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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
INCY icon
1001
Incyte
INCY
$24B
– –
-23,447
Closed -$1.72M
INVH icon
1002
Invitation Homes
INVH
$18.1B
– –
-19,000
Closed -$406K
IOVA icon
1003
Iovance Biotherapeutics
IOVA
$1.93B
– –
-9,500
Closed -$284K
IRTC icon
1004
iRhythm Holdings
IRTC
$4.1B
– –
-8,800
Closed -$716K
ITGR icon
1005
Integer Holdings
ITGR
$4.23B
– –
-16,900
Closed -$1.06M
ITT icon
1006
ITT
ITT
$17.7B
– –
-10,776
Closed -$489K
IVR icon
1007
Invesco Mortgage Capital
IVR
$757M
– –
-5,330
Closed -$182K
JBLU icon
1008
JetBlue
JBLU
$2.35B
– –
-22,523
Closed -$202K
JBL icon
1009
Jabil
JBL
$33.4B
– –
-10,008
Closed -$246K
JLL icon
1010
Jones Lang LaSalle
JLL
$16.8B
– –
-7,080
Closed -$715K
OPLN
1011
Openlane
OPLN
$4.36B
– –
-23,901
Closed -$287K
KHC icon
1012
Kraft Heinz
KHC
$31.3B
– –
-11,500
Closed -$285K
KTOS icon
1013
Kratos Defense & Security Solutions
KTOS
$9.23B
– –
-13,300
Closed -$184K
KW
1014
DELISTED
Kennedy-Wilson Holdings
KW
– –
-70,651
Closed -$948K
LADR
1015
Ladder Capital
LADR
$1.23B
– –
-19,750
Closed -$94K
LBRDK icon
1016
Liberty Broadband Class C
LBRDK
$4.86B
– –
-6,788
Closed -$752K
LGND icon
1017
Ligand Pharmaceuticals
LGND
$5.85B
– –
-5,806
Closed -$263K
LH icon
1018
Labcorp
LH
$24.9B
– –
-4,121
Closed -$447K
LITE icon
1019
Lumentum
LITE
$60.7B
– –
-6,361
Closed -$469K
LIVN icon
1020
LivaNova
LIVN
$4.53B
– –
-5,517
Closed -$250K
LNTH icon
1021
Lantheus
LNTH
$6.59B
– –
-51,200
Closed -$653K
LNW
1022
DELISTED
Light & Wonder
LNW
– –
-26,243
Closed -$255K
LOW icon
1023
Lowe's Companies
LOW
$119B
– –
-7,600
Closed -$654K
LW icon
1024
Lamb Weston
LW
$7.29B
– –
-32,800
Closed -$1.87M
LXP icon
1025
LXP Industrial Trust
LXP
$3.56B
– –
-3,541
Closed -$176K
39 40
41
42 43

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BDF
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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.