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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
(-21%)
Cap. Flow
-$291M
Cap. Flow
% of AUM
-17.73%
Top 10 Holdings %
Top 10 Hldgs %
4.35%
Holding
1,432
New
196
Increased
495
Reduced
565
Closed
176
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
American Tower
AMT
|
+$8.3M |
| 2 |
US Bancorp
USB
|
+$8.26M |
| 3 |
Sysco
SYY
|
+$5.67M |
| 4 |
Realty Income
O
|
+$5.32M |
| 5 |
Coca-Cola
KO
|
+$5.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Target
TGT
|
+$17.9M |
| 2 |
Electronic Arts
EA
|
+$14M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$11M |
| 4 |
JPMorgan Chase
JPM
|
+$10.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1076
Allstate
ALL
$67.3B
| $376K | 0.02% |
3,016
-6,978
| -70% | -$867K |
|
1077
PagSeguro Digital
PAGS
$2.62B
| $373K | 0.02% |
28,218
-31,412
| -53% | -$419K |
|
|
FOLD
1078
DELISTED
Amicus Therapeutics
FOLD
| $372K | 0.02% |
+35,652
| New | +$397K |
|
1079
Globant
GLOB
$1.41B
| $372K | 0.02% |
+1,990
| New | +$410K |
|
1080
SITE Centers
SITC
$232M
| $371K | 0.02% |
+44,409
| New | +$465K |
|
1081
RB Global
RBA
$21.7B
| $368K | 0.02% |
5,884
-29,754
| -83% | -$2.02M |
|
1082
Brunswick
BC
$5.24B
| $367K | 0.02% |
+5,608
| New | +$421K |
|
|
FL
1083
DELISTED
Foot Locker
FL
| $366K | 0.02% |
11,750
-65,449
| -85% | -$2.09M |
|
|
PMT
1084
PennyMac Mortgage Investment
PMT
$839M
| $365K | 0.02% |
31,000
-173,742
| -85% | -$2.54M |
|
1085
Repligen
RGEN
$7.39B
| $365K | 0.02% |
1,950
-2,106
| -52% | -$444K |
|
|
GTLS
1086
DELISTED
Chart Industries
GTLS
| $363K | 0.02% |
+1,967
| New | +$365K |
|
1087
Lattice Semiconductor
LSCC
$16.8B
| $363K | 0.02% |
7,380
-1,856
| -20% | -$103K |
|
1088
Vornado Realty Trust
VNO
$7.43B
| $361K | 0.02% |
15,587
-11,632
| -43% | -$324K |
|
1089
Stanley Black & Decker
SWK
$14.6B
| $360K | 0.02% |
4,792
-2,742
| -36% | -$264K |
|
1090
Black Hills Corp
BKH
$5.68B
| $358K | 0.02% |
5,287
-21,994
| -81% | -$1.65M |
|
1091
Comstock Resources
CRK
$3.82B
| $358K | 0.02% |
20,680
-32,974
| -61% | -$546K |
|
1092
NMI Holdings
NMIH
$3.27B
| $358K | 0.02% |
17,552
-28,110
| -62% | -$559K |
|
1093
Etsy
ETSY
$7.96B
| $356K | 0.02% |
3,553
-9,122
| -72% | -$931K |
|
1094
Impinj
PI
$3.97B
| $355K | 0.02% |
+4,436
| New | +$370K |
|
1095
Reynolds Consumer Products
REYN
$5.37B
| $355K | 0.02% |
13,661
+3,186
| +30% | +$89.9K |
|
1096
Southwest Gas
SWX
$6.66B
| $355K | 0.02% |
5,092
-4,895
| -49% | -$397K |
|
1097
Landstar System
LSTR
$6.5B
| $354K | 0.02% |
2,451
-4,157
| -63% | -$619K |
|
1098
WillScot Mobile Mini Holdings
WSC
$4.85B
| $354K | 0.02% |
8,783
-1,203
| -12% | -$46.9K |
|
1099
Empire State Realty Trust
ESRT
$969M
| $352K | 0.02% |
53,655
-60,406
| -53% | -$448K |
|
1100
Verra Mobility
VRRM
$636M
| $352K | 0.02% |
+22,920
| New | +$372K |
|
Similar funds
RHBC
BDF
SCA
IC
WFA
CA
RIG
CCP
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.