affiliates Trust
NSA
– –
-31,000
Closed -$918K
NTNX icon
1044
Nutanix
NTNX
$16.5B
– –
-15,100
Closed -$239K
NTRA icon
1045
Natera
NTRA
$38.7B
– –
-22,400
Closed -$669K
NUE icon
1046
Nucor
NUE
$59.5B
– –
-11,063
Closed -$398K
NVEE
1047
DELISTED
NV5 Global
NVEE
– –
-29,600
Closed -$306K
NWN icon
1048
Northwest Natural Holdings
NWN
$2.06B
– –
-4,900
Closed -$303K
NYT icon
1049
New York Times
NYT
$12.2B
– –
-15,601
Closed -$479K
O icon
1050
Realty Income
O
$59.2B
– –
-10,260
Closed -$496K
40 41
42
43 44

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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.