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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
AUB icon
751
Atlantic Union Bankshares
AUB
$6.07B
$236K 0.04%
10,200
-4,600
-31% -$104K
DY icon
752
Dycom Industries
DY
$12.5B
$236K 0.04%
+5,783
New +$200K
HUBB icon
753
Hubbell
HUBB
$25.2B
$236K 0.04%
+1,885
New +$230K
ITRI icon
754
Itron
ITRI
$4.42B
$236K 0.04%
+3,565
New +$227K
ONB icon
755
Old National Bancorp
ONB
$10.3B
$236K 0.04%
17,184
-122,897
-88% -$1.66M
EA icon
756
Electronic Arts
EA
$53B
$235K 0.04%
1,779
-22,939
-93% -$2.71M
EXPE icon
757
Expedia Group
EXPE
$35.8B
$235K 0.04%
2,863
-6,930
-71% -$504K
FCPT icon
758
Four Corners Property Trust
FCPT
$2.78B
$235K 0.04%
+9,638
New +$207K
RDN icon
759
Radian Group
RDN
$5.22B
$235K 0.04%
15,149
-114,757
-88% -$1.7M
PS
760
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$235K 0.04%
13,000
-8,900
-41% -$151K
H icon
761
Hyatt Hotels
H
$16.2B
$234K 0.04%
4,657
-16,393
-78% -$873K
B
762
DELISTED
Barnes Group Inc.
B
$233K 0.04%
+5,890
New +$226K
AAN.A
763
DELISTED
The Aaron's Company Inc Class A
AAN.A
$233K 0.04%
+5,127
New +$233K
NHI icon
764
National Health Investors
NHI
$3.68B
$232K 0.04%
3,814
-4,993
-57% -$274K
URBN icon
765
Urban Outfitters
URBN
$6.65B
$232K 0.04%
+15,263
New +$262K
HR icon
766
Healthcare Realty
HR
$7.12B
$231K 0.04%
8,700
-2,373
-21% -$60.8K
UNM icon
767
Unum
UNM
$14.3B
$231K 0.04%
13,937
-55,955
-80% -$883K
AGR
768
DELISTED
Avangrid, Inc.
AGR
$231K 0.04%
5,500
-23,200
-81% -$996K
EAF icon
769
GrafTech
EAF
$195M
$230K 0.04%
+2,880
New +$216K
NBIX icon
770
Neurocrine Biosciences
NBIX
$16.9B
$230K 0.04%
1,885
-10,813
-85% -$1.19M
DEA
771
Easterly Government Properties
DEA
$1.17B
$229K 0.04%
+3,960
New +$251K
SMAR
772
DELISTED
Smartsheet Inc.
SMAR
$229K 0.04%
+4,500
New +$229K
FAF icon
773
First American
FAF
$7.7B
$228K 0.04%
4,747
-8,646
-65% -$408K
UPWK icon
774
Upwork
UPWK
$1.18B
$227K 0.04%
15,700
-117,700
-88% -$1.24M
BLUE
775
DELISTED
bluebird bio
BLUE
$226K 0.04%
286
-64
-18% -$48.3K
29 30
31
32 33

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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.