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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
WTFC icon
201
Wintrust Financial
WTFC
$10.9B
$2.27M 0.13%
24,444
+1,566
+7% +$153K
IDCC icon
202
InterDigital
IDCC
$7.98B
$2.26M 0.13%
35,462
-23,926
-40% -$1.59M
TPH
203
DELISTED
Tri Pointe Homes
TPH
$2.25M 0.13%
112,141
+58,229
+108% +$1.35M
LH icon
204
Labcorp
LH
$24.9B
$2.25M 0.13%
9,938
+782
+9% +$184K
CHD icon
205
Church & Dwight Co
CHD
$23.7B
$2.25M 0.13%
22,626
-37,236
-62% -$3.71M
BOX icon
206
Box
BOX
$4.39B
$2.24M 0.13%
77,069
-57,302
-43% -$1.51M
GL icon
207
Globe Life
GL
$14.3B
$2.23M 0.12%
22,183
+6,899
+45% +$699K
ETSY icon
208
Etsy
ETSY
$7.89B
$2.22M 0.12%
17,882
+5,970
+50% +$888K
IART icon
209
Integra LifeSciences
IART
$1.39B
$2.21M 0.12%
34,443
+24,465
+245% +$1.61M
RL icon
210
Ralph Lauren
RL
$22.6B
$2.21M 0.12%
19,448
+3,930
+25% +$463K
PHM icon
211
Pultegroup
PHM
$24.6B
$2.21M 0.12%
52,631
+8,835
+20% +$438K
PCAR icon
212
PACCAR
PCAR
$69.5B
$2.2M 0.12%
37,511
+9,246
+33% +$564K
CVLT icon
213
Commault Systems
CVLT
$5.18B
$2.2M 0.12%
33,154
+12,453
+60% +$818K
WERN icon
214
Werner Enterprises
WERN
$2.23B
$2.2M 0.12%
53,611
+5,322
+11% +$234K
DE icon
215
Deere & Co
DE
$163B
$2.19M 0.12%
5,265
-26,737
-84% -$10.2M
GLPI icon
216
Gaming and Leisure Properties
GLPI
$12.7B
$2.18M 0.12%
46,401
-94,186
-67% -$4.24M
CHKP icon
217
Check Point Software Technologies
CHKP
$12.6B
$2.17M 0.12%
15,709
-21,551
-58% -$2.81M
NEM icon
218
Newmont
NEM
$100B
$2.17M 0.12%
27,340
+9,136
+50% +$618K
RPM icon
219
RPM International
RPM
$14.2B
$2.17M 0.12%
26,652
-6,958
-21% -$597K
IONS icon
220
Ionis Pharmaceuticals
IONS
$9.06B
$2.16M 0.12%
58,292
+5,385
+10% +$176K
SYK icon
221
Stryker
SYK
$131B
$2.14M 0.12%
8,011
-4,426
-36% -$1.15M
AGNC icon
222
AGNC Investment
AGNC
$12.6B
$2.13M 0.12%
162,901
-140,730
-46% -$1.97M
ZBRA icon
223
Zebra Technologies
ZBRA
$13.9B
$2.13M 0.12%
5,151
-2,080
-29% -$956K
BAP icon
224
Credicorp
BAP
$31.4B
$2.12M 0.12%
12,356
+5,645
+84% +$852K
HLT icon
225
Hilton Worldwide
HLT
$70.7B
$2.12M 0.12%
13,960
-7,032
-33% -$1.04M
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 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.