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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
WIFI
851
DELISTED
Boingo Wireless, Inc.
WIFI
$189K 0.03%
+14,200
New +$186K
HRTX icon
852
Heron Therapeutics
HRTX
$96.8M
$184K 0.03%
12,494
-20,387
-62% -$335K
VCEL icon
853
Vericel Corp
VCEL
$2.36B
$178K 0.03%
12,900
-24,400
-65% -$330K
PDM
854
Piedmont Realty Trust
PDM
$1.24B
$175K 0.03%
10,562
-8,688
-45% -$145K
VRRM icon
855
Verra Mobility
VRRM
$852M
$175K 0.03%
17,000
-53,700
-76% -$509K
IMAX icon
856
IMAX
IMAX
$2.8B
$174K 0.03%
+15,500
New +$181K
WSC icon
857
WillScot Mobile Mini Holdings
WSC
$4.66B
$172K 0.03%
14,000
-7,600
-35% -$93.7K
DVN icon
858
Devon Energy
DVN
$51.4B
$170K 0.03%
15,016
+3,216
+27% +$36.7K
MDP
859
DELISTED
Meredith Corporation
MDP
$168K 0.03%
+11,533
New +$168K
VIAV icon
860
Viavi Solutions
VIAV
$9.31B
$166K 0.03%
13,040
-11,632
-47% -$140K
ARR
861
Armour Residential REIT
ARR
$2.31B
$161K 0.03%
3,437
+1,080
+46% +$45.3K
SLM icon
862
SLM Corp
SLM
$5.09B
$160K 0.03%
22,700
-57,153
-72% -$427K
BKE icon
863
Buckle
BKE
$2.37B
$158K 0.03%
+10,053
New +$151K
GPK icon
864
Graphic Packaging
GPK
$3.36B
$158K 0.03%
11,262
-62,638
-85% -$842K
ANF icon
865
Abercrombie & Fitch
ANF
$4.84B
$155K 0.03%
+14,586
New +$159K
AMKR icon
866
Amkor Technology
AMKR
$12.6B
$154K 0.03%
+12,500
New +$129K
FMBI
867
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$149K 0.02%
11,169
-2,939
-21% -$39K
DDD icon
868
3D Systems Corp
DDD
$462M
$142K 0.02%
20,280
+9,180
+83% +$68.6K
AAL icon
869
American Airlines Group
AAL
$10.6B
$141K 0.02%
10,777
-10,217
-49% -$124K
COOP
870
DELISTED
Mr. Cooper
COOP
$140K 0.02%
11,273
-15,000
-57% -$150K
HPE icon
871
Hewlett Packard
HPE
$66.5B
$138K 0.02%
+14,200
New +$139K
FLG
872
Flagstar Bank National Association
FLG
$5.93B
$135K 0.02%
+4,420
New +$133K
UMPQ
873
DELISTED
Umpqua Holdings Corp
UMPQ
$132K 0.02%
+12,438
New +$139K
CWK icon
874
Cushman & Wakefield Ltd
CWK
$3.18B
$126K 0.02%
10,150
-69,200
-87% -$779K
FTI icon
875
TechnipFMC
FTI
$27.1B
$122K 0.02%
+24,058
New +$140K
33 34
35
36 37

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SCA
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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.