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

$2.07B

AUM Growth

+$283M (+16%)

Cap. Flow

Cap. Flow % of AUM

Top 10 Holdings % Top 10 Hldgs %

Holding

1,421

New

Increased

Reduced

Closed

Top Buys

1		+$13.7M
2		+$12M
3		+$11.3M
4	Electronic Arts EA	+$11M
5	NXP Semiconductors NXPI	+$9.43M

Top Sells

1		+$12.5M
2		+$11.8M
3		+$10.8M
4	Colgate-Palmolive CL	+$9.56M
5	Morgan Stanley MS	+$9.27M

Sector Composition

1	Technology	18.55%
2	Financials	15.32%
3	Healthcare	13.31%
4	Industrials	11.69%
5	Consumer Discretionary	10.91%

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
326	326 Virtu Financial VIRT $2.84B	$1.93M	0.09%	82,433 -2,901
327	ZUO 327 DELISTED Zuora, Inc. ZUO	$1.93M	0.09%	215,258 +112,203
328	328 BioMarin Pharmaceuticals BMRN $10.5B	$1.92M	0.09%	23,218 -33,387
329	329 Halozyme HALO $7.74B	$1.92M	0.09%	43,731 +18,714
330	330 Penske Automotive Group PAG $10.9B	$1.92M	0.09%	18,327 +15,400
331	331 CGI GIB $19.5B	$1.92M	0.09%	24,083 -20,592
332	332 GFL Environmental GFL $16.6B	$1.92M	0.09%	74,310 +62,979
333	333 WaFd WAFD $2.33B	$1.92M	0.09%	63,844 +51,740
334	334 Camden Property Trust CPT $11.2B	$1.91M	0.09%	14,229 +2,157
335	335 Dollar Tree DLTR $20.2B	$1.91M	0.09%	+12,279
336	336 Equifax EFX $28.6B	$1.91M	0.09%	10,459 +5,407
337	337 Dynatrace DT $15.2B	$1.91M	0.09%	48,399 +35,422
338	338 Healthpeak Properties DOC $13B	$1.9M	0.09%	73,433 +29,291
339	339 Mastercard MA $519B	$1.9M	0.09%	6,031 -2,805
340	340 Hain Celestial HAIN $130M	$1.9M	0.09%	80,049 +61,460
341	341 Snap-on SNA $17.9B	$1.9M	0.09%	9,620 +4,606
342	342 Ulta Beauty ULTA $23.2B	$1.89M	0.09%	4,909 +2,326
343	343 Taylor Morrison TMHC $5.9B	$1.89M	0.09%	80,895 -59,127
344	AAWW 344 DELISTED Atlas Air Worldwide Holdings, Inc. AAWW	$1.89M	0.09%	30,599 +11,671
345	345 Integra LifeSciences IART $1.26B	$1.89M	0.09%	34,900 +457
346	346 GoodRx Holdings GDRX $1.37B	$1.88M	0.09%	317,178 +231,592
347	347 Humana HUM $35B	$1.88M	0.09%	4,010 +1,507
348	348 OneMain Financial OMF $6.79B	$1.88M	0.09%	50,213 +17,666
349	349 BorgWarner BWA $9.52B	$1.87M	0.09%	63,774 +39,119
350	350 Northern Trust NTRS $23.8B	$1.87M	0.09%	19,404 +3,018