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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
AMKR icon
801
Amkor Technology
AMKR
$15B
$713K 0.04%
41,805
+11,451
+38% +$220K
SWIM icon
802
Latham Group
SWIM
$661M
$712K 0.04%
+198,443
New +$1.13M
WGO icon
803
Winnebago Industries
WGO
$879M
$712K 0.04%
+13,380
New +$777K
CHRD icon
804
Chord Energy
CHRD
$7.42B
$711K 0.04%
5,201
-1,348
-21% -$173K
AON icon
805
Aon
AON
$78.4B
$710K 0.04%
+2,651
New +$749K
AXON
806
Axon Enterprise
AXON
$42.4B
$710K 0.04%
6,131
-4,971
-45% -$563K
BAP icon
807
Credicorp
BAP
$31.1B
$710K 0.04%
5,779
-9,323
-62% -$1.19M
GPN icon
808
Global Payments
GPN
$23B
$710K 0.04%
6,573
+2,597
+65% +$320K
TROW icon
809
T. Rowe Price
TROW
$25.5B
$710K 0.04%
6,760
-3,364
-33% -$401K
CFG icon
810
Citizens Financial Group
CFG
$30.1B
$708K 0.04%
20,618
-31,401
-60% -$1.16M
EBS icon
811
Emergent Biosolutions
EBS
$378M
$706K 0.04%
33,648
+22,807
+210% +$635K
MTN icon
812
Vail Resorts
MTN
$5.28B
$699K 0.04%
3,241
-13,858
-81% -$3.15M
REG icon
813
Regency Centers
REG
$15.1B
$699K 0.04%
+12,980
New +$794K
IBM icon
814
IBM
IBM
$204B
$698K 0.04%
5,879
+1,452
+33% +$191K
COST icon
815
Costco
COST
$422B
$696K 0.04%
1,474
-3,964
-73% -$2.06M
GIII icon
816
G-III Apparel Group
GIII
$1.52B
$696K 0.04%
46,523
+16,957
+57% +$346K
WTFC icon
817
Wintrust Financial
WTFC
$10.7B
$695K 0.04%
8,525
-4,160
-33% -$353K
STRA icon
818
Strategic Education
STRA
$1.78B
$693K 0.04%
11,283
+3,030
+37% +$204K
FWRD icon
819
Forward Air
FWRD
$466M
$691K 0.04%
7,653
-5,547
-42% -$544K
HOLX
820
DELISTED
Hologic
HOLX
$690K 0.04%
10,687
-28,269
-73% -$1.96M
TT icon
821
Trane Technologies
TT
$107B
$689K 0.04%
+4,761
New +$711K
OMCL icon
822
Omnicell
OMCL
$1.89B
$686K 0.04%
7,887
+5,129
+186% +$539K
VLO icon
823
Valero Energy
VLO
$90.5B
$686K 0.04%
6,420
-13,796
-68% -$1.52M
PLAY icon
824
Dave & Buster's
PLAY
$363M
$683K 0.04%
22,026
+7,002
+47% +$262K
CNH
825
CNH Industrial
CNH
$13.7B
$683K 0.04%
61,146
+31,647
+107% +$381K
31 32
33
34 35

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BDF
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SCA
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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.