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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 |
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 | 17.02% |
| 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 | |
|---|---|---|---|---|---|---|
401
VeriSign
VRSN
$24.8B
| $1.4M | 0.09% |
8,064
-1,692
| -17% | -$313K |
|
|
ANSS
402
DELISTED
Ansys
ANSS
| $1.4M | 0.09% |
6,316
-1,919
| -23% | -$490K |
|
|
403
Bristol-Myers Squibb
BMY
$128B
| $1.4M | 0.09% |
19,687
-152,044
| -89% | -$11M |
|
404
RLI Corp
RLI
$5.88B
| $1.4M | 0.09% |
27,342
+5,250
| +24% | +$294K |
|
405
Motorola Solutions
MSI
$70.3B
| $1.4M | 0.09% |
6,246
+55
| +0.9% | +$13K |
|
406
Starbucks
SBUX
$118B
| $1.4M | 0.09% |
16,569
+241
| +1% | +$20.5K |
|
407
Cathay General Bancorp
CATY
$4.18B
| $1.4M | 0.09% |
36,279
+28,073
| +342% | +$1.17M |
|
|
IPG
408
DELISTED
Interpublic Group of Companies
IPG
| $1.4M | 0.09% |
54,487
+1,080
| +2% | +$30.6K |
|
409
CarGurus
CARG
$3.15B
| $1.39M | 0.08% |
98,370
+52,656
| +115% | +$1.07M |
|
410
Worthington Enterprises
WOR
$2.79B
| $1.39M | 0.08% |
59,234
+8,329
| +16% | +$255K |
|
411
Korn Ferry
KFY
$4.13B
| $1.39M | 0.08% |
29,537
-36,466
| -55% | -$2.15M |
|
412
Flowserve
FLS
$9.29B
| $1.38M | 0.08% |
+56,880
| New | +$1.72M |
|
413
Sunrun
RUN
$2.38B
| $1.38M | 0.08% |
50,001
+28,456
| +132% | +$885K |
|
414
BioMarin Pharmaceuticals
BMRN
$11.6B
| $1.38M | 0.08% |
16,264
-6,954
| -30% | -$619K |
|
415
Middlesex Water
MSEX
$1.05B
| $1.37M | 0.08% |
17,781
+10,757
| +153% | +$963K |
|
416
Wabtec
WAB
$50.8B
| $1.37M | 0.08% |
16,855
+10,507
| +166% | +$928K |
|
417
Delek US
DK
$3.95B
| $1.37M | 0.08% |
50,417
+19,816
| +65% | +$523K |
|
418
Old Republic International
ORI
$10.5B
| $1.37M | 0.08% |
65,380
-105,041
| -62% | -$2.36M |
|
419
CoStar Group
CSGP
$11.9B
| $1.37M | 0.08% |
19,622
+7,786
| +66% | +$541K |
|
420
CF Industries
CF
$18.4B
| $1.36M | 0.08% |
14,186
-50,653
| -78% | -$4.94M |
|
421
APi Group
APG
$17.3B
| $1.36M | 0.08% |
154,032
+64,159
| +71% | +$684K |
|
|
XM
422
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
| $1.36M | 0.08% |
133,242
-24,432
| -15% | -$304K |
|
423
First Industrial Realty Trust
FR
$8.81B
| $1.35M | 0.08% |
30,242
-4,130
| -12% | -$209K |
|
|
MNTV
424
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $1.35M | 0.08% |
232,609
+123,414
| +113% | +$959K |
|
425
Sonic Automotive
SAH
$3.25B
| $1.34M | 0.08% |
30,928
-89,094
| -74% | -$4.04M |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
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 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.