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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
Cap. Flow
-$739M
Cap. Flow %
-41.33%
Top 10 Hldgs %
7.85%
Holding
1,474
New
124
Increased
425
Reduced
671
Closed
254

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$16M
2
HD icon
Home Depot
HD
+$12.8M
3
BNY
Bank of New York Mellon
BNY
+$11.1M
4
IBM icon
IBM
IBM
+$10.9M
5
ABT icon
Abbott
ABT
+$10.8M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$24M
2
TXN icon
Texas Instruments
TXN
+$21.1M
3
ADI icon
Analog Devices
ADI
+$16.8M
4
MDT icon
Medtronic
MDT
+$16.2M
5
CNI icon
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
HPE icon
126
Hewlett Packard
HPE
$69.4B
$3M 0.17%
179,750
-174,597
-49% -$2.93M
SSNC icon
127
SS&C Technologies
SSNC
$19B
$2.96M 0.17%
39,460
+31,499
+396% +$2.46M
PSA icon
128
Public Storage
PSA
$61B
$2.95M 0.16%
7,554
-1,609
-18% -$584K
CLX icon
129
Clorox
CLX
$12.7B
$2.94M 0.16%
21,118
-28,232
-57% -$4.33M
SPG icon
130
Simon Property Group
SPG
$73.3B
$2.92M 0.16%
22,182
-6,141
-22% -$875K
EXR icon
131
Extra Space Storage
EXR
$31.7B
$2.9M 0.16%
14,103
+1,862
+15% +$370K
WU icon
132
Western Union
WU
$2.28B
$2.9M 0.16%
154,489
+100,115
+184% +$1.85M
DLR icon
133
Digital Realty Trust
DLR
$71.7B
$2.88M 0.16%
20,279
+9,873
+95% +$1.43M
KNX icon
134
Knight Transportation
KNX
$11.7B
$2.86M 0.16%
56,657
+27,933
+97% +$1.54M
SNPS icon
135
Synopsys
SNPS
$77.3B
$2.84M 0.16%
8,526
-1,153
-12% -$360K
NTAP icon
136
NetApp
NTAP
$37.4B
$2.83M 0.16%
34,110
-22,139
-39% -$1.93M
ORI icon
137
Old Republic International
ORI
$10.5B
$2.82M 0.16%
108,940
-70,508
-39% -$1.82M
ODFL icon
138
Old Dominion Freight Line
ODFL
$45.6B
$2.79M 0.16%
18,692
+92
+0.5% +$14.3K
WPM icon
139
Wheaton Precious Metals
WPM
$52.4B
$2.78M 0.16%
58,408
-176
-0.3% -$7.65K
REGN icon
140
Regeneron Pharmaceuticals
REGN
$78.3B
$2.78M 0.16%
3,975
-3,800
-49% -$2.4M
NEE icon
141
NextEra Energy
NEE
$182B
$2.76M 0.15%
32,588
+13,311
+69% +$1.07M
CMI icon
142
Cummins
CMI
$87.8B
$2.76M 0.15%
13,455
-6,153
-31% -$1.33M
MNST icon
143
Monster Beverage
MNST
$92.1B
$2.74M 0.15%
68,598
+45,834
+201% +$1.92M
TTWO icon
144
Take-Two Interactive
TTWO
$44.9B
$2.72M 0.15%
17,663
+5,978
+51% +$956K
ACGL icon
145
Arch Capital
ACGL
$33.9B
$2.7M 0.15%
55,679
+18,261
+49% +$849K
FRC
146
DELISTED
First Republic Bank
FRC
$2.69M 0.15%
16,606
+5,880
+55% +$1.03M
TJX icon
147
TJX Companies
TJX
$174B
$2.69M 0.15%
44,321
+32,116
+263% +$2.15M
EQR icon
148
Equity Residential
EQR
$25.4B
$2.68M 0.15%
29,809
+2,702
+10% +$239K
JLL icon
149
Jones Lang LaSalle
JLL
$16.9B
$2.67M 0.15%
11,149
-608
-5% -$148K
AMH icon
150
American Homes 4 Rent
AMH
$12.4B
$2.67M 0.15%
66,684
+36,063
+118% +$1.42M
4 5
6
7 8

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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
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CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.