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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
DNB
926
DELISTED
Dun & Bradstreet
DNB
$566K 0.03%
45,662
-2,235
-5% -$33.2K
JLL icon
927
Jones Lang LaSalle
JLL
$15.5B
$566K 0.03%
3,749
-2,626
-41% -$458K
AZEK
928
DELISTED
The AZEK Co
AZEK
$564K 0.03%
33,918
+18,194
+116% +$346K
THC icon
929
Tenet Healthcare
THC
$21B
$562K 0.03%
10,902
-2,119
-16% -$126K
TU icon
930
Telus
TU
$16.2B
$562K 0.03%
28,315
-129,495
-82% -$2.89M
BSX icon
931
Boston Scientific
BSX
$67.6B
$560K 0.03%
14,449
+3,085
+27% +$124K
FND icon
932
Floor & Decor
FND
$5.99B
$559K 0.03%
+7,956
New +$639K
RL icon
933
Ralph Lauren
RL
$22.6B
$557K 0.03%
6,563
+1,947
+42% +$183K
SON icon
934
Sonoco
SON
$5.8B
$557K 0.03%
9,823
+1,901
+24% +$117K
OSK icon
935
Oshkosh
OSK
$9.66B
$556K 0.03%
7,906
-8,571
-52% -$697K
ENTA icon
936
Enanta Pharmaceuticals
ENTA
$370M
$555K 0.03%
+10,700
New +$625K
MTZ icon
937
MasTec
MTZ
$26.6B
$555K 0.03%
+8,736
New +$676K
WBD icon
938
Warner Bros
WBD
$63.4B
$555K 0.03%
48,270
-49,768
-51% -$676K
HBI
939
DELISTED
Hanesbrands
HBI
$554K 0.03%
79,597
+56,769
+249% +$557K
EXC icon
940
Exelon
EXC
$48.2B
$553K 0.03%
14,755
-13,699
-48% -$606K
B
941
Barrick Mining
B
$62.6B
$547K 0.03%
35,304
-127,483
-78% -$2.01M
AQUA
942
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$546K 0.03%
16,510
+8,856
+116% +$321K
INDB icon
943
Independent Bank
INDB
$4.03B
$545K 0.03%
7,309
-14,073
-66% -$1.14M
AEL
944
DELISTED
American Equity Investment Life Holding Company
AEL
$545K 0.03%
+14,622
New +$549K
KR icon
945
Kroger
KR
$35.5B
$541K 0.03%
12,377
-8,270
-40% -$393K
STNE icon
946
StoneCo
STNE
$2.65B
$541K 0.03%
56,766
-103,998
-65% -$996K
ATO icon
947
Atmos Energy
ATO
$29.7B
$539K 0.03%
5,292
-4,741
-47% -$543K
APPS icon
948
Digital Turbine
APPS
$1.04B
$538K 0.03%
+37,365
New +$714K
AFL icon
949
Aflac
AFL
$64.4B
$534K 0.03%
9,503
-23,746
-71% -$1.4M
CUZ icon
950
Cousins Properties
CUZ
$5.28B
$532K 0.03%
22,777
+10,750
+89% +$304K
36 37
38
39 40

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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.