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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
JJSF icon
951
J&J Snack Foods
JJSF
$1.46B
$531K 0.03%
+4,105
New +$583K
REZI icon
952
Resideo Technologies
REZI
$5.34B
$531K 0.03%
27,837
-18,205
-40% -$386K
HLI icon
953
Houlihan Lokey
HLI
$9.75B
$528K 0.03%
7,003
-3,359
-32% -$272K
CPB icon
954
Campbell Soup
CPB
$6.67B
$526K 0.03%
11,168
-24,873
-69% -$1.22M
PRGO icon
955
Perrigo
PRGO
$1.4B
$526K 0.03%
+14,764
New +$593K
HD icon
956
Home Depot
HD
$335B
$525K 0.03%
1,901
-25,872
-93% -$7.64M
SDGR icon
957
Schrodinger
SDGR
$1.14B
$525K 0.03%
21,027
+4,404
+26% +$129K
ACMR icon
958
ACM Research
ACMR
$5.53B
$524K 0.03%
+42,085
New +$684K
NTCT icon
959
NETSCOUT
NTCT
$2.86B
$521K 0.03%
16,650
-23,347
-58% -$764K
OXM icon
960
Oxford Industries
OXM
$602M
$521K 0.03%
+5,800
New +$561K
SYNA icon
961
Synaptics
SYNA
$4.55B
$521K 0.03%
5,265
-6,435
-55% -$798K
POST icon
962
Post Holdings
POST
$4.14B
$518K 0.03%
6,330
-1,245
-16% -$108K
ZBH icon
963
Zimmer Biomet
ZBH
$17.8B
$517K 0.03%
4,949
-15,195
-75% -$1.67M
CMP icon
964
Compass Minerals
CMP
$1.25B
$515K 0.03%
13,375
-21,953
-62% -$837K
RCI icon
965
Rogers Communications
RCI
$17.7B
$515K 0.03%
13,374
-13,187
-50% -$583K
BLMN icon
966
Bloomin' Brands
BLMN
$731M
$514K 0.03%
28,035
-123,120
-81% -$2.45M
FFIN icon
967
First Financial Bankshares
FFIN
$4.94B
$514K 0.03%
12,284
+3,078
+33% +$132K
APD icon
968
Air Products & Chemicals
APD
$65.2B
$511K 0.03%
2,196
-2,302
-51% -$570K
WEX icon
969
WEX
WEX
$6.17B
$510K 0.03%
4,016
+2,055
+105% +$323K
CHH icon
970
Choice Hotels
CHH
$5.15B
$509K 0.03%
4,647
-3,665
-44% -$420K
EXAS
971
DELISTED
Exact Sciences
EXAS
$508K 0.03%
15,647
-5,167
-25% -$213K
CHGG icon
972
Chegg
CHGG
$110M
$506K 0.03%
24,033
-111,092
-82% -$2.3M
ARI
973
Apollo Commercial Real Estate
ARI
$876M
$505K 0.03%
+60,893
New +$699K
CFR icon
974
Cullen/Frost Bankers
CFR
$10.3B
$505K 0.03%
3,819
+307
+9% +$40.3K
DOX icon
975
Amdocs
DOX
$5.64B
$505K 0.03%
6,362
-21,222
-77% -$1.8M
37 38
39
40 41

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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.