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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
LUMN icon
351
Lumen
LUMN
$6.45B
$1.53M 0.09%
210,403
+63,747
+43% +$649K
TER icon
352
Teradyne
TER
$52.4B
$1.53M 0.09%
+20,378
New +$1.86M
EQC
353
DELISTED
Equity Commonwealth
EQC
$1.53M 0.09%
62,683
-40,482
-39% -$1.09M
DT icon
354
Dynatrace
DT
$12.7B
$1.52M 0.09%
43,736
-4,663
-10% -$180K
ELS icon
355
Equity Lifestyle Properties
ELS
$12.6B
$1.52M 0.09%
24,199
+2,426
+11% +$174K
ADM icon
356
Archer Daniels Midland
ADM
$40.1B
$1.52M 0.09%
18,887
+3,196
+20% +$263K
EG icon
357
Everest Group
EG
$15.4B
$1.52M 0.09%
5,782
-2,570
-31% -$695K
DELL icon
358
Dell
DELL
$276B
$1.51M 0.09%
44,314
-30,411
-41% -$1.28M
NDSN icon
359
Nordson
NDSN
$16.6B
$1.51M 0.09%
7,122
+911
+15% +$204K
CP icon
360
Canadian Pacific Kansas City
CP
$81.1B
$1.51M 0.09%
+22,601
New +$1.71M
PH icon
361
Parker-Hannifin
PH
$124B
$1.51M 0.09%
6,223
+3,086
+98% +$835K
UNFI icon
362
United Natural Foods
UNFI
$2.97B
$1.5M 0.09%
43,766
+20,483
+88% +$872K
AIG icon
363
American International
AIG
$42B
$1.5M 0.09%
31,652
-105,207
-77% -$5.53M
AMED
364
DELISTED
Amedisys
AMED
$1.5M 0.09%
15,484
+9,628
+164% +$1.15M
RNR icon
365
RenaissanceRe
RNR
$13.7B
$1.5M 0.09%
10,677
+4,332
+68% +$601K
GNTX icon
366
Gentex
GNTX
$4.88B
$1.5M 0.09%
62,692
-29,032
-32% -$797K
PNR icon
367
Pentair
PNR
$10.2B
$1.49M 0.09%
36,754
+11,573
+46% +$537K
AVTR icon
368
Avantor
AVTR
$8.03B
$1.49M 0.09%
76,140
+53,672
+239% +$1.44M
NXPI icon
369
NXP Semiconductors
NXPI
$67.6B
$1.48M 0.09%
10,033
-61,378
-86% -$10.3M
MSA icon
370
Mine Safety
MSA
$6.78B
$1.48M 0.09%
13,537
+1,229
+10% +$151K
AMH icon
371
American Homes 4 Rent
AMH
$12B
$1.48M 0.09%
44,989
+9,165
+26% +$331K
UMBF icon
372
UMB Financial
UMBF
$10.7B
$1.47M 0.09%
17,482
+15,015
+609% +$1.36M
EFX icon
373
Equifax
EFX
$20.8B
$1.47M 0.09%
8,593
-1,866
-18% -$366K
WAL icon
374
Western Alliance Bancorporation
WAL
$9.04B
$1.47M 0.09%
22,337
-5,480
-20% -$415K
ZIP icon
375
ZipRecruiter
ZIP
$346M
$1.47M 0.09%
+88,814
New +$1.55M
13 14
15
16 17

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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.