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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
-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
SUMO
251
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
$1.9M 0.12%
253,170
+73,560
+41% +$587K
NHI icon
252
National Health Investors
NHI
$3.85B
$1.9M 0.12%
33,553
+28,659
+586% +$1.81M
TMHC icon
253
Taylor Morrison
TMHC
$1.89M 0.12%
81,177
+282
+0.3% +$7.32K
VIAV icon
254
Viavi Solutions
VIAV
$9.23B
$1.89M 0.12%
144,913
+45,575
+46% +$649K
TTD icon
255
Trade Desk
TTD
$8.61B
$1.89M 0.12%
31,618
+13,550
+75% +$771K
ALLY icon
256
Ally Financial
ALLY
$13.2B
$1.88M 0.11%
67,445
-31,060
-32% -$1.03M
MDRX
257
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.88M 0.11%
123,214
-14,179
-10% -$229K
INVA icon
258
Innoviva
INVA
$1.59B
$1.87M 0.11%
+161,118
New +$2.21M
MANH icon
259
Manhattan Associates
MANH
$9.66B
$1.87M 0.11%
14,037
+2,732
+24% +$370K
META icon
260
Meta Platforms (Facebook)
META
$1.51T
$1.85M 0.11%
13,675
-9,822
-42% -$1.59M
LNC icon
261
Lincoln National
LNC
$7.85B
$1.85M 0.11%
42,218
+15,185
+56% +$731K
MGA icon
262
Magna International
MGA
$18B
$1.84M 0.11%
38,905
-4,461
-10% -$260K
RMD icon
263
ResMed
RMD
$29.4B
$1.82M 0.11%
8,353
-3,776
-31% -$859K
SYF icon
264
Synchrony
SYF
$24.3B
$1.82M 0.11%
64,676
-114,062
-64% -$3.68M
OMF icon
265
OneMain Financial
OMF
$7.04B
$1.82M 0.11%
61,642
+11,429
+23% +$421K
TGT icon
266
Target
TGT
$63.5B
$1.82M 0.11%
12,256
-112,050
-90% -$17.9M
BOKF icon
267
BOK Financial
BOKF
$8.59B
$1.82M 0.11%
20,454
-27,840
-58% -$2.41M
MCK icon
268
McKesson
MCK
$100B
$1.82M 0.11%
5,342
-3,864
-42% -$1.34M
BFAM icon
269
Bright Horizons
BFAM
$4.14B
$1.8M 0.11%
31,265
+18,411
+143% +$1.4M
USFD icon
270
US Foods
USFD
$21.8B
$1.8M 0.11%
68,035
+40,878
+151% +$1.27M
MZTI
271
The Marzetti Company
MZTI
$2.95B
$1.79M 0.11%
11,939
+9,450
+380% +$1.4M
MFC icon
272
Manulife Financial
MFC
$72.7B
$1.79M 0.11%
114,305
-105,107
-48% -$1.84M
APTV icon
273
Aptiv
APTV
$12B
$1.79M 0.11%
22,871
+20,524
+874% +$1.97M
BMO icon
274
Bank of Montreal
BMO
$124B
$1.78M 0.11%
20,362
-48,125
-70% -$4.65M
BWA icon
275
BorgWarner
BWA
$12.9B
$1.77M 0.11%
64,075
+301
+0.5% +$9.71K
9 10
11
12 13

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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 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.