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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
-6.25%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.79B
AUM Growth
-$903M
Cap. Flow
-$739M
Cap. Flow %
-41.33%
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$16M
2
HD icon
Home Depot
HD
+$12.8M
3
BNY
Bank of New York Mellon
BNY
+$11.1M
4
IBM icon
IBM
IBM
+$10.9M
5
ABT icon
Abbott
ABT
+$10.8M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$24M
2
TXN icon
Texas Instruments
TXN
+$21.1M
3
ADI icon
Analog Devices
ADI
+$16.8M
4
MDT icon
Medtronic
MDT
+$16.2M
5
CNI icon
Canadian National Railway
CNI
+$15.1M

Sector Composition

Rank Sector Weight
1 Technology 17.96%
2 Financials 16.76%
3 Healthcare 15.07%
4 Consumer Discretionary 11.47%
5 Industrials 11.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UAL icon
226
United Airlines
UAL
$42.3B
$2.11M 0.12%
45,606
-19,334
-30% -$838K
DRE
227
DELISTED
Duke Realty Corp.
DRE
$2.11M 0.12%
36,391
+2,710
+8% +$153K
CWK icon
228
Cushman & Wakefield Ltd
CWK
$3.22B
$2.1M 0.12%
102,407
+44,080
+76% +$933K
DBX icon
229
Dropbox
DBX
$8.01B
$2.1M 0.12%
90,095
-85,549
-49% -$1.99M
EME icon
230
Emcor
EME
$36.1B
$2.09M 0.12%
18,533
+8,479
+84% +$998K
FAF icon
231
First American
FAF
$7.61B
$2.09M 0.12%
32,197
-2,503
-7% -$178K
ELAN icon
232
Elanco Animal Health
ELAN
$11.9B
$2.07M 0.12%
79,345
+6,145
+8% +$164K
USB icon
233
US Bancorp
USB
$99.5B
$2.07M 0.12%
38,869
-220,518
-85% -$12.7M
PKG icon
234
Packaging Corp of America
PKG
$22.5B
$2.06M 0.12%
13,227
-3,275
-20% -$478K
AMKR icon
235
Amkor Technology
AMKR
$13.6B
$2.06M 0.11%
94,657
+73,167
+340% +$1.66M
NSP icon
236
Insperity
NSP
$1.93B
$2.05M 0.11%
20,428
+12,169
+147% +$1.21M
LSXMA
237
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$2.05M 0.11%
+60,974
New +$2.14M
UNVR
238
DELISTED
Univar Solutions Inc.
UNVR
$2.04M 0.11%
63,575
+9,944
+19% +$293K
JBHT icon
239
JB Hunt Transport Services
JBHT
$25.4B
$2.04M 0.11%
10,161
+1,762
+21% +$351K
TDC icon
240
Teradata
TDC
$2.55B
$2.03M 0.11%
41,189
+34,431
+509% +$1.58M
GRMN
241
Garmin
GRMN
$58.6B
$2.03M 0.11%
17,091
-17,017
-50% -$2.05M
CPT icon
242
Camden Property Trust
CPT
$11B
$2.01M 0.11%
12,072
-2,588
-18% -$427K
H icon
243
Hyatt Hotels
H
$16.8B
$2M 0.11%
20,958
-18,859
-47% -$1.77M
PRGS icon
244
Progress Software
PRGS
$1.71B
$2M 0.11%
42,387
-33,070
-44% -$1.49M
ADT icon
245
ADT
ADT
$5.63B
$1.99M 0.11%
262,260
+172,348
+192% +$1.31M
COR icon
246
Cencora
COR
$61.5B
$1.98M 0.11%
12,827
-5,894
-31% -$834K
PINC
247
DELISTED
Premier
PINC
$1.98M 0.11%
55,623
+12,741
+30% +$474K
WEN icon
248
Wendy's
WEN
$1.46B
$1.98M 0.11%
90,071
+56,371
+167% +$1.27M
PAYX icon
249
Paychex
PAYX
$42.3B
$1.96M 0.11%
14,376
-703
-5% -$86.3K
THO icon
250
Thor Industries
THO
$4.07B
$1.96M 0.11%
24,923
+11,559
+86% +$1.06M
8 9
10
11 12

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SCA
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IC
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WFA
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CA
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AlphaCrest Capital Management's Q1 2022 Portfolio in Review

As of Q1 2022, AlphaCrest Capital Management held 1,474 positions worth $1.79B, down 34% from $2.69B the previous quarter. Its ten largest holdings account for 7.9% of the portfolio.

AlphaCrest Capital Management withdrew a net $739M in Q1 2022, closing 254 positions and reducing 671 holdings. Its most notable exit was Texas Instruments, an estimated $21.1M position sold in full.

By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 20% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in Mattel worth $2.32M.

  • AlphaCrest Capital Management's largest Q1 2022 buy was Mattel: 104,291 shares worth $2.32M.
  • AlphaCrest Capital Management added most to Lowe's Companies in Q1 2022, an estimated $16M increase.
  • AlphaCrest Capital Management's biggest Q1 2022 reduction was Oracle, cutting an estimated $24M.
  • AlphaCrest Capital Management fully exited Texas Instruments in Q1 2022, selling an estimated $21.1M.
  • AlphaCrest Capital Management's ten largest holdings make up 7.9% of its $1.79B portfolio in Q1 2022.
  • AlphaCrest Capital Management opened 124 new positions and closed 254 in Q1 2022.
  • AlphaCrest Capital Management's portfolio value fell 34% quarter-over-quarter to $1.79B.

Based on AlphaCrest Capital Management's 13F filing for Q1 2022, filed 12 May 2022.