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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
PEP icon
176
PepsiCo
PEP
$191B
$2.34M 0.14%
+14,350
New +$2.47M
SNDR icon
177
Schneider National
SNDR
$6.36B
$2.34M 0.14%
115,088
+36,132
+46% +$839K
BRO icon
178
Brown & Brown
BRO
$23.7B
$2.32M 0.14%
38,349
+24,964
+187% +$1.57M
TEAM icon
179
Atlassian
TEAM
$24B
$2.32M 0.14%
11,002
+2,186
+25% +$511K
EXPD icon
180
Expeditors International
EXPD
$22.5B
$2.31M 0.14%
26,211
-3,913
-13% -$392K
NUE icon
181
Nucor
NUE
$56.5B
$2.31M 0.14%
21,615
-11,035
-34% -$1.38M
CAG icon
182
Conagra Brands
CAG
$7.25B
$2.31M 0.14%
70,835
+60,605
+592% +$2.08M
PNC icon
183
PNC Financial Services
PNC
$100B
$2.3M 0.14%
+15,399
New +$2.49M
TRMB icon
184
Trimble
TRMB
$12.8B
$2.3M 0.14%
42,354
-12,233
-22% -$774K
LUV icon
185
Southwest Airlines
LUV
$22.2B
$2.29M 0.14%
74,317
-36,855
-33% -$1.38M
EWBC icon
186
East-West Bancorp
EWBC
$18B
$2.29M 0.14%
34,098
+2,926
+9% +$208K
MRVL icon
187
Marvell Technology
MRVL
$166B
$2.29M 0.14%
53,271
-27,205
-34% -$1.35M
SNX icon
188
TD Synnex
SNX
$19.3B
$2.28M 0.14%
28,126
+12,209
+77% +$1.17M
BLK icon
189
Blackrock
BLK
$164B
$2.28M 0.14%
4,146
+2,528
+156% +$1.65M
INVH icon
190
Invitation Homes
INVH
$17.7B
$2.27M 0.14%
67,173
-5,322
-7% -$197K
TRTN
191
DELISTED
Triton International Limited
TRTN
$2.27M 0.14%
+41,410
New +$2.48M
WST icon
192
West Pharmaceutical
WST
$23.5B
$2.26M 0.14%
9,199
+4,166
+83% +$1.27M
L icon
193
Loews
L
$24.4B
$2.26M 0.14%
45,325
+26,658
+143% +$1.5M
VTRS icon
194
Viatris
VTRS
$20.4B
$2.25M 0.14%
263,661
-123,838
-32% -$1.22M
MTB icon
195
M&T Bank
MTB
$36.2B
$2.24M 0.14%
12,729
+8,634
+211% +$1.53M
TPR icon
196
Tapestry
TPR
$29.1B
$2.24M 0.14%
78,816
+64,817
+463% +$2.17M
JBHT icon
197
JB Hunt Transport Services
JBHT
$26.2B
$2.22M 0.14%
14,201
+5,027
+55% +$878K
MRK icon
198
Merck
MRK
$326B
$2.22M 0.14%
+25,778
New +$2.3M
HSIC icon
199
Henry Schein
HSIC
$9.75B
$2.22M 0.14%
33,717
+12,982
+63% +$964K
ZION icon
200
Zions Bancorporation
ZION
$10.2B
$2.21M 0.14%
43,548
+4,702
+12% +$257K
6 7
8
9 10

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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.