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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
PIPR icon
1001
Piper Sandler
PIPR
$5.15B
$470K 0.03%
+17,948
New +$523K
BSY icon
1002
Bentley Systems
BSY
$10.2B
$468K 0.03%
15,306
-2,109
-12% -$77.1K
BXP icon
1003
Boston Properties
BXP
$11B
$468K 0.03%
6,236
-17,606
-74% -$1.5M
CRM icon
1004
Salesforce
CRM
$142B
$468K 0.03%
3,251
-49,732
-94% -$8.43M
GBX icon
1005
The Greenbrier Companies
GBX
$1.56B
$467K 0.03%
19,248
-19,399
-50% -$584K
BFH icon
1006
Bread Financial
BFH
$4.29B
$466K 0.03%
14,818
-49,676
-77% -$1.95M
DRH icon
1007
Diamondrock Hospitality Co
DRH
$2.64B
$466K 0.03%
62,074
+40,707
+191% +$359K
SGRY icon
1008
Surgery Partners
SGRY
$1.98B
$466K 0.03%
19,906
-5,710
-22% -$182K
MMS icon
1009
Maximus
MMS
$3.2B
$465K 0.03%
8,035
-7,032
-47% -$438K
LLY icon
1010
Eli Lilly
LLY
$1.07T
$464K 0.03%
1,434
-6,799
-83% -$2.15M
SHO icon
1011
Sunstone Hotel Investors
SHO
$2.2B
$464K 0.03%
49,275
-805
-2% -$8.7K
ABG icon
1012
Asbury Automotive
ABG
$4.22B
$463K 0.03%
3,066
-10,694
-78% -$1.82M
IT icon
1013
Gartner
IT
$9.87B
$461K 0.03%
1,665
-4,006
-71% -$1.12M
AGO icon
1014
Assured Guaranty
AGO
$3.78B
$460K 0.03%
9,502
-3,628
-28% -$195K
LNG icon
1015
Cheniere Energy
LNG
$53.6B
$459K 0.03%
2,768
-7,245
-72% -$1.1M
EXLS icon
1016
EXL Service
EXLS
$4.36B
$458K 0.03%
+15,525
New +$507K
CGNX icon
1017
Cognex
CGNX
$10.2B
$457K 0.03%
11,026
-69,688
-86% -$3.16M
EQT icon
1018
EQT Corp
EQT
$32.5B
$453K 0.03%
11,123
-14,648
-57% -$635K
ATR icon
1019
AptarGroup
ATR
$8.51B
$448K 0.03%
4,717
-5,830
-55% -$607K
RH icon
1020
RH
RH
$3.4B
$447K 0.03%
1,815
-2,305
-56% -$622K
GDEN
1021
DELISTED
Golden Entertainment
GDEN
$445K 0.03%
+12,766
New +$510K
ESTC icon
1022
Elastic
ESTC
$6.37B
$444K 0.03%
+6,183
New +$492K
FELE icon
1023
Franklin Electric
FELE
$4.66B
$442K 0.03%
5,414
+1,282
+31% +$109K
BECN
1024
DELISTED
Beacon Roofing Supply, Inc.
BECN
$440K 0.03%
8,042
+1,980
+33% +$112K
IDA icon
1025
Idacorp
IDA
$8.2B
$439K 0.03%
4,430
+463
+12% +$50.5K
39 40
41
42 43

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RHBC
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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.