ACM

AlphaCrest Capital Management Portfolio holdings

AUM $1.64B

1-Year Est. Return 23.4%

2022 Q3 2022 Q2 2022 Q1 2021 Q4 2021 Q3 2021 Q2 2021 Q1 2020 Q4 2020 Q3 2020 Q2 2020 Q1 2019 Q4 2019 Q3 2019 Q2 2019 Q1 2018 Q4

This Quarter Est. Return

1 Year Est. Return

-23.4%

3 Year Est. Return

5 Year Est. Return

10 Year Est. Return

AUM

$1.64B

AUM Growth

-$431M (-21%)

Cap. Flow

Cap. Flow % of AUM

Top 10 Holdings % Top 10 Hldgs %

Holding

1,432

New

Increased

Reduced

Closed

Top Buys

1		+$7.19M
2		+$6.94M
3		+$4.82M
4	Coca-Cola KO	+$4.76M
5	Realty Income O	+$4.49M

Top Sells

1		+$16.6M
2		+$12.8M
3		+$10.8M
4	JPMorgan Chase JPM	+$9.91M
5	Amgen AMGN	+$9.63M

Sector Composition

1	Technology	17.04%
2	Financials	16.14%
3	Healthcare	13.06%
4	Industrials	12.86%
5	Consumer Discretionary	11.58%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal
226	226 Sherwin-Williams SHW $83.3B	$2.05M	0.12%	9,999 -26,819
227	227 Amphenol APH $163B	$2.04M	0.12%	60,946 +18,358
228	228 Coca-Cola Europacific Partners CCEP $41.4B	$2.03M	0.12%	47,535 +27,031
229	229 Prologis PLD $117B	$2.03M	0.12%	19,942 -23,948
230	230 Global Net Lease GNL $1.7B	$2.02M	0.12%	189,476 +126,897
231	231 lululemon athletica LULU $21.1B	$2.01M	0.12%	7,189 +1,027
232	232 Moody's MCO $88B	$2M	0.12%	8,210 +5,517
233	233 Pebblebrook Hotel Trust PEB $1.3B	$1.99M	0.12%	137,406 +75,629
234	234 Genuine Parts GPC $18.2B	$1.98M	0.12%	13,278 +6,996
235	235 Planet Fitness PLNT $8.26B	$1.98M	0.12%	34,368 +26,603
236	236 Cintas CTAS $76.7B	$1.97M	0.12%	20,324 -27,076
237	237 Fiserv FI $68B	$1.97M	0.12%	21,053 -73,545
238	238 PJT Partners PJT $4.44B	$1.97M	0.12%	29,431 +15,084
239	239 Extreme Networks EXTR $2.79B	$1.97M	0.12%	150,413 +120,213
240	240 Avanos Medical AVNS $547M	$1.96M	0.12%	90,110 +54,985
241	241 Rithm Capital RITM $5.76B	$1.96M	0.12%	267,760 +1,756
242	242 Morgan Stanley MS $261B	$1.95M	0.12%	24,726 -4,658
243	243 Advanced Drainage Systems WMS $11.2B	$1.94M	0.12%	15,617 -4,037
244	244 Consolidated Edison ED $36.1B	$1.93M	0.12%	22,478 +14,947
245	245 Expedia Group EXPE $27.1B	$1.93M	0.12%	20,559 -33,901
246	246 Royalty Pharma RPRX $16.1B	$1.93M	0.12%	47,943 +20,924
247	SBNY 247 DELISTED Signature Bank SBNY	$1.92M	0.12%	12,710 +11,273
248	248 Royal Gold RGLD $12B	$1.92M	0.12%	20,429 -9,505
249	249 Organon & Co OGN $2.38B	$1.92M	0.12%	+81,835
250	250 HF Sinclair DINO $10.2B	$1.9M	0.12%	35,324 +9,089