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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
(-34%)
Cap. Flow
-$739M
Cap. Flow
% of AUM
-41.33%
Top 10 Holdings %
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$16M |
| 2 |
Home Depot
HD
|
+$12.8M |
| 3 |
BNY
Bank of New York Mellon
BNY
|
+$11.1M |
| 4 |
IBM
IBM
|
+$10.9M |
| 5 |
Abbott
ABT
|
+$10.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$24M |
| 2 |
Texas Instruments
TXN
|
+$21.1M |
| 3 |
Analog Devices
ADI
|
+$16.8M |
| 4 |
Medtronic
MDT
|
+$16.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
576
Ford
F
$55.9B
| $936K | 0.05% |
55,337
-94,965
| -63% | -$1.81M |
|
577
Rithm Capital
RITM
$5.71B
| $935K | 0.05% |
85,123
+8,351
| +11% | +$88.5K |
|
|
AVID
578
DELISTED
Avid Technology Inc
AVID
| $935K | 0.05% |
+26,823
| New | +$832K |
|
579
LyondellBasell Industries
LYB
$19.6B
| $934K | 0.05% |
9,085
+321
| +4% | +$32K |
|
580
Gibraltar Industries
ROCK
$1.51B
| $934K | 0.05% |
+21,752
| New | +$1.15M |
|
581
Curtiss-Wright
CW
$26.1B
| $933K | 0.05% |
6,215
+1,558
| +33% | +$222K |
|
|
VIVO
582
DELISTED
Meridian Bioscience Inc
VIVO
| $933K | 0.05% |
+35,958
| New | +$855K |
|
583
East-West Bancorp
EWBC
$18.1B
| $932K | 0.05% |
11,790
-11,097
| -48% | -$937K |
|
584
Eagle Materials
EXP
$6.55B
| $932K | 0.05% |
7,260
-2,073
| -22% | -$294K |
|
585
McDonald's
MCD
$195B
| $931K | 0.05% |
3,763
-28,436
| -88% | -$7.08M |
|
586
Ziff Davis
ZD
$2B
| $930K | 0.05% |
9,606
-6,576
| -41% | -$674K |
|
587
QuidelOrtho
QDEL
$874M
| $929K | 0.05% |
8,258
+4,544
| +122% | +$484K |
|
588
Frontdoor
FTDR
$6.55B
| $928K | 0.05% |
31,100
-27,100
| -47% | -$903K |
|
589
Rambus
RMBS
$11.1B
| $928K | 0.05% |
29,099
+7,303
| +34% | +$202K |
|
590
AGCO
AGCO
$7.29B
| $919K | 0.05% |
6,295
-2,681
| -30% | -$339K |
|
591
Marriott Vacations Worldwide
VAC
$4.27B
| $918K | 0.05% |
5,819
-4,975
| -46% | -$800K |
|
592
Fastly Inc
FSLY
$3.6B
| $915K | 0.05% |
52,628
+36,802
| +233% | +$859K |
|
593
SPS Commerce
SPSC
$2.63B
| $915K | 0.05% |
6,974
-1,805
| -21% | -$226K |
|
|
MRSH
594
Marsh
MRSH
$91.3B
| $913K | 0.05% |
5,360
-7,324
| -58% | -$1.15M |
|
595
Essex Property Trust
ESS
$18.5B
| $912K | 0.05% |
2,641
-3,847
| -59% | -$1.28M |
|
596
Trex
TREX
$4.98B
| $912K | 0.05% |
13,961
+2,538
| +22% | +$226K |
|
597
8x8 Inc
EGHT
$339M
| $909K | 0.05% |
72,200
-22,536
| -24% | -$312K |
|
598
Voya Financial
VOYA
$9.17B
| $906K | 0.05% |
13,656
+4,398
| +48% | +$300K |
|
|
DCT
599
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
| $906K | 0.05% |
40,947
-16,792
| -29% | -$401K |
|
600
Twilio
TWLO
$38.4B
| $905K | 0.05% |
5,494
+1,895
| +53% | +$345K |
|
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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.