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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
PEG icon
151
Public Service Enterprise Group
PEG
$39.8B
$2.49M 0.15%
44,275
-8,942
-17% -$576K
SUPN icon
152
Supernus Pharmaceuticals
SUPN
$2.68B
$2.49M 0.15%
73,504
+23,962
+48% +$780K
DOC icon
153
Healthpeak Properties
DOC
$15.4B
$2.48M 0.15%
108,215
+34,782
+47% +$919K
HPE icon
154
Hewlett Packard
HPE
$63.2B
$2.48M 0.15%
207,024
+155,230
+300% +$2.11M
ROP icon
155
Roper Technologies
ROP
$36.3B
$2.48M 0.15%
6,896
-3,224
-32% -$1.31M
H icon
156
Hyatt Hotels
H
$17.6B
$2.48M 0.15%
30,576
+7,674
+34% +$652K
CCK icon
157
Crown Holdings
CCK
$12.8B
$2.46M 0.15%
30,388
+23,987
+375% +$2.24M
GRMN
158
Garmin
GRMN
$46.9B
$2.45M 0.15%
30,550
+553
+2% +$52.3K
GS icon
159
Goldman Sachs
GS
$313B
$2.45M 0.15%
8,353
+2,719
+48% +$881K
CM icon
160
Canadian Imperial Bank of Commerce
CM
$107B
$2.44M 0.15%
55,697
-56,429
-50% -$2.75M
CTVA icon
161
Corteva
CTVA
$59.7B
$2.44M 0.15%
42,608
+32,055
+304% +$1.87M
SPGI icon
162
S&P Global
SPGI
$126B
$2.42M 0.15%
7,941
+6,229
+364% +$2.23M
ACGL icon
163
Arch Capital
ACGL
$36.1B
$2.42M 0.15%
53,183
-19,577
-27% -$884K
WELL icon
164
Welltower
WELL
$178B
$2.41M 0.15%
37,532
+21,918
+140% +$1.71M
TTMI icon
165
TTM Technologies
TTMI
$13.6B
$2.41M 0.15%
182,636
+78,291
+75% +$1.13M
CLX icon
166
Clorox
CLX
$11.6B
$2.4M 0.15%
18,721
-23,265
-55% -$3.36M
PANW icon
167
Palo Alto Networks
PANW
$264B
$2.4M 0.15%
29,342
-1,702
-5% -$147K
VZ icon
168
Verizon
VZ
$194B
$2.4M 0.15%
63,258
-62,065
-50% -$2.76M
CHRW icon
169
C.H. Robinson
CHRW
$22B
$2.4M 0.15%
24,897
+6,734
+37% +$724K
AMP icon
170
Ameriprise Financial
AMP
$46.8B
$2.4M 0.15%
9,515
+3,230
+51% +$850K
INCY icon
171
Incyte
INCY
$23.5B
$2.39M 0.15%
35,900
+3,326
+10% +$246K
INTU icon
172
Intuit
INTU
$81.1B
$2.37M 0.14%
6,125
-361
-6% -$156K
NWSA icon
173
News Corp Class A
NWSA
$14.5B
$2.36M 0.14%
156,134
-3,007
-2% -$50.4K
ELF icon
174
e.l.f. Beauty
ELF
$4.56B
$2.34M 0.14%
62,308
+47,424
+319% +$1.71M
MELI icon
175
Mercado Libre
MELI
$91.3B
$2.34M 0.14%
2,831
+1,630
+136% +$1.4M
5 6
7
8 9

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SCA
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IC
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WFA
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CA
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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.