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AlphaCrest Capital Management Portfolio holdings
AUM
$1.64B
Turnover
25.98%
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
(-21%)
Cap. Flow
-$291M
Cap. Flow % of AUM
Cap. Flow %
-17.73%
Top 10 Holdings %
Top 10 Hldgs %
4.35%
Holding
1,432
New
196
Increased
495
Reduced
565
Closed
176
Avg Time Held
1.5
years
Top 10 Avg Time Held
0
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$8.3M |
| 2 |
US Bancorp
USB
|
+$8.26M |
| 3 |
Sysco
SYY
|
+$5.67M |
| 4 |
Realty Income
O
|
+$5.32M |
| 5 |
Coca-Cola
KO
|
+$5.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Target
TGT
|
+$17.9M |
| 2 |
Electronic Arts
EA
|
+$14M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$11M |
| 4 |
JPMorgan Chase
JPM
|
+$10.9M |
| 5 |
Amgen
AMGN
|
+$10.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.07% |
| 2 | Financials | 16.4% |
| 3 | Industrials | 13.1% |
| 4 | Healthcare | 13.06% |
| 5 | Consumer Discretionary | 11.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
US Bancorp
USB
$93.1B
| $9.3M | 0.57% |
230,755
+178,418
| +341% | +$8.26M |
2018 Q4
15 quarters
|
|
2
Adobe
ADBE
$95.9B
| $8.55M | 0.52% |
31,057
-5,412
| -15% | -$2.05M |
2021 Q3
4 quarters
|
|
|
3
American Tower
AMT
$90B
| $7.68M | 0.47% |
35,788
+32,322
| +933% | +$8.3M |
2019 Q2
13 quarters
|
|
4
Church & Dwight Co
CHD
$26.4B
| $7.1M | 0.43% |
99,322
+56,078
| +130% | +$4.84M |
2019 Q2
13 quarters
|
|
5
Kimberly-Clark
KMB
$67.8B
| $6.82M | 0.42% |
60,624
+21,268
| +54% | +$2.77M |
2019 Q1
14 quarters
|
|
6
Progressive
PGR
$135B
| $6.77M | 0.41% |
58,249
-14,808
| -20% | -$1.78M |
2021 Q1
6 quarters
|
|
7
CSX Corp
CSX
$96.4B
| $6.56M | 0.4% |
246,397
+8,546
| +4% | +$266K |
2019 Q2
13 quarters
|
|
8
Union Pacific
UNP
$183B
| $6.38M | 0.39% |
32,751
+16,879
| +106% | +$3.73M |
2018 Q4
15 quarters
|
|
9
CME Group
CME
$110B
| $6.16M | 0.38% |
34,786
+16,450
| +90% | +$3.25M |
2019 Q1
14 quarters
|
|
10
Corpay
CPAY
$29.3B
| $6.11M | 0.37% |
34,691
+18,398
| +113% | +$3.94M |
2019 Q4
11 quarters
|
|
11
Comcast
CMCSA
$88.6B
| $5.92M | 0.36% |
201,945
-103,271
| -34% | -$3.86M |
2021 Q1
6 quarters
|
|
12
Oracle
ORCL
$349B
| $5.9M | 0.36% |
96,587
-80,379
| -45% | -$5.88M |
2018 Q4
15 quarters
|
|
13
Liberty Global Class A
LBTYA
$3.23B
| $5.9M | 0.36% |
378,295
+146,994
| +64% | +$2.96M |
2019 Q2
13 quarters
|
|
14
Ventas
VTR
$47.1B
| $5.54M | 0.34% |
137,904
+75,262
| +120% | +$3.7M |
2022 Q2
1 quarter
|
|
15
DELISTED
Liberty Broadband Class C
LBRDK
| $5.52M | 0.34% |
74,764
+32,076
| +75% | +$3.41M |
2020 Q4
7 quarters
|
|
16
Mondelez International
MDLZ
$84.6B
| $5.42M | 0.33% |
98,938
-12,815
| -11% | -$796K |
2019 Q2
13 quarters
|
|
17
Centene
CNC
$36.7B
| $5.35M | 0.33% |
68,802
+49,291
| +253% | +$4.4M |
2020 Q2
9 quarters
|
|
|
18
Coca-Cola
KO
$412B
| $5.34M | 0.33% |
95,400
+85,031
| +820% | +$5.28M |
2018 Q4
15 quarters
|
|
|
19
Sysco
SYY
$37B
| $5.25M | 0.32% |
74,274
+68,119
| +1,107% | +$5.67M |
2018 Q4
15 quarters
|
|
20
Charter Communications
CHTR
$14.4B
| $5.23M | 0.32% |
17,227
+12,270
| +248% | +$5.25M |
2018 Q4
15 quarters
|
|
21
Northern Trust
NTRS
$32.2B
| $5.2M | 0.32% |
60,801
+41,397
| +213% | +$4M |
2018 Q4
15 quarters
|
|
22
Rockwell Automation
ROK
$42.3B
| $5.2M | 0.32% |
24,172
+13,977
| +137% | +$3.26M |
2018 Q4
15 quarters
|
|
|
23
Realty Income
O
$56.6B
| $5.04M | 0.31% |
86,523
+77,134
| +822% | +$5.32M |
2020 Q3
8 quarters
|
|
24
United Airlines
UAL
$35.9B
| $5.03M | 0.31% |
154,646
-16,680
| -10% | -$620K |
2020 Q3
8 quarters
|
|
25
eBay
EBAY
$54.2B
| $4.93M | 0.3% |
133,836
-8,429
| -6% | -$376K |
2021 Q3
4 quarters
|
|
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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 19% a quarter earlier, followed by Financials and Industrials.
Against the trend, AlphaCrest Capital Management opened a new position in AT&T worth $3.26M.
- AlphaCrest Capital Management's largest Q3 2022 buy was AT&T: 212,810 shares worth $3.26M.
- 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.