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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
SLG icon
501
SL Green Realty
SLG
$3.83B
$1.18M 0.07%
29,470
+7,419
+34% +$345K
SSYS icon
502
Stratasys
SSYS
$700M
$1.18M 0.07%
82,141
+61,303
+294% +$1.09M
CI icon
503
Cigna
CI
$77B
$1.18M 0.07%
4,256
-1,093
-20% -$308K
PGNY icon
504
Progyny
PGNY
$2.47B
$1.18M 0.07%
+31,862
New +$1.19M
HRL icon
505
Hormel Foods
HRL
$14.3B
$1.18M 0.07%
25,924
-26,238
-50% -$1.27M
BBY icon
506
Best Buy
BBY
$18.6B
$1.18M 0.07%
18,560
-53,686
-74% -$3.98M
CVI icon
507
CVR Energy
CVI
$3.43B
$1.18M 0.07%
40,565
+23,728
+141% +$748K
DOOR
508
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$1.17M 0.07%
+16,468
New +$1.37M
FIS icon
509
Fidelity National Information Services
FIS
$22.3B
$1.17M 0.07%
15,522
-26,153
-63% -$2.44M
UHS icon
510
Universal Health Services
UHS
$9.64B
$1.17M 0.07%
13,300
-7,325
-36% -$757K
OC icon
511
Owens Corning
OC
$11.6B
$1.17M 0.07%
14,898
-7,245
-33% -$609K
STAA icon
512
STAAR Surgical
STAA
$1.14B
$1.17M 0.07%
16,583
+12,783
+336% +$1.09M
CB icon
513
Chubb
CB
$139B
$1.17M 0.07%
6,420
-19,722
-75% -$3.75M
MSM icon
514
MSC Industrial Direct
MSM
$7.07B
$1.17M 0.07%
16,001
-7,464
-32% -$588K
AIZ icon
515
Assurant
AIZ
$13.7B
$1.16M 0.07%
7,989
-2,357
-23% -$385K
SF
516
Stifel
SF
$12.5B
$1.16M 0.07%
33,521
+14,226
+74% +$560K
ACI icon
517
Albertsons Companies
ACI
$5.57B
$1.16M 0.07%
46,636
+5,997
+15% +$164K
ITRI icon
518
Itron
ITRI
$3.76B
$1.15M 0.07%
27,372
+16,571
+153% +$825K
BHF icon
519
Brighthouse Financial
BHF
$3.63B
$1.15M 0.07%
26,532
-18,959
-42% -$863K
HPQ icon
520
HP
HPQ
$24.3B
$1.15M 0.07%
46,242
+14,367
+45% +$441K
WAFD icon
521
WaFd
WAFD
$2.69B
$1.15M 0.07%
38,374
-25,470
-40% -$825K
ESS icon
522
Essex Property Trust
ESS
$18.7B
$1.15M 0.07%
4,731
-10,469
-69% -$2.83M
RDN icon
523
Radian Group
RDN
$5.18B
$1.15M 0.07%
59,390
+26,064
+78% +$555K
DXCM icon
524
DexCom
DXCM
$28.3B
$1.14M 0.07%
14,154
-4,430
-24% -$375K
SHOP icon
525
Shopify
SHOP
$165B
$1.14M 0.07%
42,308
+30,000
+244% +$1.02M
19 20
21
22 23

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SCA
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WFA
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CA
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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.