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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
KNX icon
551
Knight Transportation
KNX
$11.5B
$1.08M 0.07%
22,143
-12,220
-36% -$626K
BALL icon
552
Ball Corp
BALL
$17.2B
$1.08M 0.07%
22,391
+16,541
+283% +$1.02M
DGX icon
553
Quest Diagnostics
DGX
$25.6B
$1.08M 0.07%
8,807
-4,483
-34% -$590K
ROIC
554
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.08M 0.07%
78,496
+17,532
+29% +$289K
MUSA icon
555
Murphy USA
MUSA
$11.3B
$1.08M 0.07%
3,926
-14,113
-78% -$3.95M
CSTM icon
556
Constellium
CSTM
$4.02B
$1.08M 0.07%
106,288
+65,915
+163% +$873K
BCC icon
557
Boise Cascade
BCC
$2.75B
$1.08M 0.07%
18,095
-18,139
-50% -$1.17M
CCL icon
558
Carnival Corporation Ltd
CCL
$37.1B
$1.08M 0.07%
153,055
+128,758
+530% +$1.25M
CBRE icon
559
CBRE Group
CBRE
$42.1B
$1.07M 0.07%
15,902
+4,055
+34% +$321K
FNB icon
560
FNB Corp
FNB
$6.71B
$1.07M 0.07%
92,376
+38,347
+71% +$455K
CTLT
561
DELISTED
CATALENT, INC.
CTLT
$1.07M 0.07%
14,818
+11,632
+365% +$1.16M
WRB icon
562
W.R. Berkley
WRB
$28.1B
$1.07M 0.07%
24,855
-75,924
-75% -$3.3M
HLT icon
563
Hilton Worldwide
HLT
$75.3B
$1.07M 0.07%
8,864
-65,945
-88% -$8.34M
PATK icon
564
Patrick Industries
PATK
$2.81B
$1.07M 0.07%
36,578
+13,326
+57% +$484K
SSTK icon
565
Shutterstock
SSTK
$216M
$1.07M 0.07%
21,317
+356
+2% +$20.4K
PYPL icon
566
PayPal
PYPL
$49.5B
$1.07M 0.07%
12,387
-58,957
-83% -$5.23M
WTRG icon
567
Essential Utilities
WTRG
$11.2B
$1.06M 0.06%
25,682
+21,307
+487% +$1.03M
AGCO icon
568
AGCO
AGCO
$8.71B
$1.06M 0.06%
11,041
+4,421
+67% +$460K
EPR icon
569
EPR Properties
EPR
$4.85B
$1.06M 0.06%
29,552
+12,244
+71% +$578K
KEY icon
570
KeyCorp
KEY
$24.1B
$1.06M 0.06%
66,107
-47,511
-42% -$851K
UFPI icon
571
UFP Industries
UFPI
$4.98B
$1.06M 0.06%
14,682
+9,421
+179% +$749K
REXR icon
572
Rexford Industrial Realty
REXR
$8.63B
$1.06M 0.06%
20,311
+2,127
+12% +$132K
LSXMA
573
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$1.05M 0.06%
37,551
-86,044
-70% -$2.55M
HZO icon
574
MarineMax
HZO
$799M
$1.05M 0.06%
+35,167
New +$1.32M
NOG icon
575
Northern Oil and Gas
NOG
$2.21B
$1.05M 0.06%
+38,211
New +$1.08M
21 22
23
24 25

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SCA
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WFA
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CA
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RIG
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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.