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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
MKC icon
51
McCormick & Company Non-Voting
MKC
$13.4B
$3.88M 0.24%
54,434
-24,906
-31% -$2.09M
QCOM icon
52
Qualcomm
QCOM
$176B
$3.87M 0.24%
34,210
+25,753
+305% +$3.54M
TFC icon
53
Truist Financial
TFC
$63.2B
$3.86M 0.24%
88,629
+40,704
+85% +$1.96M
BNS icon
54
Scotiabank
BNS
$106B
$3.84M 0.23%
80,651
-101,186
-56% -$5.78M
FAST icon
55
Fastenal
FAST
$54B
$3.82M 0.23%
166,086
-6,844
-4% -$173K
ODFL icon
56
Old Dominion Freight Line
ODFL
$48.5B
$3.8M 0.23%
30,566
+19,768
+183% +$2.73M
WFC icon
57
Wells Fargo
WFC
$261B
$3.78M 0.23%
94,010
+41,949
+81% +$1.8M
MOS icon
58
The Mosaic Company
MOS
$7.09B
$3.74M 0.23%
77,440
+27,037
+54% +$1.4M
DAL icon
59
Delta Air Lines
DAL
$55.9B
$3.74M 0.23%
133,298
-71,750
-35% -$2.28M
DFS
60
DELISTED
Discover Financial Services
DFS
$3.63M 0.22%
39,946
+22,503
+129% +$2.28M
VIRT icon
61
Virtu Financial
VIRT
$5.2B
$3.62M 0.22%
174,391
+91,958
+112% +$2.11M
PM icon
62
Philip Morris
PM
$301B
$3.59M 0.22%
43,281
+18,811
+77% +$1.79M
LH icon
63
Labcorp
LH
$24.3B
$3.59M 0.22%
20,407
+14,928
+272% +$3.06M
PFE icon
64
Pfizer
PFE
$140B
$3.59M 0.22%
82,063
-7,292
-8% -$354K
DBX icon
65
Dropbox
DBX
$6.81B
$3.58M 0.22%
172,836
+35,841
+26% +$803K
TXN icon
66
Texas Instruments
TXN
$255B
$3.57M 0.22%
23,070
+9,317
+68% +$1.56M
EW icon
67
Edwards Lifesciences
EW
$47.6B
$3.55M 0.22%
42,944
+39,367
+1,101% +$3.79M
WPC icon
68
W.P. Carey
WPC
$17.1B
$3.53M 0.21%
51,578
+42,421
+463% +$3.47M
CPRT icon
69
Copart
CPRT
$25.9B
$3.48M 0.21%
130,960
+74,824
+133% +$2.23M
OTEX icon
70
Open Text
OTEX
$5.43B
$3.47M 0.21%
131,221
+65,800
+101% +$2.32M
TSN icon
71
Tyson Foods
TSN
$20.2B
$3.46M 0.21%
52,437
+9,045
+21% +$715K
AWK icon
72
American Water Works
AWK
$26.3B
$3.41M 0.21%
26,168
-34,662
-57% -$5.22M
DLTR icon
73
Dollar Tree
DLTR
$23.1B
$3.32M 0.2%
24,396
+12,117
+99% +$1.89M
CAH icon
74
Cardinal Health
CAH
$53.4B
$3.31M 0.2%
49,614
-3,007
-6% -$191K
ROL icon
75
Rollins
ROL
$18.6B
$3.29M 0.2%
95,025
+66,555
+234% +$2.4M
1 2
3
4 5

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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
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WFA
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CA
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RIG
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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.