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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
(-21%)
Cap. Flow
-$291M
Cap. Flow
% of AUM
-17.73%
Top 10 Holdings %
Top 10 Hldgs %
4.35%
Holding
1,432
New
196
Increased
495
Reduced
565
Closed
176
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$8.3M |
| 2 |
US Bancorp
USB
|
+$8.26M |
| 3 |
Sysco
SYY
|
+$5.67M |
| 4 |
Realty Income
O
|
+$5.32M |
| 5 |
Coca-Cola
KO
|
+$5.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Target
TGT
|
+$17.9M |
| 2 |
EA
Electronic Arts
EA
|
+$14M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$11M |
| 4 |
JPMorgan Chase
JPM
|
+$10.9M |
| 5 |
Amgen
AMGN
|
+$10.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.07% |
| 2 | Financials | 16.4% |
| 3 | Industrials | 13.1% |
| 4 | Healthcare | 13.06% |
| 5 | Consumer Discretionary | 11.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Alector
ALEC
$215M
| $1.46M | 0.09% |
154,590
+144,190
| +1,386% | +$1.56M |
|
377
First American
FAF
$7.26B
| $1.46M | 0.09% |
31,675
+7,383
| +30% | +$399K |
|
378
Kilroy Realty
KRC
$4B
| $1.46M | 0.09% |
34,604
-4,229
| -11% | -$213K |
|
379
Hancock Whitney
HWC
$5.98B
| $1.46M | 0.09% |
31,765
-20,654
| -39% | -$994K |
|
380
TE Connectivity
TEL
$58.5B
| $1.45M | 0.09% |
13,176
+4,951
| +60% | +$616K |
|
381
Sanmina
SANM
$10.5B
| $1.44M | 0.09% |
31,346
+15,888
| +103% | +$740K |
|
382
H&R Block
HRB
$5.56B
| $1.44M | 0.09% |
33,925
-127,003
| -79% | -$5.37M |
|
383
Pool Corp
POOL
$6.1B
| $1.44M | 0.09% |
4,533
+338
| +8% | +$121K |
|
384
Installed Building Products
IBP
$5.3B
| $1.44M | 0.09% |
17,765
+7,433
| +72% | +$688K |
|
385
Bio-Techne
TECH
$11.3B
| $1.44M | 0.09% |
20,248
+2,344
| +13% | +$203K |
|
386
Essent Group
ESNT
$6.1B
| $1.44M | 0.09% |
41,174
+2,718
| +7% | +$109K |
|
387
Restaurant Brands International
QSR
$26.1B
| $1.44M | 0.09% |
26,987
+11,123
| +70% | +$628K |
|
388
Green Brick Partners
GRBK
$2.85B
| $1.43M | 0.09% |
66,929
+54,327
| +431% | +$1.34M |
|
389
NCR Voyix
VYX
$982M
| $1.43M | 0.09% |
+122,685
| New | +$2.25M |
|
390
Harmony Biosciences
HRMY
$2.46B
| $1.43M | 0.09% |
+32,298
| New | +$1.58M |
|
391
CubeSmart
CUBE
$8.94B
| $1.43M | 0.09% |
35,651
+30,091
| +541% | +$1.36M |
|
392
American States Water
AWR
$3.46B
| $1.42M | 0.09% |
18,259
+14,555
| +393% | +$1.24M |
|
393
Granite Construction
GVA
$5.14B
| $1.42M | 0.09% |
+56,025
| New | +$1.65M |
|
394
Gray Television
GTN
$490M
| $1.42M | 0.09% |
99,259
-51,655
| -34% | -$947K |
|
395
Blackbaud
BLKB
$2.03B
| $1.42M | 0.09% |
+32,176
| New | +$1.73M |
|
396
PBF Energy
PBF
$9B
| $1.42M | 0.09% |
40,267
+13,731
| +52% | +$435K |
|
397
Bio-Rad Laboratories Class A
BIO
$10.1B
| $1.42M | 0.09% |
3,391
+2,693
| +386% | +$1.34M |
|
398
Dover
DOV
$25.4B
| $1.41M | 0.09% |
12,090
-7,005
| -37% | -$894K |
|
399
Pilgrim's Pride
PPC
$7.06B
| $1.4M | 0.09% |
60,987
-5,728
| -9% | -$166K |
|
400
Fortune Brands Innovations
FBIN
$4.72B
| $1.4M | 0.09% |
+30,541
| New | +$1.66M |
|
Similar funds
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CCP
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 19% a quarter earlier, followed by Financials and Industrials.
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.