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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
Cap. Flow
-$739M
Cap. Flow %
-41.33%
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$16M
2
HD icon
Home Depot
HD
+$12.8M
3
BNY
Bank of New York Mellon
BNY
+$11.1M
4
IBM icon
IBM
IBM
+$10.9M
5
ABT icon
Abbott
ABT
+$10.8M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$24M
2
TXN icon
Texas Instruments
TXN
+$21.1M
3
ADI icon
Analog Devices
ADI
+$16.8M
4
MDT icon
Medtronic
MDT
+$16.2M
5
CNI icon
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
DELL icon
51
Dell
DELL
$277B
$5.01M 0.28%
99,811
-54,374
-35% -$3.04M
EL icon
52
Estee Lauder
EL
$30.6B
$5M 0.28%
18,361
+11,277
+159% +$3.39M
DAL icon
53
Delta Air Lines
DAL
$60.2B
$4.98M 0.28%
125,813
-2,608
-2% -$102K
CHTR icon
54
Charter Communications
CHTR
$17.2B
$4.91M 0.27%
9,001
+3,631
+68% +$2.13M
MAS icon
55
Masco
MAS
$14.7B
$4.91M 0.27%
96,217
+46,762
+95% +$2.78M
TFC icon
56
Truist Financial
TFC
$63.4B
$4.84M 0.27%
85,353
+5,835
+7% +$360K
EA icon
57
Electronic Arts
EA
$53B
$4.74M 0.26%
37,440
-1,062
-3% -$138K
NOW icon
58
ServiceNow
NOW
$118B
$4.56M 0.25%
40,930
+26,040
+175% +$2.92M
KMB icon
59
Kimberly-Clark
KMB
$35.7B
$4.52M 0.25%
36,719
-20,824
-36% -$2.75M
AWK icon
60
American Water Works
AWK
$26.1B
$4.52M 0.25%
27,284
+10,837
+66% +$1.72M
CI icon
61
Cigna
CI
$74.5B
$4.45M 0.25%
18,578
+820
+5% +$192K
HZNP
62
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$4.38M 0.24%
41,632
-14,474
-26% -$1.41M
BMRN icon
63
BioMarin Pharmaceuticals
BMRN
$11.6B
$4.36M 0.24%
56,605
+33,629
+146% +$2.81M
O icon
64
Realty Income
O
$59.2B
$4.35M 0.24%
62,721
-30,494
-33% -$2.07M
C icon
65
Citigroup
C
$224B
$4.3M 0.24%
80,492
-100,682
-56% -$6.22M
GS icon
66
Goldman Sachs
GS
$303B
$4.23M 0.24%
12,819
+8,566
+201% +$3.03M
ALK icon
67
Alaska Air
ALK
$5.6B
$4.17M 0.23%
71,873
-35,311
-33% -$1.93M
ARE icon
68
Alexandria Real Estate Equities
ARE
$9.24B
$4.15M 0.23%
20,607
-11,802
-36% -$2.3M
HAS icon
69
Hasbro
HAS
$12.9B
$4.12M 0.23%
50,343
+36,084
+253% +$3.38M
KHC icon
70
Kraft Heinz
KHC
$31.3B
$4.1M 0.23%
104,142
+41,726
+67% +$1.56M
VRSN icon
71
VeriSign
VRSN
$27B
$4.07M 0.23%
18,286
-11,896
-39% -$2.59M
PNC icon
72
PNC Financial Services
PNC
$100B
$4.05M 0.23%
21,957
+3,944
+22% +$797K
CFG icon
73
Citizens Financial Group
CFG
$30.7B
$4.02M 0.22%
88,690
+34,780
+65% +$1.79M
CF icon
74
CF Industries
CF
$18.2B
$3.98M 0.22%
38,603
-36,312
-48% -$2.93M
OTEX icon
75
Open Text
OTEX
$6.34B
$3.97M 0.22%
93,645
-36,946
-28% -$1.64M
1 2
3
4 5

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CA
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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.