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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
EDR
301
DELISTED
Endeavor Group Holdings, Inc.
EDR
$1.66M 0.1%
+81,913
New +$1.85M
ITT icon
302
ITT
ITT
$17.7B
$1.65M 0.1%
+25,237
New +$1.84M
SEM
303
DELISTED
Select Medical
SEM
$1.65M 0.1%
+138,391
New +$1.97M
ACH
304
Accendra Health
ACH
$247M
$1.64M 0.1%
68,188
+122
+0.2% +$3.76K
ACN icon
305
Accenture
ACN
$94.3B
$1.64M 0.1%
6,382
-20,652
-76% -$5.97M
CHE icon
306
Chemed
CHE
$6.76B
$1.64M 0.1%
3,762
+3,020
+407% +$1.45M
IP icon
307
International Paper
IP
$22.5B
$1.64M 0.1%
51,640
-7,859
-13% -$321K
AX icon
308
Axos Financial
AX
$5.45B
$1.63M 0.1%
47,722
+38,158
+399% +$1.54M
CHKP icon
309
Check Point Software Technologies
CHKP
$13.6B
$1.63M 0.1%
14,591
-7,484
-34% -$905K
ABMD
310
DELISTED
Abiomed Inc
ABMD
$1.63M 0.1%
6,642
-649
-9% -$175K
ENSG icon
311
The Ensign Group
ENSG
$10.4B
$1.63M 0.1%
20,499
+10,939
+114% +$905K
ACA icon
312
Arcosa
ACA
$7.14B
$1.63M 0.1%
28,480
-7,378
-21% -$409K
SPB icon
313
Spectrum Brands
SPB
$2.04B
$1.63M 0.1%
41,686
+35,369
+560% +$2.28M
MSFT icon
314
Microsoft
MSFT
$2.89T
$1.61M 0.1%
6,936
-19,865
-74% -$5.25M
Z icon
315
Zillow
Z
$7.32B
$1.61M 0.1%
56,402
-38,557
-41% -$1.34M
LECO icon
316
Lincoln Electric
LECO
$14.1B
$1.61M 0.1%
12,827
-10,524
-45% -$1.42M
AKAM icon
317
Akamai
AKAM
$16.4B
$1.61M 0.1%
20,019
-3,822
-16% -$348K
PVH icon
318
PVH
PVH
$3.87B
$1.61M 0.1%
35,862
+23,839
+198% +$1.42M
SSD icon
319
Simpson Manufacturing
SSD
$7.95B
$1.6M 0.1%
20,445
+14,702
+256% +$1.42M
RPM icon
320
RPM International
RPM
$13.8B
$1.6M 0.1%
+19,228
New +$1.71M
THO icon
321
Thor Industries
THO
$3.98B
$1.6M 0.1%
22,830
-236
-1% -$19.3K
ABNB icon
322
Airbnb
ABNB
$87.2B
$1.59M 0.1%
15,184
+1,495
+11% +$166K
NUS icon
323
Nu Skin
NUS
$250M
$1.59M 0.1%
47,742
+31,352
+191% +$1.31M
HUBG icon
324
HUB Group
HUBG
$2.93B
$1.59M 0.1%
46,146
+26,518
+135% +$1.01M
PFSI icon
325
PennyMac Financial
PFSI
$4.39B
$1.59M 0.1%
37,036
-23,155
-38% -$1.21M
11 12
13
14 15

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
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.