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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
AYX
826
DELISTED
Alteryx Inc
AYX
$683K 0.04%
12,227
-1,128
-8% -$66.1K
GO icon
827
Grocery Outlet
GO
$932M
$681K 0.04%
+20,450
New +$831K
ALIT icon
828
Alight
ALIT
$520M
$680K 0.04%
4,639
+2,667
+135% +$412K
WTW icon
829
Willis Towers Watson
WTW
$28.6B
$680K 0.04%
3,382
-1,734
-34% -$358K
DVA icon
830
DaVita
DVA
$15.2B
$679K 0.04%
8,204
-11,728
-59% -$1.03M
IRTC icon
831
iRhythm Holdings
IRTC
$3.69B
$679K 0.04%
5,419
+3,448
+175% +$498K
VOYA icon
832
Voya Financial
VOYA
$8.98B
$679K 0.04%
11,215
-4,994
-31% -$305K
LPSN icon
833
LivePerson
LPSN
$20.8M
$676K 0.04%
4,781
-3,032
-39% -$581K
SRCL
834
DELISTED
Stericycle Inc
SRCL
$676K 0.04%
16,051
+3,764
+31% +$181K
VSTO
835
DELISTED
Vista Outdoor Inc.
VSTO
$676K 0.04%
27,781
-61,389
-69% -$1.75M
ADSK icon
836
Autodesk
ADSK
$47.7B
$675K 0.04%
3,613
-22,680
-86% -$4.58M
ATKR icon
837
Atkore
ATKR
$2.54B
$675K 0.04%
8,673
+2,121
+32% +$183K
GPI icon
838
Group 1 Automotive
GPI
$4.01B
$673K 0.04%
4,708
-5,238
-53% -$898K
TWNK
839
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$673K 0.04%
28,938
-3,975
-12% -$90.2K
LEA icon
840
Lear
LEA
$7.26B
$671K 0.04%
5,602
+79
+1% +$10.9K
GTES icon
841
Gates Industrial Corporation Ltd.
GTES
$6.72B
$670K 0.04%
68,636
+14,488
+27% +$164K
MP icon
842
MP Materials
MP
$7.68B
$668K 0.04%
24,472
-7,620
-24% -$249K
SNBR
843
DELISTED
Sleep Number
SNBR
$668K 0.04%
19,762
+914
+5% +$36.7K
AIMC
844
DELISTED
Altra Industrial Motion Corp
AIMC
$667K 0.04%
19,833
-4,150
-17% -$159K
CBU icon
845
Community Bank
CBU
$3.5B
$666K 0.04%
11,088
-1,478
-12% -$97.3K
VMC icon
846
Vulcan Materials
VMC
$36.9B
$666K 0.04%
4,226
-8,867
-68% -$1.44M
DHI icon
847
D.R. Horton
DHI
$41.3B
$663K 0.04%
9,849
-34,108
-78% -$2.51M
APA icon
848
APA Corp
APA
$12.3B
$658K 0.04%
19,255
-14,270
-43% -$510K
HAE icon
849
Haemonetics
HAE
$3.63B
$658K 0.04%
+8,883
New +$638K
IEX icon
850
IDEX
IEX
$16.6B
$658K 0.04%
3,293
+1,273
+63% +$257K
32 33
34
35 36

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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.