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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
POWI icon
426
Power Integrations
POWI
$3.53B
$1.33M 0.08%
20,762
+874
+4% +$65.4K
RAMP icon
427
LiveRamp
RAMP
$2.3B
$1.33M 0.08%
73,079
+43,934
+151% +$1.02M
WDC icon
428
Western Digital
WDC
$172B
$1.33M 0.08%
53,890
-6,214
-10% -$206K
PENG
429
Penguin Solutions Inc
PENG
$2.69B
$1.32M 0.08%
83,518
-19,802
-19% -$361K
CNXC icon
430
Concentrix
CNXC
$1.5B
$1.32M 0.08%
11,821
-1,100
-9% -$141K
CSL icon
431
Carlisle Companies
CSL
$13.8B
$1.32M 0.08%
4,704
-2,770
-37% -$794K
MAR icon
432
Marriott International
MAR
$101B
$1.32M 0.08%
9,402
-22,422
-70% -$3.43M
GMS
433
DELISTED
GMS Inc
GMS
$1.31M 0.08%
32,781
-53,031
-62% -$2.54M
TTEK icon
434
Tetra Tech
TTEK
$8.28B
$1.31M 0.08%
51,010
+41,510
+437% +$1.16M
CVE icon
435
Cenovus Energy
CVE
$52.3B
$1.31M 0.08%
+85,216
New +$1.51M
SUM
436
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$1.31M 0.08%
55,601
+28,158
+103% +$756K
WM icon
437
Waste Management
WM
$95.5B
$1.31M 0.08%
8,171
-15,009
-65% -$2.48M
AAPL icon
438
Apple
AAPL
$4.95T
$1.31M 0.08%
9,459
-13,946
-60% -$2.19M
WHR icon
439
Whirlpool
WHR
$2.44B
$1.3M 0.08%
+9,666
New +$1.54M
GE icon
440
GE Aerospace
GE
$375B
$1.3M 0.08%
33,768
-23,160
-41% -$1.02M
BCO icon
441
Brink's
BCO
$4.86B
$1.3M 0.08%
26,842
+23,455
+693% +$1.31M
PKG icon
442
Packaging Corp of America
PKG
$22.5B
$1.3M 0.08%
11,554
-19,204
-62% -$2.6M
A icon
443
Agilent Technologies
A
$38.9B
$1.29M 0.08%
10,633
-10,988
-51% -$1.41M
GIS icon
444
General Mills
GIS
$19.5B
$1.29M 0.08%
16,848
-20,007
-54% -$1.53M
HOPE icon
445
Hope Bancorp
HOPE
$1.77B
$1.29M 0.08%
+101,971
New +$1.48M
EMN icon
446
Eastman Chemical
EMN
$7.74B
$1.29M 0.08%
18,108
+13,995
+340% +$1.26M
LZB icon
447
La-Z-Boy
LZB
$1.62B
$1.29M 0.08%
56,999
-48,728
-46% -$1.29M
OPTU
448
Optimum Communications Inc
OPTU
$298M
$1.28M 0.08%
220,451
+148,133
+205% +$1.42M
TRV icon
449
Travelers Companies
TRV
$81.4B
$1.28M 0.08%
8,385
-3,623
-30% -$589K
PHM icon
450
Pultegroup
PHM
$24.9B
$1.28M 0.08%
34,198
-14,609
-30% -$614K
16 17
18
19 20

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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.