We are live on ! Find out more
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
ECPG icon
701
Encore Capital Group
ECPG
$2.03B
$876K 0.05%
19,257
-2,848
-13% -$164K
ENVA icon
702
Enova International
ENVA
$6.27B
$874K 0.05%
+29,854
New +$1M
AVT icon
703
Avnet
AVT
$7.25B
$872K 0.05%
24,149
-18,607
-44% -$801K
X
704
DELISTED
US Steel
X
$872K 0.05%
48,109
+6,685
+16% +$143K
NFLX icon
705
Netflix
NFLX
$293B
$871K 0.05%
36,990
-212,500
-85% -$4.72M
UNVR
706
DELISTED
Univar Solutions Inc.
UNVR
$871K 0.05%
38,323
-25,009
-39% -$628K
AMG icon
707
Affiliated Managers Group
AMG
$9.61B
$870K 0.05%
7,777
+1,054
+16% +$132K
LCII icon
708
LCI Industries
LCII
$2.52B
$870K 0.05%
8,571
+863
+11% +$105K
CLVT icon
709
Clarivate
CLVT
$1.36B
$866K 0.05%
92,174
+42,380
+85% +$536K
CPRI icon
710
Capri Holdings
CPRI
$1.82B
$866K 0.05%
22,539
+15,589
+224% +$728K
PCAR icon
711
PACCAR
PCAR
$70.2B
$866K 0.05%
15,515
-75,787
-83% -$4.41M
LPLA icon
712
LPL Financial
LPLA
$26.5B
$862K 0.05%
3,944
+1,183
+43% +$252K
MLI icon
713
Mueller Industries
MLI
$14.2B
$862K 0.05%
+58,008
New +$902K
MAXR
714
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$860K 0.05%
45,949
+29,359
+177% +$721K
MHO icon
715
M/I Homes
MHO
$3.81B
$859K 0.05%
23,706
-22,701
-49% -$980K
MCY icon
716
Mercury Insurance
MCY
$6.01B
$857K 0.05%
30,153
+5,192
+21% +$188K
BAX icon
717
Baxter International
BAX
$12.1B
$856K 0.05%
15,902
-54,283
-77% -$3.27M
BERY
718
DELISTED
Berry Global Group, Inc.
BERY
$855K 0.05%
20,020
+8,521
+74% +$428K
ENTG icon
719
Entegris
ENTG
$19.2B
$854K 0.05%
10,289
+7,899
+331% +$771K
BMI icon
720
Badger Meter
BMI
$3.71B
$851K 0.05%
+9,215
New +$855K
ALRM icon
721
Alarm.com
ALRM
$2.65B
$849K 0.05%
13,092
+9,034
+223% +$620K
STX icon
722
Seagate
STX
$185B
$846K 0.05%
15,891
+10,342
+186% +$747K
COLD icon
723
Americold
COLD
$4.17B
$841K 0.05%
34,191
+26,562
+348% +$803K
DXC icon
724
DXC Technology
DXC
$1.68B
$841K 0.05%
34,353
-8,236
-19% -$226K
SKX
725
DELISTED
Skechers
SKX
$835K 0.05%
+26,335
New +$986K
27 28
29
30 31

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.