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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 | |
|---|---|---|---|---|---|---|
601
Lumen
LUMN
$6.48B
| $903K | 0.05% |
80,121
-42,526
| -35% | -$487K |
|
602
BlackLine
BL
$1.74B
| $901K | 0.05% |
12,306
-10,947
| -47% | -$885K |
|
603
Itron
ITRI
$4.5B
| $900K | 0.05% |
17,093
-11,267
| -40% | -$630K |
|
604
Performance Food Group
PFGC
$18B
| $899K | 0.05% |
17,651
+12,656
| +253% | +$620K |
|
605
Wyndham Hotels & Resorts
WH
$5.5B
| $899K | 0.05% |
10,616
-8,600
| -45% | -$732K |
|
|
PPBI
606
DELISTED
Pacific Premier Bancorp
PPBI
| $894K | 0.05% |
25,297
-7,949
| -24% | -$309K |
|
607
Armstrong World Industries
AWI
$7.88B
| $892K | 0.05% |
9,905
+4,990
| +102% | +$483K |
|
608
Avista
AVA
$3.27B
| $891K | 0.05% |
19,744
+11,699
| +145% | +$515K |
|
609
National Fuel Gas
NFG
$7.65B
| $891K | 0.05% |
12,971
+5,265
| +68% | +$333K |
|
610
Raymond James Financial
RJF
$34.2B
| $885K | 0.05% |
8,050
-38,703
| -83% | -$4.1M |
|
|
CIM
611
Chimera Investment
CIM
$1.01B
| $882K | 0.05% |
24,410
-40,882
| -63% | -$1.63M |
|
612
DuPont de Nemours
DD
$19.6B
| $881K | 0.05% |
9,539
+2,318
| +32% | +$226K |
|
613
Omnicom Group
OMC
$23.4B
| $879K | 0.05% |
10,361
-6,803
| -40% | -$547K |
|
614
RenaissanceRe
RNR
$13.4B
| $878K | 0.05% |
5,536
+1,126
| +26% | +$175K |
|
615
Lamar Advertising Co
LAMR
$16.2B
| $877K | 0.05% |
7,546
-9,028
| -54% | -$1.01M |
|
616
Denali Therapeutics
DNLI
$3.9B
| $875K | 0.05% |
27,200
+17,389
| +177% | +$598K |
|
617
Lennox International
LII
$15.2B
| $875K | 0.05% |
3,394
-3,072
| -48% | -$843K |
|
618
Domo
DOMO
$183M
| $872K | 0.05% |
17,251
-50,060
| -74% | -$2.28M |
|
619
Suncor Energy
SU
$70.7B
| $872K | 0.05% |
+26,756
| New | +$794K |
|
620
Texas Roadhouse
TXRH
$13.7B
| $872K | 0.05% |
10,411
+7,970
| +327% | +$682K |
|
621
Associated Banc-Corp
ASB
$5.9B
| $871K | 0.05% |
38,271
-17,091
| -31% | -$414K |
|
622
Repay Holdings
RPAY
$325M
| $870K | 0.05% |
58,897
-2,717
| -4% | -$44.9K |
|
623
Invitation Homes
INVH
$18.1B
| $866K | 0.05% |
21,552
+9,368
| +77% | +$384K |
|
624
Louisiana-Pacific
LPX
$5.46B
| $866K | 0.05% |
13,948
-1,392
| -9% | -$96K |
|
625
Churchill Downs
CHDN
$6.06B
| $863K | 0.05% |
7,786
+5,962
| +327% | +$655K |
|
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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.