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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
RETA
1176
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
– –
-2,500
Closed -$361K
PDCE
1177
DELISTED
PDC Energy, Inc.
PDCE
– –
-21,313
Closed -$132K
UNVR
1178
DELISTED
Univar Solutions Inc.
UNVR
– –
-86,730
Closed -$930K
AQUA
1179
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
– –
-49,900
Closed -$559K
MAXR
1180
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
– –
-20,411
Closed -$218K
COUP
1181
DELISTED
Coupa Software Incorporated
COUP
– –
-1,586
Closed -$222K
BNFT
1182
DELISTED
Benefitfocus, Inc.
BNFT
– –
-18,900
Closed -$168K
DRE
1183
DELISTED
Duke Realty Corp.
DRE
– –
-17,085
Closed -$553K
RDUS
1184
DELISTED
Radius Health, Inc.
RDUS
– –
-31,279
Closed -$407K
ACC
1185
DELISTED
American Campus Communities, Inc.
ACC
– –
-19,468
Closed -$540K
WBT
1186
DELISTED
Welbilt, Inc.
WBT
– –
-44,700
Closed -$229K
PSB
1187
DELISTED
PS Business Parks, Inc.
PSB
– –
-3,256
Closed -$441K
PLAN
1188
DELISTED
Anaplan, Inc.
PLAN
– –
-17,590
Closed -$532K
FLOW
1189
DELISTED
SPX FLOW, Inc.
FLOW
– –
-10,700
Closed -$304K
NUAN
1190
DELISTED
Nuance Communications, Inc.
NUAN
– –
-23,975
Closed -$402K
INFO
1191
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-21,300
Closed -$1.28M
RPAI
1192
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-82,129
Closed -$425K
CLDR
1193
DELISTED
Cloudera, Inc.
CLDR
– –
-50,200
Closed -$395K
USCR
1194
DELISTED
U S Concrete, Inc.
USCR
– –
-18,755
Closed -$340K
WRI
1195
DELISTED
Weingarten Realty Investors
WRI
– –
-16,573
Closed -$239K
CLGX
1196
DELISTED
Corelogic, Inc.
CLGX
– –
-45,531
Closed -$1.39M
CMD
1197
DELISTED
Cantel Medical Corporation
CMD
– –
-9,700
Closed -$348K
CUB
1198
DELISTED
Cubic Corporation
CUB
– –
-14,668
Closed -$606K
IPHI
1199
DELISTED
INPHI CORPORATION
IPHI
– –
-11,191
Closed -$886K
VRTU
1200
DELISTED
Virtusa Corporation
VRTU
– –
-18,905
Closed -$537K
45 46 47
48
49

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WFA
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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.