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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
RJF icon
201
Raymond James Financial
RJF
$33.2B
$2.2M 0.13%
22,283
+9,672
+77% +$979K
DCH
202
Dauch Corp
DCH
$1.31B
$2.2M 0.13%
321,600
+236,344
+277% +$2.13M
IRM icon
203
Iron Mountain
IRM
$37.5B
$2.19M 0.13%
49,741
+28,488
+134% +$1.44M
SWKS icon
204
Skyworks Solutions
SWKS
$9.38B
$2.19M 0.13%
25,626
-662
-3% -$67.7K
AXP icon
205
American Express
AXP
$228B
$2.18M 0.13%
16,163
-36,576
-69% -$5.54M
CC icon
206
Chemours
CC
$2.54B
$2.18M 0.13%
88,478
+56,109
+173% +$1.85M
TGH
207
DELISTED
Textainer Group Holdings limited
TGH
$2.17M 0.13%
80,980
+38,265
+90% +$1.16M
EL icon
208
Estee Lauder
EL
$29.7B
$2.17M 0.13%
10,060
+6,941
+223% +$1.77M
RHI icon
209
Robert Half
RHI
$4B
$2.17M 0.13%
28,360
-18,169
-39% -$1.42M
KLAC icon
210
KLA
KLAC
$263B
$2.16M 0.13%
71,380
+35,500
+99% +$1.23M
HELE icon
211
Helen of Troy
HELE
$658M
$2.15M 0.13%
22,329
-2,082
-9% -$268K
STT icon
212
State Street
STT
$50.6B
$2.15M 0.13%
35,298
-16,071
-31% -$1.1M
ORLY icon
213
O'Reilly Automotive
ORLY
$75.1B
$2.13M 0.13%
45,330
+9,060
+25% +$422K
LKQ icon
214
LKQ Corp
LKQ
$6.68B
$2.1M 0.13%
44,603
+14,986
+51% +$783K
JKHY icon
215
Jack Henry & Associates
JKHY
$11B
$2.1M 0.13%
11,531
+7,725
+203% +$1.52M
COOP
216
DELISTED
Mr. Cooper
COOP
$2.1M 0.13%
51,748
-53,918
-51% -$2.28M
CVLT icon
217
Commault Systems
CVLT
$6.18B
$2.09M 0.13%
39,414
+4,165
+12% +$236K
EXR icon
218
Extra Space Storage
EXR
$31.4B
$2.09M 0.13%
12,107
+4,777
+65% +$903K
DAN icon
219
Dana Inc
DAN
$2.91B
$2.08M 0.13%
+182,297
New +$2.76M
BLDR icon
220
Builders FirstSource
BLDR
$7.85B
$2.08M 0.13%
35,287
+15,345
+77% +$959K
F icon
221
Ford
F
$57.7B
$2.07M 0.13%
184,753
+172,862
+1,454% +$2.42M
RLJ icon
222
RLJ Lodging Trust
RLJ
$1.88B
$2.06M 0.13%
203,582
+46,480
+30% +$557K
EA icon
223
Electronic Arts
EA
$52.4B
$2.05M 0.12%
17,716
-110,447
-86% -$14M
WLK icon
224
Westlake Corp
WLK
$9.3B
$2.05M 0.12%
23,596
+279
+1% +$26.8K
TTWO icon
225
Take-Two Interactive
TTWO
$44.8B
$2.05M 0.12%
18,798
+12,208
+185% +$1.52M
7 8
9
10 11

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BDF
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SCA
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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.