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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
WU icon
326
Western Union
WU
$2.55B
$1.58M 0.1%
117,427
+39,073
+50% +$612K
ALSN icon
327
Allison Transmission
ALSN
$10.1B
$1.58M 0.1%
46,854
-18,653
-28% -$698K
BBBY
328
Bed Bath & Beyond
BBBY
$512M
$1.57M 0.1%
+71,159
New +$1.78M
JNPR
329
DELISTED
Juniper Networks
JNPR
$1.57M 0.1%
60,229
-35,485
-37% -$1M
WPM icon
330
Wheaton Precious Metals
WPM
$50.9B
$1.57M 0.1%
48,581
-7,866
-14% -$258K
CWST icon
331
Casella Waste Systems
CWST
$5.68B
$1.57M 0.1%
20,565
+16,970
+472% +$1.36M
RNG icon
332
RingCentral
RNG
$4.5B
$1.57M 0.1%
39,246
-10,069
-20% -$483K
EVR icon
333
Evercore
EVR
$13.2B
$1.57M 0.1%
19,050
+10,168
+114% +$962K
SCI icon
334
Service Corp International
SCI
$11.4B
$1.57M 0.1%
27,135
+9,972
+58% +$657K
KMT icon
335
Kennametal
KMT
$2.69B
$1.57M 0.1%
76,077
+10,802
+17% +$262K
TENB icon
336
Tenable Holdings
TENB
$3.58B
$1.56M 0.1%
44,920
+35,244
+364% +$1.48M
SO icon
337
Southern Company
SO
$109B
$1.56M 0.1%
22,948
+12,126
+112% +$919K
MAA icon
338
Mid-America Apartment Communities
MAA
$15.5B
$1.56M 0.09%
10,032
-644
-6% -$111K
RMBS icon
339
Rambus
RMBS
$10.4B
$1.55M 0.09%
61,039
-33,477
-35% -$837K
TMO icon
340
Thermo Fisher Scientific
TMO
$208B
$1.55M 0.09%
3,054
-1,006
-25% -$563K
ROST icon
341
Ross Stores
ROST
$78.1B
$1.55M 0.09%
18,375
-58,740
-76% -$4.99M
AVB icon
342
AvalonBay Communities
AVB
$26.8B
$1.55M 0.09%
8,399
+1,555
+23% +$314K
WY icon
343
Weyerhaeuser
WY
$17.2B
$1.55M 0.09%
54,129
-81,114
-60% -$2.76M
AQN icon
344
Algonquin Power & Utilities
AQN
$4.63B
$1.54M 0.09%
141,643
+74,649
+111% +$1.01M
DPZ icon
345
Domino's
DPZ
$11.4B
$1.54M 0.09%
4,974
+1,568
+46% +$595K
CBSH icon
346
Commerce Bancshares
CBSH
$8.49B
$1.54M 0.09%
28,338
+244
+0.9% +$13.9K
MKL icon
347
Markel Group
MKL
$25.2B
$1.54M 0.09%
1,421
+986
+227% +$1.2M
PPLI
348
People Inc
PPLI
$3.15B
$1.54M 0.09%
33,822
+27,995
+480% +$1.58M
FLG
349
Flagstar Bank National Association
FLG
$5.74B
$1.53M 0.09%
59,983
+54,440
+982% +$1.6M
EXP icon
350
Eagle Materials
EXP
$6.69B
$1.53M 0.09%
14,310
-6,739
-32% -$807K
12 13
14
15 16

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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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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.