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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
PWR icon
651
Quanta Services
PWR
$93.1B
$941K 0.06%
7,385
+5,033
+214% +$688K
VRNT
652
DELISTED
Verint Systems
VRNT
$941K 0.06%
28,031
-30,318
-52% -$1.32M
DOCU
653
DocuSign
DOCU
$10.1B
$940K 0.06%
17,582
-874
-5% -$54.8K
IR icon
654
Ingersoll Rand
IR
$33.1B
$938K 0.06%
21,691
+7,551
+53% +$356K
LNTH icon
655
Lantheus
LNTH
$7.03B
$933K 0.06%
13,270
-2,855
-18% -$216K
ANET icon
656
Arista Networks
ANET
$215B
$932K 0.06%
33,028
-274,484
-89% -$7.92M
NEE icon
657
NextEra Energy
NEE
$185B
$932K 0.06%
11,886
+5,788
+95% +$491K
WTS icon
658
Watts Water Technologies
WTS
$11.5B
$931K 0.06%
7,408
+4,994
+207% +$678K
EPC icon
659
Edgewell Personal Care
EPC
$1.28B
$930K 0.06%
24,878
-7,490
-23% -$292K
MED icon
660
Medifast
MED
$110M
$930K 0.06%
+8,578
New +$1.23M
VAL icon
661
Valaris
VAL
$5.43B
$930K 0.06%
+18,997
New +$911K
NOMD icon
662
Nomad Foods
NOMD
$1.67B
$929K 0.06%
65,436
-61,316
-48% -$1.1M
RCUS icon
663
Arcus Biosciences
RCUS
$3.5B
$929K 0.06%
35,523
-90,711
-72% -$2.4M
UGI icon
664
UGI
UGI
$7.91B
$928K 0.06%
28,717
-37,952
-57% -$1.5M
BRX icon
665
Brixmor Property Group
BRX
$9.93B
$926K 0.06%
50,115
-6,775
-12% -$146K
RF icon
666
Regions Financial
RF
$26.2B
$926K 0.06%
46,136
-40,247
-47% -$850K
FHI icon
667
Federated Hermes
FHI
$4.5B
$925K 0.06%
27,914
+19,416
+228% +$663K
TJX icon
668
TJX Companies
TJX
$173B
$924K 0.06%
14,875
-27,854
-65% -$1.75M
CWEN icon
669
Clearway Energy Class C
CWEN
$5B
$923K 0.06%
+28,984
New +$1.07M
OZK icon
670
Bank OZK
OZK
$5.5B
$923K 0.06%
23,328
+1,383
+6% +$55.6K
WERN icon
671
Werner Enterprises
WERN
$2.42B
$922K 0.06%
24,533
-14,160
-37% -$577K
PINC
672
DELISTED
Premier
PINC
$919K 0.06%
27,081
-51,316
-65% -$1.87M
GL icon
673
Globe Life
GL
$13.5B
$918K 0.06%
9,208
+2,684
+41% +$269K
SITE icon
674
SiteOne Landscape Supply
SITE
$4.49B
$909K 0.06%
8,727
+5,706
+189% +$715K
GEN icon
675
Gen Digital
GEN
$16.1B
$906K 0.06%
44,981
-70,201
-61% -$1.62M
25 26
27
28 29

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SCA
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IC
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WFA
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CA
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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.