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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
LNW
1326
DELISTED
Light & Wonder
LNW
– –
-7,307
Closed -$343K
LOGI icon
1327
Logitech
LOGI
$15.3B
– –
-16,849
Closed -$877K
MNST icon
1328
Monster Beverage
MNST
$93.3B
– –
-36,016
Closed -$1.67M
MORN icon
1329
Morningstar
MORN
$6.89B
– –
-1,940
Closed -$469K
MTSI icon
1330
MACOM Technology Solutions
MTSI
$19.4B
– –
-10,135
Closed -$467K
NEOG icon
1331
Neogen
NEOG
$2.07B
– –
-55,184
Closed -$1.33M
NET icon
1332
Cloudflare
NET
$93B
– –
-14,843
Closed -$649K
NJR icon
1333
New Jersey Resources
NJR
$6.06B
– –
-12,071
Closed -$538K
NLY icon
1334
Annaly Capital Management
NLY
$17B
– –
-30,496
Closed -$721K
NSIT icon
1335
Insight Enterprises
NSIT
$3.67B
– –
-9,069
Closed -$782K
NVST icon
1336
Envista
NVST
$4.3B
– –
-12,966
Closed -$500K
ORA icon
1337
Ormat Technologies
ORA
$6.2B
– –
-9,537
Closed -$747K
OSCR icon
1338
Oscar Health
OSCR
$8.66B
– –
-177,518
Closed -$754K
OWL icon
1339
Blue Owl Capital
OWL
$6.52B
– –
-21,348
Closed -$214K
OXY icon
1340
Occidental Petroleum
OXY
$55.4B
– –
-5,560
Closed -$327K
PARA
1341
DELISTED
Paramount Global Class B
PARA
– –
-79,488
Closed -$1.96M
PEN icon
1342
Penumbra
PEN
$12.6B
– –
-1,891
Closed -$235K
PLTR icon
1343
Palantir
PLTR
$310B
– –
-14,040
Closed -$127K
POR icon
1344
Portland General Electric
POR
$5.99B
– –
-28,496
Closed -$1.38M
PPBI
1345
DELISTED
Pacific Premier Bancorp
PPBI
– –
-14,476
Closed -$423K
PR
1346
Permian Resources
PR
$17.2B
– –
-190,783
Closed -$1.14M
PRI icon
1347
Primerica
PRI
$9.88B
– –
-11,335
Closed -$1.36M
PRIM icon
1348
Primoris Services
PRIM
$4.51B
– –
-14,561
Closed -$317K
PUBM icon
1349
PubMatic
PUBM
$599M
– –
-19,864
Closed -$316K
PZZA icon
1350
Papa John's
PZZA
$1.02B
– –
-4,871
Closed -$407K
52 53
54
55 56

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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
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WFA
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CA
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RIG
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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.