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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
WWW icon
1151
Wolverine World Wide
WWW
$1.62B
– –
-23,403
Closed -$356K
WY icon
1152
Weyerhaeuser
WY
$18.2B
– –
-22,213
Closed -$377K
XRAY icon
1153
Dentsply Sirona
XRAY
$2.83B
– –
-39,258
Closed -$1.52M
ZION icon
1154
Zions Bancorporation
ZION
$10.3B
– –
-27,845
Closed -$745K
DAY
1155
DELISTED
Dayforce
DAY
– –
-6,700
Closed -$335K
GAP
1156
The Gap Inc
GAP
$7.38B
– –
-60,661
Closed -$427K
PENG
1157
Penguin Solutions Inc
PENG
$2.7B
– –
-21,200
Closed -$258K
XYZ
1158
Block Inc
XYZ
$48.9B
– –
-61,519
Closed -$3.22M
SGI
1159
Somnigroup International
SGI
$14B
– –
-133,696
Closed -$1.46M
QVCGA
1160
DELISTED
QVC Group Inc Series A
QVCGA
– –
-472
Closed -$140K
LGF.B
1161
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
– –
-85,300
Closed -$476K
LGF.A
1162
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
– –
-11,400
Closed -$69K
BECN
1163
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-24,910
Closed -$412K
SAVE
1164
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-13,314
Closed -$172K
PETQ
1165
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
– –
-29,701
Closed -$690K
VGR
1166
DELISTED
Vector Group Ltd.
VGR
– –
-19,032
Closed -$127K
PRFT
1167
DELISTED
Perficient Inc
PRFT
– –
-11,232
Closed -$304K
LSXMK
1168
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
– –
-39,388
Closed -$949K
WRK
1169
DELISTED
WestRock Company
WRK
– –
-11,400
Closed -$322K
EVBG
1170
DELISTED
Everbridge, Inc. Common Stock
EVBG
– –
-2,900
Closed -$308K
AYX
1171
DELISTED
Alteryx Inc
AYX
– –
-3,700
Closed -$352K
SPLK
1172
DELISTED
Splunk Inc
SPLK
– –
-1,627
Closed -$205K
NSTG
1173
DELISTED
NanoString Technologies, Inc.
NSTG
– –
-16,100
Closed -$387K
MRTX
1174
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-3,300
Closed -$254K
SGEN
1175
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-4,111
Closed -$474K
45 46
47
48 49

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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.