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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
CRNC icon
826
Cerence
CRNC
$416M
$580K 0.03%
+16,076
New +$791K
ESTC icon
827
Elastic
ESTC
$7.74B
$580K 0.03%
6,518
-129
-2% -$11.5K
NVCR icon
828
NovoCure
NVCR
$1.9B
$580K 0.03%
6,995
-18,907
-73% -$1.39M
CCEP icon
829
Coca-Cola Europacific Partners
CCEP
$47.9B
$579K 0.03%
11,912
-5,101
-30% -$273K
ED icon
830
Consolidated Edison
ED
$40B
$579K 0.03%
+6,114
New +$528K
CPB icon
831
Campbell Soup
CPB
$6.89B
$575K 0.03%
12,909
-100,435
-89% -$4.44M
PCTY icon
832
Paylocity
PCTY
$8.03B
$575K 0.03%
2,795
+608
+28% +$123K
NCNO icon
833
nCino
NCNO
$2.1B
$574K 0.03%
13,996
+3,219
+30% +$147K
PHR icon
834
Phreesia
PHR
$780M
$574K 0.03%
21,777
+8,185
+60% +$251K
FFIN icon
835
First Financial Bankshares
FFIN
$4.97B
$573K 0.03%
12,996
-14,536
-53% -$695K
GBX icon
836
The Greenbrier Companies
GBX
$1.46B
$572K 0.03%
11,097
-32,192
-74% -$1.45M
RHP icon
837
Ryman Hospitality Properties
RHP
$7.7B
$571K 0.03%
6,156
+1,161
+23% +$104K
SVC
838
Service Properties Trust
SVC
$1.06B
$570K 0.03%
12,910
-18,078
-58% -$787K
HLF icon
839
Herbalife
HLF
$1.27B
$569K 0.03%
18,732
+4,669
+33% +$183K
MANT
840
DELISTED
Mantech International Corp
MANT
$567K 0.03%
6,580
-52,946
-89% -$4.23M
POWI icon
841
Power Integrations
POWI
$3.59B
$564K 0.03%
6,085
-8,220
-57% -$717K
SBLK icon
842
Star Bulk Carriers
SBLK
$3.21B
$564K 0.03%
19,000
-37,171
-66% -$972K
BOH icon
843
Bank of Hawaii
BOH
$3.13B
$561K 0.03%
6,681
-2,070
-24% -$179K
PRTA icon
844
Prothena Corp
PRTA
$452M
$561K 0.03%
+15,348
New +$553K
SRE icon
845
Sempra
SRE
$55.4B
$561K 0.03%
6,670
+1,240
+23% +$89.1K
EQC
846
DELISTED
Equity Commonwealth
EQC
$561K 0.03%
19,874
-46,491
-70% -$1.24M
WAB icon
847
Wabtec
WAB
$49.5B
$560K 0.03%
5,827
+1,973
+51% +$183K
ATO icon
848
Atmos Energy
ATO
$28.9B
$557K 0.03%
+4,665
New +$509K
FRT icon
849
Federal Realty Investment Trust
FRT
$10.3B
$556K 0.03%
4,558
+910
+25% +$112K
CWT icon
850
California Water Service
CWT
$3.12B
$554K 0.03%
9,353
-21,270
-69% -$1.28M
32 33
34
35 36

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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 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.