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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
HSY icon
26
Hershey
HSY
$35.4B
$4.92M 0.3%
22,298
-16,072
-42% -$3.6M
HCA icon
27
HCA Healthcare
HCA
$84.8B
$4.89M 0.3%
26,601
-15,994
-38% -$3.19M
ISRG icon
28
Intuitive Surgical
ISRG
$121B
$4.78M 0.29%
25,494
+19,821
+349% +$4.26M
MCD icon
29
McDonald's
MCD
$188B
$4.66M 0.28%
20,215
+15,578
+336% +$3.98M
AVGO icon
30
Broadcom
AVGO
$1.82T
$4.59M 0.28%
103,330
-14,510
-12% -$741K
MSGS icon
31
Madison Square Garden
MSGS
$9.54B
$4.57M 0.28%
33,459
+19,688
+143% +$3.06M
STE icon
32
Steris
STE
$20.9B
$4.54M 0.28%
27,320
+16,228
+146% +$3.3M
NKE icon
33
Nike
NKE
$61.9B
$4.48M 0.27%
53,862
-37,140
-41% -$4M
FITB
34
Fifth Third Bancorp
FITB
$52B
$4.47M 0.27%
139,786
+22,454
+19% +$774K
WRK
35
DELISTED
WestRock Company
WRK
$4.42M 0.27%
143,094
+82,411
+136% +$3.26M
NOW icon
36
ServiceNow
NOW
$102B
$4.39M 0.27%
58,105
+40,335
+227% +$3.63M
BNY
37
Bank of New York Mellon
BNY
$108B
$4.39M 0.27%
113,855
-23,706
-17% -$1.01M
NDAQ icon
38
Nasdaq
NDAQ
$51.5B
$4.35M 0.27%
76,820
+13,706
+22% +$806K
SLF icon
39
Sun Life Financial
SLF
$45.6B
$4.35M 0.26%
109,346
-22,902
-17% -$1.03M
CL icon
40
Colgate-Palmolive
CL
$72.6B
$4.33M 0.26%
61,568
+40,204
+188% +$3.15M
CINF icon
41
Cincinnati Financial
CINF
$28.3B
$4.32M 0.26%
48,178
+43,180
+864% +$4.45M
BDX icon
42
Becton Dickinson
BDX
$43.1B
$4.31M 0.26%
19,335
+9,212
+91% +$2.29M
CSCO icon
43
Cisco
CSCO
$450B
$4.28M 0.26%
106,969
-10,648
-9% -$472K
UPS icon
44
United Parcel Service
UPS
$97.6B
$4.21M 0.26%
26,088
+14,127
+118% +$2.67M
COR icon
45
Cencora
COR
$60.3B
$4.14M 0.25%
30,569
-9,275
-23% -$1.33M
PG icon
46
Procter & Gamble
PG
$343B
$4.11M 0.25%
32,564
-12,774
-28% -$1.81M
MA icon
47
Mastercard
MA
$477B
$4.08M 0.25%
14,363
+8,332
+138% +$2.76M
SEE
48
DELISTED
Sealed Air
SEE
$4.01M 0.24%
90,010
+68,915
+327% +$3.78M
ALK icon
49
Alaska Air
ALK
$5.15B
$3.95M 0.24%
101,005
+60,373
+149% +$2.65M
VFC icon
50
VF Corp
VFC
$6.68B
$3.92M 0.24%
131,232
+24,307
+23% +$1.05M
1
2
3 4 5

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SCA
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WFA
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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.