ACM

AlphaCrest Capital Management Portfolio holdings

AUM $1.64B

1-Year Est. Return 23.4%

2022 Q3 2022 Q2 2022 Q1 2021 Q4 2021 Q3 2021 Q2 2021 Q1 2020 Q4 2020 Q3 2020 Q2 2020 Q1 2019 Q4 2019 Q3 2019 Q2 2019 Q1 2018 Q4

This Quarter Est. Return

1 Year Est. Return

-23.4%

3 Year Est. Return

5 Year Est. Return

10 Year Est. Return

AUM

$1.64B

AUM Growth

-$431M (-21%)

Cap. Flow

Cap. Flow % of AUM

Top 10 Holdings % Top 10 Hldgs %

Holding

1,432

New

Increased

Reduced

Closed

Top Buys

1		+$7.19M
2		+$6.94M
3		+$4.82M
4	Coca-Cola KO	+$4.76M
5	Realty Income O	+$4.49M

Top Sells

1		+$16.6M
2		+$12.8M
3		+$10.8M
4	JPMorgan Chase JPM	+$9.91M
5	Amgen AMGN	+$9.63M

Sector Composition

1	Technology	17.04%
2	Financials	16.14%
3	Healthcare	13.06%
4	Industrials	12.86%
5	Consumer Discretionary	11.58%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal
76	76 AT&T T $176B	$3.27M	0.2%	+212,810
77	77 Norfolk Southern NSC $63.7B	$3.26M	0.2%	15,531 +7,959
78	78 Dolby DLB $6.48B	$3.23M	0.2%	+49,518
79	79 W.W. Grainger GWW $46.1B	$3.23M	0.2%	6,592 +1,519
80	80 Humana HUM $35B	$3.22M	0.2%	6,630 +2,620
81	81 Digital Realty Trust DLR $59.8B	$3.21M	0.2%	32,381 +9,759
82	82 CVS Health CVS $103B	$3.19M	0.19%	33,472 -76,498
83	83 NetApp NTAP $23.5B	$3.19M	0.19%	51,590 -8,931
84	84 Ironwood Pharmaceuticals IRWD $265M	$3.17M	0.19%	306,494 +130,780
85	85 Tractor Supply TSCO $29.9B	$3.17M	0.19%	85,225 +62,365
86	86 BCE BCE $22.3B	$3.16M	0.19%	75,382 -159,682
87	87 Bankunited BKU $2.77B	$3.16M	0.19%	92,398 +45,182
88	88 TripAdvisor TRIP $1.87B	$3.14M	0.19%	142,375 +6,871
89	89 Yum! Brands YUM $40.6B	$3.13M	0.19%	29,459 +1,438
90	90 Advanced Micro Devices AMD $381B	$3.13M	0.19%	49,327 -6,093
91	91 Lamb Weston LW $9.08B	$3.12M	0.19%	+40,372
92	92 Corning GLW $73.5B	$3.12M	0.19%	107,444 -27,503
93	93 CDW CDW $20.8B	$3.1M	0.19%	19,873 +9,343
94	94 Caterpillar CAT $244B	$3.09M	0.19%	18,816 -17,788
95	95 IQVIA IQV $37.4B	$3.09M	0.19%	17,042 +15,047
96	96 Veeva Systems VEEV $47.8B	$3.07M	0.19%	18,624 +5,733
97	97 Abbott ABT $220B	$3.06M	0.19%	31,617 -42,944
98	98 Synopsys SNPS $84.7B	$3.04M	0.19%	9,955 +2,674
99	99 Neurocrine Biosciences NBIX $14.2B	$3.03M	0.18%	28,555 +851
100	100 AGNC Investment AGNC $10.8B	$3.03M	0.18%	360,116 +218,797