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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
LOW icon
1
Lowe's Companies
LOW
$116B
$18.7M 1.04%
92,417
+69,697
+307% +$16M
VZ icon
2
Verizon
VZ
$194B
$17.2M 0.96%
338,548
-137,462
-29% -$7.28M
CVS icon
3
CVS Health
CVS
$137B
$15.9M 0.89%
156,624
+97,532
+165% +$10.2M
HD icon
4
Home Depot
HD
$332B
$14.3M 0.8%
47,751
+36,856
+338% +$12.8M
MS icon
5
Morgan Stanley
MS
$337B
$13.2M 0.74%
151,305
+86,833
+135% +$8.38M
BNY
6
Bank of New York Mellon
BNY
$108B
$13.2M 0.74%
266,070
+195,682
+278% +$11.1M
INTU icon
7
Intuit
INTU
$81.1B
$12.4M 0.69%
25,697
+17,754
+224% +$9.09M
SCHW
8
Charles Schwab
SCHW
$177B
$12.3M 0.68%
145,302
+110,207
+314% +$9.69M
QCOM icon
9
Qualcomm
QCOM
$176B
$11.8M 0.66%
77,207
+12,457
+19% +$2.09M
BNS icon
10
Scotiabank
BNS
$106B
$11.5M 0.64%
160,576
+95,348
+146% +$6.92M
IBM icon
11
IBM
IBM
$202B
$11.4M 0.64%
87,810
+83,718
+2,046% +$10.9M
ABT icon
12
Abbott
ABT
$180B
$11.3M 0.63%
95,518
+87,119
+1,037% +$10.8M
PFE icon
13
Pfizer
PFE
$140B
$11.1M 0.62%
215,318
+81,493
+61% +$4.23M
CL icon
14
Colgate-Palmolive
CL
$72.6B
$10.7M 0.6%
140,672
+37,339
+36% +$2.96M
BAX icon
15
Baxter International
BAX
$11.6B
$10.5M 0.59%
135,648
+100,954
+291% +$8.45M
LBRDK icon
16
Liberty Broadband Class C
LBRDK
$4.15B
$10M 0.56%
74,196
+25,195
+51% +$3.67M
BCE icon
17
BCE
BCE
$19.9B
$9.67M 0.54%
174,279
-203,070
-54% -$10.8M
ZTS icon
18
Zoetis
ZTS
$31.6B
$9.57M 0.53%
50,733
+35,050
+223% +$6.93M
CM icon
19
Canadian Imperial Bank of Commerce
CM
$107B
$9.5M 0.53%
156,068
-49,140
-24% -$3.1M
ADM icon
20
Archer Daniels Midland
ADM
$41.4B
$8.44M 0.47%
93,454
-97,340
-51% -$7.58M
GLW icon
21
Corning
GLW
$126B
$8.09M 0.45%
219,209
-53,287
-20% -$2.08M
A icon
22
Agilent Technologies
A
$39.1B
$8M 0.45%
60,419
+36,006
+147% +$4.95M
RY icon
23
Royal Bank of Canada
RY
$291B
$7.9M 0.44%
71,678
-67,656
-49% -$7.59M
MDLZ icon
24
Mondelez International
MDLZ
$77.7B
$7.86M 0.44%
125,132
+92,534
+284% +$6.02M
CSCO icon
25
Cisco
CSCO
$450B
$7.09M 0.4%
127,205
+123,754
+3,586% +$7M
1
2 3 4 5

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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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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.