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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
-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
COF icon
26
Capital One
COF
$128B
$6.75M 0.38%
51,381
+418
+0.8% +$61K
CMCSA icon
27
Comcast
CMCSA
$85B
$6.68M 0.37%
142,717
+26,871
+23% +$1.29M
SYF icon
28
Synchrony
SYF
$24.7B
$6.44M 0.36%
185,036
+80,437
+77% +$3.37M
MSFT icon
29
Microsoft
MSFT
$3.45T
$6.39M 0.36%
20,718
-12,426
-37% -$3.74M
YUM icon
30
Yum! Brands
YUM
$41.8B
$6.38M 0.36%
53,792
+28,916
+116% +$3.56M
TRI icon
31
Thomson Reuters
TRI
$42.8B
$6.27M 0.35%
54,703
-14,375
-21% -$1.6M
JPM icon
32
JPMorgan Chase
JPM
$935B
$6.24M 0.35%
45,790
+6,626
+17% +$978K
UDR icon
33
UDR
UDR
$12.3B
$6.2M 0.35%
108,028
-17,403
-14% -$988K
BDX icon
34
Becton Dickinson
BDX
$45.6B
$6.09M 0.34%
23,485
-24,882
-51% -$6.41M
AMAT icon
35
Applied Materials
AMAT
$403B
$6M 0.34%
45,504
+18,989
+72% +$2.61M
DIS icon
36
Walt Disney
DIS
$167B
$5.78M 0.32%
42,129
+33,405
+383% +$4.83M
TGT icon
37
Target
TGT
$65.6B
$5.75M 0.32%
27,069
-30,772
-53% -$6.66M
XRAY icon
38
Dentsply Sirona
XRAY
$2.68B
$5.7M 0.32%
115,811
+50,796
+78% +$2.69M
TSN icon
39
Tyson Foods
TSN
$20.4B
$5.64M 0.32%
62,984
-2,234
-3% -$204K
TD icon
40
Toronto Dominion Bank
TD
$198B
$5.63M 0.31%
70,896
-124,867
-64% -$10.1M
MU icon
41
Micron Technology
MU
$930B
$5.59M 0.31%
71,770
+51,365
+252% +$4.38M
MOS icon
42
The Mosaic Company
MOS
$7.03B
$5.59M 0.31%
83,998
+16,987
+25% +$850K
KDP icon
43
Keurig Dr Pepper
KDP
$42.3B
$5.53M 0.31%
145,873
+41,366
+40% +$1.57M
CBRE icon
44
CBRE Group
CBRE
$42.5B
$5.45M 0.3%
59,531
-3,790
-6% -$369K
LUV icon
45
Southwest Airlines
LUV
$22B
$5.44M 0.3%
118,724
+12,520
+12% +$550K
BMY icon
46
Bristol-Myers Squibb
BMY
$133B
$5.42M 0.3%
74,150
-117,170
-61% -$7.87M
EXPD icon
47
Expeditors International
EXPD
$22B
$5.41M 0.3%
52,411
+29,192
+126% +$3.22M
B
48
Barrick Mining
B
$61.5B
$5.39M 0.3%
219,733
+102,174
+87% +$2.2M
CTSH icon
49
Cognizant
CTSH
$24.9B
$5.33M 0.3%
59,478
+56,244
+1,739% +$4.94M
BMO icon
50
Bank of Montreal
BMO
$126B
$5.08M 0.28%
43,052
-125,634
-74% -$14.6M
1
2
3 4 5

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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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.