We are live on ! Find out more
ACM

AlphaCrest Capital Management Portfolio holdings

AUM $1.64B
1-Year Est. Return 23.4%
This Fund
S&P 500
This Quarter Est. Return
-6.25%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.79B
AUM Growth
-$903M
Cap. Flow
-$739M
Cap. Flow %
-41.33%
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$16M
2
HD icon
Home Depot
HD
+$12.8M
3
BNY
Bank of New York Mellon
BNY
+$11.1M
4
IBM icon
IBM
IBM
+$10.9M
5
ABT icon
Abbott
ABT
+$10.8M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$24M
2
TXN icon
Texas Instruments
TXN
+$21.1M
3
ADI icon
Analog Devices
ADI
+$16.8M
4
MDT icon
Medtronic
MDT
+$16.2M
5
CNI icon
Canadian National Railway
CNI
+$15.1M

Sector Composition

Rank Sector Weight
1 Technology 17.96%
2 Financials 16.76%
3 Healthcare 15.07%
4 Consumer Discretionary 11.47%
5 Industrials 11.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NSIT icon
376
Insight Enterprises
NSIT
$4.51B
$1.45M 0.08%
+13,504
New +$1.37M
ILMN icon
377
Illumina
ILMN
$29.3B
$1.45M 0.08%
4,255
-3,636
-46% -$1.23M
CATY icon
378
Cathay General Bancorp
CATY
$4.26B
$1.44M 0.08%
32,270
+6,141
+24% +$283K
SLGN icon
379
Silgan Holdings
SLGN
$4.39B
$1.44M 0.08%
31,212
-17,000
-35% -$737K
CNH
380
CNH Industrial
CNH
$17.4B
$1.44M 0.08%
90,760
+52,664
+138% +$819K
MDT icon
381
Medtronic
MDT
$110B
$1.44M 0.08%
12,964
-153,135
-92% -$16.2M
SRCL
382
DELISTED
Stericycle Inc
SRCL
$1.43M 0.08%
24,303
+20,362
+517% +$1.18M
STZ icon
383
Constellation Brands
STZ
$22.6B
$1.43M 0.08%
6,210
-8,169
-57% -$1.89M
STOR
384
DELISTED
STORE Capital Corporation
STOR
$1.43M 0.08%
48,895
+12,392
+34% +$382K
HPQ icon
385
HP
HPQ
$25.8B
$1.42M 0.08%
39,226
-95,538
-71% -$3.53M
SYY icon
386
Sysco
SYY
$40.4B
$1.42M 0.08%
17,442
+7,179
+70% +$580K
NXPI icon
387
NXP Semiconductors
NXPI
$58.4B
$1.42M 0.08%
7,679
+5,012
+188% +$988K
ROP icon
388
Roper Technologies
ROP
$39.3B
$1.42M 0.08%
3,003
-4,163
-58% -$1.87M
SAH icon
389
Sonic Automotive
SAH
$2.68B
$1.42M 0.08%
33,363
-55,089
-62% -$2.71M
DBRG icon
390
DigitalBridge
DBRG
$2.95B
$1.42M 0.08%
49,132
+1,757
+4% +$51.2K
AIZ icon
391
Assurant
AIZ
$14.7B
$1.41M 0.08%
7,751
-4,166
-35% -$682K
BKE icon
392
Buckle
BKE
$2.36B
$1.41M 0.08%
42,645
+20,303
+91% +$752K
DLB icon
393
Dolby
DLB
$5.71B
$1.4M 0.08%
17,869
-6,187
-26% -$498K
CIEN icon
394
Ciena
CIEN
$57.2B
$1.4M 0.08%
23,021
+6,439
+39% +$421K
MCK icon
395
McKesson
MCK
$102B
$1.39M 0.08%
4,552
-12,588
-73% -$3.42M
WLY icon
396
John Wiley & Sons Class A
WLY
$2.72B
$1.39M 0.08%
26,235
+7,283
+38% +$382K
ORLY icon
397
O'Reilly Automotive
ORLY
$76.2B
$1.39M 0.08%
30,405
-46,365
-60% -$2.07M
TFX icon
398
Teleflex
TFX
$6.15B
$1.38M 0.08%
3,886
-1,523
-28% -$501K
COTY icon
399
Coty
COTY
$2.39B
$1.38M 0.08%
152,901
-30,865
-17% -$275K
MRK icon
400
Merck
MRK
$317B
$1.37M 0.08%
16,747
-103,272
-86% -$8.14M
14 15
16
17 18

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

AlphaCrest Capital Management's Q1 2022 Portfolio in Review

As of Q1 2022, AlphaCrest Capital Management held 1,474 positions worth $1.79B, down 34% from $2.69B the previous quarter. Its ten largest holdings account for 7.9% of the portfolio.

AlphaCrest Capital Management withdrew a net $739M in Q1 2022, closing 254 positions and reducing 671 holdings. Its most notable exit was Texas Instruments, an estimated $21.1M position sold in full.

By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 20% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in Mattel worth $2.32M.

  • AlphaCrest Capital Management's largest Q1 2022 buy was Mattel: 104,291 shares worth $2.32M.
  • AlphaCrest Capital Management added most to Lowe's Companies in Q1 2022, an estimated $16M increase.
  • AlphaCrest Capital Management's biggest Q1 2022 reduction was Oracle, cutting an estimated $24M.
  • AlphaCrest Capital Management fully exited Texas Instruments in Q1 2022, selling an estimated $21.1M.
  • AlphaCrest Capital Management's ten largest holdings make up 7.9% of its $1.79B portfolio in Q1 2022.
  • AlphaCrest Capital Management opened 124 new positions and closed 254 in Q1 2022.
  • AlphaCrest Capital Management's portfolio value fell 34% quarter-over-quarter to $1.79B.

Based on AlphaCrest Capital Management's 13F filing for Q1 2022, filed 12 May 2022.