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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
FLO icon
101
Flowers Foods
FLO
$1.64B
$3.03M 0.18%
122,549
+55,423
+83% +$1.5M
SBAC icon
102
SBA Communications
SBAC
$18.4B
$2.98M 0.18%
10,477
-5,408
-34% -$1.76M
AAP icon
103
Advance Auto Parts
AAP
$3.37B
$2.98M 0.18%
19,046
+12,545
+193% +$2.29M
MRSH
104
Marsh
MRSH
$86.3B
$2.95M 0.18%
19,742
+11,323
+134% +$1.82M
JEF icon
105
Jefferies Financial Group
JEF
$12.9B
$2.91M 0.18%
103,322
-11,819
-10% -$358K
BOX icon
106
Box
BOX
$4.02B
$2.91M 0.18%
119,169
-12,831
-10% -$353K
ABBV icon
107
AbbVie
ABBV
$458B
$2.9M 0.18%
21,597
-5,453
-20% -$783K
KEYS icon
108
Keysight
KEYS
$54.5B
$2.9M 0.18%
18,421
+4,982
+37% +$797K
C icon
109
Citigroup
C
$222B
$2.9M 0.18%
69,472
+11,982
+21% +$592K
INTC icon
110
Intel
INTC
$466B
$2.89M 0.18%
112,261
-90,452
-45% -$3.08M
V icon
111
Visa
V
$677B
$2.89M 0.18%
16,284
+13,553
+496% +$2.76M
BR icon
112
Broadridge
BR
$17.2B
$2.88M 0.18%
19,987
+10,925
+121% +$1.77M
UNH icon
113
UnitedHealth
UNH
$382B
$2.86M 0.17%
5,664
+4,689
+481% +$2.47M
TRI icon
114
Thomson Reuters
TRI
$39.4B
$2.85M 0.17%
26,395
+2,137
+9% +$248K
ZTS icon
115
Zoetis
ZTS
$31.6B
$2.8M 0.17%
18,898
+14,022
+288% +$2.34M
AVNT icon
116
Avient
AVNT
$3.45B
$2.78M 0.17%
91,716
+53,441
+140% +$2.21M
BRK.B icon
117
Berkshire Hathaway Class B
BRK.B
$1.07T
$2.77M 0.17%
10,376
-9,737
-48% -$2.77M
BAC icon
118
Bank of America
BAC
$435B
$2.76M 0.17%
91,399
+37,794
+71% +$1.26M
PSA icon
119
Public Storage
PSA
$60.2B
$2.76M 0.17%
9,424
-2,552
-21% -$830K
LRCX icon
120
Lam Research
LRCX
$382B
$2.75M 0.17%
75,280
+34,830
+86% +$1.55M
EXEL icon
121
Exelixis
EXEL
$13.9B
$2.75M 0.17%
175,367
+132,670
+311% +$2.56M
CE icon
122
Celanese
CE
$5.09B
$2.74M 0.17%
30,298
+17,191
+131% +$1.89M
SSNC icon
123
SS&C Technologies
SSNC
$17.8B
$2.73M 0.17%
57,235
+30,266
+112% +$1.74M
CTSH icon
124
Cognizant
CTSH
$21.5B
$2.72M 0.17%
47,417
-4,158
-8% -$272K
ELV icon
125
Elevance Health
ELV
$81.9B
$2.72M 0.17%
5,984
+1,357
+29% +$649K
3 4
5
6 7

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BDF
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SCA
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IC
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WFA
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CA
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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.