We are live on ! Find out more
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
OC icon
1051
Owens Corning
OC
$11.5B
– –
-12,187
Closed -$473K
OI icon
1052
O-I Glass
OI
$1.14B
– –
-18,400
Closed -$131K
OMCL icon
1053
Omnicell
OMCL
$1.71B
– –
-13,221
Closed -$867K
OMF icon
1054
OneMain Financial
OMF
$7.44B
– –
-52,600
Closed -$1.01M
OPI
1055
DELISTED
Office Properties Income Trust
OPI
– –
-10,791
Closed -$294K
OTEX icon
1056
Open Text
OTEX
$6.34B
– –
-22,686
Closed -$792K
OUT icon
1057
Outfront Media
OUT
$5.61B
– –
-79,317
Closed -$1.05M
OXY icon
1058
Occidental Petroleum
OXY
$55.2B
– –
-20,719
Closed -$240K
PAAS icon
1059
Pan American Silver
PAAS
$18.4B
– –
-35,705
Closed -$512K
PCTY icon
1060
Paylocity
PCTY
$7.48B
– –
-4,018
Closed -$355K
PEB icon
1061
Pebblebrook Hotel Trust
PEB
$2.18B
– –
-17,700
Closed -$193K
PEP icon
1062
PepsiCo
PEP
$191B
– –
-10,268
Closed -$1.23M
PFG icon
1063
Principal Financial Group
PFG
$24.6B
– –
-20,522
Closed -$643K
PFGC icon
1064
Performance Food Group
PFGC
$18B
– –
-16,900
Closed -$418K
PII icon
1065
Polaris
PII
$4.02B
– –
-11,045
Closed -$532K
PINC
1066
DELISTED
Premier
PINC
– –
-17,373
Closed -$568K
PLXS icon
1067
Plexus
PLXS
$6.98B
– –
-14,510
Closed -$792K
PMT
1068
PennyMac Mortgage Investment
PMT
$823M
– –
-47,300
Closed -$502K
PNFP icon
1069
Pinnacle Financial Partners Inc
PNFP
$16.2B
– –
-8,660
Closed -$325K
PNR icon
1070
Pentair
PNR
$10.7B
– –
-37,520
Closed -$1.12M
PRAA icon
1071
PRA Group
PRAA
$666M
– –
-24,988
Closed -$693K
PYPL icon
1072
PayPal
PYPL
$49.5B
– –
-15,200
Closed -$1.46M
QTWO icon
1073
Q2 Holdings
QTWO
$3.89B
– –
-4,900
Closed -$289K
RDFN
1074
DELISTED
Redfin
RDFN
– –
-30,393
Closed -$469K
REXR icon
1075
Rexford Industrial Realty
REXR
$8.4B
– –
-7,530
Closed -$309K
41 42
43
44 45

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.