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
-7.05%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.64B
AUM Growth
-$431M
Cap. Flow
-$291M
Cap. Flow %
-17.73%
Top 10 Hldgs %
4.35%
Holding
1,432
New
196
Increased
495
Reduced
565
Closed
176

Top Buys

Rank Stock Value
1
AMT icon
American Tower
AMT
+$8.3M
2
USB icon
US Bancorp
USB
+$8.26M
3
SYY icon
Sysco
SYY
+$5.67M
4
O icon
Realty Income
O
+$5.32M
5
KO icon
Coca-Cola
KO
+$5.28M

Top Sells

Rank Stock Value
1
TGT icon
Target
TGT
+$17.9M
2
EA icon
Electronic Arts
EA
+$14M
3
BMY icon
Bristol-Myers Squibb
BMY
+$11M
4
JPM icon
JPMorgan Chase
JPM
+$10.9M
5
AMGN icon
Amgen
AMGN
+$10.3M

Sector Composition

Rank Sector Weight
1 Technology 17.02%
2 Financials 16.14%
3 Healthcare 13.06%
4 Industrials 12.93%
5 Consumer Discretionary 11.58%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
USB icon
1
US Bancorp
USB
$100B
$9.3M 0.57%
230,755
+178,418
+341% +$8.26M
ADBE icon
2
Adobe
ADBE
$103B
$8.55M 0.52%
31,057
-5,412
-15% -$2.05M
AMT icon
3
American Tower
AMT
$77.4B
$7.68M 0.47%
35,788
+32,322
+933% +$8.3M
CHD icon
4
Church & Dwight Co
CHD
$24.6B
$7.1M 0.43%
99,322
+56,078
+130% +$4.84M
KMB icon
5
Kimberly-Clark
KMB
$36.5B
$6.82M 0.42%
60,624
+21,268
+54% +$2.77M
PGR icon
6
Progressive
PGR
$124B
$6.77M 0.41%
58,249
-14,808
-20% -$1.78M
CSX icon
7
CSX Corp
CSX
$94.3B
$6.56M 0.4%
246,397
+8,546
+4% +$266K
UNP icon
8
Union Pacific
UNP
$175B
$6.38M 0.39%
32,751
+16,879
+106% +$3.73M
CME icon
9
CME Group
CME
$93.8B
$6.16M 0.38%
34,786
+16,450
+90% +$3.25M
CPAY icon
10
Corpay
CPAY
$25.7B
$6.11M 0.37%
34,691
+18,398
+113% +$3.94M
CMCSA icon
11
Comcast
CMCSA
$87.2B
$5.92M 0.36%
201,945
-103,271
-34% -$3.86M
ORCL icon
12
Oracle
ORCL
$416B
$5.9M 0.36%
96,587
-80,379
-45% -$5.88M
LBTYA icon
13
Liberty Global Class A
LBTYA
$3.57B
$5.9M 0.36%
378,295
+146,994
+64% +$2.96M
VTR icon
14
Ventas
VTR
$47.5B
$5.54M 0.34%
137,904
+75,262
+120% +$3.7M
LBRDK icon
15
Liberty Broadband Class C
LBRDK
$5.09B
$5.52M 0.34%
74,764
+32,076
+75% +$3.41M
MDLZ icon
16
Mondelez International
MDLZ
$79.3B
$5.42M 0.33%
98,938
-12,815
-11% -$796K
CNC icon
17
Centene
CNC
$32.9B
$5.35M 0.33%
68,802
+49,291
+253% +$4.4M
KO icon
18
Coca-Cola
KO
$374B
$5.34M 0.33%
95,400
+85,031
+820% +$5.28M
SYY icon
19
Sysco
SYY
$40.5B
$5.25M 0.32%
74,274
+68,119
+1,107% +$5.67M
CHTR icon
20
Charter Communications
CHTR
$18B
$5.23M 0.32%
17,227
+12,270
+248% +$5.25M
NTRS icon
21
Northern Trust
NTRS
$33.8B
$5.2M 0.32%
60,801
+41,397
+213% +$4M
ROK icon
22
Rockwell Automation
ROK
$50.6B
$5.2M 0.32%
24,172
+13,977
+137% +$3.26M
O icon
23
Realty Income
O
$58.2B
$5.04M 0.31%
86,523
+77,134
+822% +$5.32M
UAL icon
24
United Airlines
UAL
$43.7B
$5.03M 0.31%
154,646
-16,680
-10% -$620K
EBAY icon
25
eBay
EBAY
$48.5B
$4.93M 0.3%
133,836
-8,429
-6% -$376K
1
2 3 4 5

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 Q3 2022 Portfolio in Review

As of Q3 2022, AlphaCrest Capital Management held 1,432 positions worth $1.64B, down 21% from $2.07B the previous quarter. Its ten largest holdings account for 4.4% of the portfolio.

AlphaCrest Capital Management withdrew a net $291M in Q3 2022, closing 176 positions and reducing 565 holdings. Its most notable exit was Stryker, an estimated $7.96M position sold in full.

By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in AT&T worth $3.27M.

  • AlphaCrest Capital Management's largest Q3 2022 buy was AT&T: 212,810 shares worth $3.27M.
  • AlphaCrest Capital Management added most to American Tower in Q3 2022, an estimated $8.3M increase.
  • AlphaCrest Capital Management's biggest Q3 2022 reduction was Target, cutting an estimated $17.9M.
  • AlphaCrest Capital Management fully exited Stryker in Q3 2022, selling an estimated $7.96M.
  • AlphaCrest Capital Management's ten largest holdings make up 4.4% of its $1.64B portfolio in Q3 2022.
  • AlphaCrest Capital Management opened 196 new positions and closed 176 in Q3 2022.
  • AlphaCrest Capital Management's portfolio value fell 21% quarter-over-quarter to $1.64B.

Based on AlphaCrest Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.