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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
ASO icon
526
Academy Sports + Outdoors
ASO
$3.09B
$1.14M 0.07%
27,006
+18,357
+212% +$804K
MMM icon
527
3M
MMM
$91.9B
$1.14M 0.07%
12,330
-54,761
-82% -$6.01M
CMG icon
528
Chipotle Mexican Grill
CMG
$42.6B
$1.14M 0.07%
37,800
-9,050
-19% -$281K
SRPT icon
529
Sarepta Therapeutics
SRPT
$1.68B
$1.14M 0.07%
10,272
-7,512
-42% -$757K
DE icon
530
Deere & Co
DE
$169B
$1.13M 0.07%
3,395
-2,169
-39% -$743K
CALY
531
Callaway Golf Company
CALY
$3.28B
$1.13M 0.07%
+58,774
New +$1.3M
LOPE icon
532
Grand Canyon Education
LOPE
$3.84B
$1.13M 0.07%
13,738
+5,937
+76% +$514K
MSCI icon
533
MSCI
MSCI
$41.5B
$1.12M 0.07%
2,662
-502
-16% -$230K
MNRO icon
534
Monro
MNRO
$529M
$1.12M 0.07%
25,822
+2,579
+11% +$122K
PCH
535
DELISTED
PotlatchDeltic
PCH
$1.12M 0.07%
27,291
-53,762
-66% -$2.47M
CALM icon
536
Cal-Maine
CALM
$4.2B
$1.12M 0.07%
20,085
-19,566
-49% -$1.07M
EQR icon
537
Equity Residential
EQR
$25.2B
$1.11M 0.07%
16,593
+8,044
+94% +$595K
BF.B icon
538
Brown-Forman Class B
BF.B
$12.6B
$1.11M 0.07%
16,708
+6,088
+57% +$443K
JELD icon
539
JELD-WEN Holding
JELD
$99.9M
$1.11M 0.07%
+126,811
New +$1.66M
WEC icon
540
WEC Energy
WEC
$37.1B
$1.11M 0.07%
12,409
+1,607
+15% +$164K
ADI icon
541
Analog Devices
ADI
$181B
$1.11M 0.07%
7,961
-16,477
-67% -$2.61M
TREX icon
542
Trex
TREX
$4.57B
$1.11M 0.07%
25,222
-3,337
-12% -$179K
PRU icon
543
Prudential Financial
PRU
$42.3B
$1.11M 0.07%
12,895
-17,489
-58% -$1.68M
JHG
544
DELISTED
Janus Henderson
JHG
$1.1M 0.07%
54,345
+30,903
+132% +$747K
AGR
545
DELISTED
Avangrid, Inc.
AGR
$1.1M 0.07%
26,438
+20,447
+341% +$981K
IFF icon
546
International Flavors & Fragrances
IFF
$19.5B
$1.1M 0.07%
12,106
-14,769
-55% -$1.69M
TOL icon
547
Toll Brothers
TOL
$14.1B
$1.1M 0.07%
26,154
+1,295
+5% +$60K
HIW icon
548
Highwoods Properties
HIW
$3.73B
$1.09M 0.07%
40,620
+18,954
+87% +$612K
MTD icon
549
Mettler-Toledo International
MTD
$27B
$1.09M 0.07%
1,008
+192
+24% +$239K
HUN icon
550
Huntsman Corp
HUN
$2.06B
$1.09M 0.07%
44,404
-27,505
-38% -$773K
20 21
22
23 24

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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 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.