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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 | |
|---|---|---|---|---|---|---|
101
Houlihan Lokey
HLI
$8.93B
| $3.38M | 0.19% |
38,494
+17,402
| +83% | +$1.79M |
|
102
Best Buy
BBY
$17.9B
| $3.37M | 0.19% |
37,110
+9,936
| +37% | +$985K |
|
103
Bank of America
BAC
$443B
| $3.36M | 0.19% |
81,455
+61,773
| +314% | +$2.79M |
|
104
KLA
KLAC
$255B
| $3.34M | 0.19% |
91,310
+5,930
| +7% | +$222K |
|
105
Telus
TU
$14.5B
| $3.32M | 0.19% |
126,842
+26,236
| +26% | +$648K |
|
106
Keysight
KEYS
$58.2B
| $3.3M | 0.18% |
20,866
-9,883
| -32% | -$1.65M |
|
107
Veeva Systems
VEEV
$34.2B
| $3.28M | 0.18% |
15,439
-24,788
| -62% | -$5.38M |
|
|
VMW
108
DELISTED
VMware, Inc
VMW
| $3.28M | 0.18% |
28,779
-8,214
| -22% | -$995K |
|
109
Jefferies Financial Group
JEF
$13B
| $3.27M | 0.18% |
104,142
-4,799
| -4% | -$163K |
|
|
LSXMK
110
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $3.26M | 0.18% |
91,918
+73,801
| +407% | +$2.74M |
|
111
Evercore
EVR
$12.5B
| $3.23M | 0.18% |
29,015
+1,968
| +7% | +$242K |
|
112
Lennar Class A
LEN
$20.9B
| $3.23M | 0.18% |
41,070
+26,425
| +180% | +$2.38M |
|
113
RingCentral
RNG
$5.04B
| $3.21M | 0.18% |
27,377
+4,641
| +20% | +$683K |
|
114
Stanley Black & Decker
SWK
$15.2B
| $3.19M | 0.18% |
22,809
+14,474
| +174% | +$2.39M |
|
|
COOP
115
DELISTED
Mr. Cooper
COOP
| $3.18M | 0.18% |
69,588
+43,144
| +163% | +$1.96M |
|
116
Virtu Financial
VIRT
$5.18B
| $3.18M | 0.18% |
85,334
+2,434
| +3% | +$80.4K |
|
117
Quest Diagnostics
DGX
$25.7B
| $3.16M | 0.18% |
23,086
+3,811
| +20% | +$531K |
|
118
Mastercard
MA
$500B
| $3.16M | 0.18% |
8,836
+5,210
| +144% | +$1.87M |
|
119
Visa
V
$688B
| $3.15M | 0.18% |
14,189
+3,335
| +31% | +$721K |
|
120
Workday
WDAY
$41.4B
| $3.07M | 0.17% |
12,818
+2,049
| +19% | +$488K |
|
121
Weyerhaeuser
WY
$18.4B
| $3.05M | 0.17% |
80,593
+57,912
| +255% | +$2.3M |
|
122
Illinois Tool Works
ITW
$84.6B
| $3.04M | 0.17% |
14,541
+5,859
| +67% | +$1.31M |
|
|
FITB
123
Fifth Third Bancorp
FITB
$52.6B
| $3.03M | 0.17% |
70,365
+34,861
| +98% | +$1.63M |
|
124
Prestige Consumer Healthcare
PBH
$2.48B
| $3.02M | 0.17% |
57,134
+28,702
| +101% | +$1.66M |
|
125
Hershey
HSY
$35.7B
| $3.01M | 0.17% |
13,898
-45,302
| -77% | -$9.2M |
|
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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.