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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
(-34%)
Cap. Flow
-$739M
Cap. Flow
% of AUM
-41.33%
Top 10 Holdings %
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$16M |
| 2 |
Home Depot
HD
|
+$12.8M |
| 3 |
BNY
Bank of New York Mellon
BNY
|
+$11.1M |
| 4 |
IBM
IBM
|
+$10.9M |
| 5 |
Abbott
ABT
|
+$10.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$24M |
| 2 |
Texas Instruments
TXN
|
+$21.1M |
| 3 |
Analog Devices
ADI
|
+$16.8M |
| 4 |
Medtronic
MDT
|
+$16.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
976
Vishay Intertechnology
VSH
$5.41B
| $425K | 0.02% |
21,688
-25,115
| -54% | -$506K |
|
977
PENN Entertainment
PENN
$2.71B
| $423K | 0.02% |
9,960
-15
| -0.2% | -$686 |
|
978
O-I Glass
OI
$1.11B
| $422K | 0.02% |
32,052
-78,522
| -71% | -$1.02M |
|
|
BECN
979
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $419K | 0.02% |
7,063
+273
| +4% | +$15.6K |
|
980
Zurn Elkay Water Solutions
ZWS
$8.57B
| $418K | 0.02% |
11,800
-9,716
| -45% | -$323K |
|
981
Cognex
CGNX
$11.5B
| $416K | 0.02% |
5,387
-22,411
| -81% | -$1.53M |
|
|
IBTX
982
DELISTED
Independent Bank Group, Inc.
IBTX
| $415K | 0.02% |
+5,834
| New | +$444K |
|
983
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.21B
| $413K | 0.02% |
8,712
+754
| +9% | +$33.7K |
|
984
NMI Holdings
NMIH
$3.37B
| $413K | 0.02% |
20,006
-28,136
| -58% | -$657K |
|
|
ACCD
985
DELISTED
Accolade Inc
ACCD
| $412K | 0.02% |
23,451
-42,108
| -64% | -$775K |
|
986
CareDx
CDNA
$2.38B
| $411K | 0.02% |
11,101
+4,940
| +80% | +$193K |
|
987
Ironwood Pharmaceuticals
IRWD
$703M
| $411K | 0.02% |
32,643
-243,323
| -88% | -$2.79M |
|
988
Glacier Bancorp
GBCI
$6.37B
| $410K | 0.02% |
+8,159
| New | +$441K |
|
989
Macerich
MAC
$6.9B
| $410K | 0.02% |
26,209
-4,388
| -14% | -$70.3K |
|
990
PennyMac Financial
PFSI
$4.02B
| $410K | 0.02% |
7,698
-43,489
| -85% | -$2.63M |
|
|
PSB
991
DELISTED
PS Business Parks, Inc.
PSB
| $410K | 0.02% |
2,442
-1,027
| -30% | -$169K |
|
992
SITE Centers
SITC
$164M
| $407K | 0.02% |
31,227
-72,916
| -70% | -$888K |
|
993
Targa Resources
TRGP
$56.3B
| $407K | 0.02% |
5,390
-10,040
| -65% | -$634K |
|
994
Alector
ALEC
$195M
| $404K | 0.02% |
+28,362
| New | +$449K |
|
995
S&P Global
SPGI
$121B
| $404K | 0.02% |
985
-1,930
| -66% | -$786K |
|
996
RLJ Lodging Trust
RLJ
$1.76B
| $401K | 0.02% |
28,482
-7,506
| -21% | -$106K |
|
997
nVent Electric
NVT
$27B
| $400K | 0.02% |
11,498
+3,093
| +37% | +$108K |
|
998
Stratasys
SSYS
$774M
| $400K | 0.02% |
15,737
-13,069
| -45% | -$315K |
|
999
Empire State Realty Trust
ESRT
$836M
| $398K | 0.02% |
40,507
-209,194
| -84% | -$1.97M |
|
1000
WaFd
WAFD
$2.75B
| $397K | 0.02% |
12,104
-47,557
| -80% | -$1.67M |
|
Similar funds
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SCA
IC
WFA
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RIG
CCP
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.