AlphaCrest Capital Management LLC
Filing Date
Global Rank
#1,183
/ 6,827
▼ 123
· as of Sep 2022
Top Industry
Banks - Regional
4.2%
Period ended 4 years ago
Filed Nov 14, 2022 · 3y
11 quarters · since Mar 2020
Regulatory profile
From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.
Holder type
Unknown
Portfolio style
Measured from the filed 13F common-share book for Sep 30, 2022, never from the firm's own description.
Style
Systematic-like
1,230 stocks (500+), trailing annual turnover 111.1% (100%+), top 10 weight 4.5% (25% or less)
Turnover
High turnover
111.1% over the last four quarters (100%+)
Horizon
Horizon unknown
The value-weighted holding period is at least 7.3 quarters, but 37.5% of the book was already held when coverage starts
Closest benchmark: the Russell 1000 as of 2022-09-30, active share 62.6%; sector active share 25.9% against the combined 13F book's sector weights.
Over time 11 measured quarters
How the bands are measured
Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.
Clone Performance
Build a hypothetical price-return history from this filer's public 13F holdings.
View clone backtestPortfolio Concentration
1,231 tracked positions · as of Sep 30, 2022 · Δ vs Jun 30, 2022Top Position
0.6%
−0.3 pts
Top 5
2.5%
−1.1 pts
Top 10
4.5%
−2.0 pts
HHI
15
Diversified−5
Portfolio Trend
11 quarters · across all stocks
Sector Breakdown
As of Sep 30, 2022| Sector | % Portfolio | Value |
|---|---|---|
| Technology | 16.3% | $259,020,694 |
| Financial Services | 15.5% | $246,647,704 |
| Industrials | 12.8% | $202,672,386 |
| Healthcare | 12.4% | $197,098,528 |
| Consumer Cyclical | 11.2% | $177,245,864 |
| Consumer Defensive | 7.7% | $121,435,890 |
| Real Estate | 7.4% | $118,184,610 |
| Communication Services | 4.6% | $72,421,551 |
| Unclassified | 4.3% | $68,612,478 |
| Basic Materials | 3.9% | $62,434,821 |
| Utilities | 2.0% | $31,394,658 |
| Energy | 1.9% | $29,470,435 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| DCH | Dauch Corp | +236,344 | 321,600 | $2,196,528 | |
| AGNC | AGNC Investment Corp. | +218,797 | 360,116 | $3,032,176 | |
| USB | US Bancorp De | +178,418 | 230,755 | $9,304,041 | |
| F | Ford Motor Co | +172,862 | 184,753 | $2,069,233 | |
| KN | Knowles Corp | +157,948 | 204,925 | $2,493,937 | |
| HPE | Hewlett Packard Enterprise Co | +155,230 | 207,024 | $2,480,147 | |
| OPTU | Optimum Communications, Inc. | +148,133 | 220,451 | $1,285,229 | |
| ALEC | Alector, Inc. | +144,190 | 154,590 | $1,462,421 | |
| EXEL | Exelixis, Inc. | +132,670 | 175,367 | $2,749,754 | |
| IRWD | Ironwood Pharmaceuticals Inc | +130,780 | 306,494 | $3,175,277 | |
| CCL | Carnival Corp Ltd. | +128,758 | 153,055 | $1,075,976 | |
| GNL | Global Net Lease, Inc. | +126,897 | 189,476 | $2,017,919 | |
| — | +123,414 | 232,609 | $0 | ||
| EXTR | Extreme Networks Inc | +120,213 | 150,413 | $1,965,897 | |
| MLKN | Millerknoll, Inc. | +106,926 | 172,362 | $2,688,847 | |
| GT | Goodyear Tire & Rubber Co | +104,021 | 118,437 | $1,195,029 | |
| MGNI | Magnite, Inc. | +103,453 | 151,129 | $992,917 | |
| CTRE | CareTrust REIT, Inc. | +94,148 | 141,890 | $2,569,627 | |
| VIRT | Virtu Financial, Inc. | +91,958 | 174,391 | $3,622,101 | |
| KO | Coca Cola Co | +85,031 | 95,400 | $5,344,308 | |
| — | +82,411 | 143,094 | $4,420,000 | ||
| TTMI | Ttm Technologies Inc | +78,291 | 182,636 | $2,407,142 | |
| O | Realty Income Corp | +77,134 | 86,523 | $5,035,638 | |
| PEB | Pebblebrook Hotel Trust | +75,629 | 137,406 | $1,993,761 | |
| VTR | Ventas, Inc. | +75,262 | 137,904 | $5,539,603 | |
| No positions match the current search. | |||||
Trimmed
Positions the filer reduced
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| NMRK | Newmark Group, Inc. | −358,820 | 11,806 | $95,156 | |
| JBLU | Jetblue Airways Corp | −203,759 | 65,524 | $434,424 | |
| FLEX | Flex Ltd. | −181,749 | 17,601 | $293,231 | |
| PMT | PennyMac Mortgage Investment Trust | −173,742 | 31,000 | $365,180 | |
| HPP | Hudson Pacific Properties, Inc. | −168,374 | 29,442 | $322,389 | |
| BCE | Bce Inc | −159,682 | 75,382 | $3,161,521 | |
| BMY | Bristol Myers Squibb Co | −152,044 | 19,687 | $1,399,548 | |
| LEVI | Levi Strauss & Co | −148,830 | 87,064 | $1,259,816 | |
| NEM | NEWMONT Corp | −136,686 | 18,160 | $763,264 | |
| MO | Altria Group, Inc. | −129,801 | 31,126 | $1,256,867 | |
| TU | Telus Corp | −129,495 | 28,315 | $562,335 | |
| — | −127,857 | 14,359 | $889,000 | ||
| HRB | H&R Block Inc | −127,003 | 33,925 | $1,443,169 | |
| VTRS | Viatris Inc | −123,838 | 263,661 | $2,246,391 | |
| BLMN | Bloomin' Brands, Inc. | −123,120 | 28,035 | $513,881 | |
| HCAT | Health Catalyst, Inc. | −120,119 | 23,060 | $223,682 | |
| P | Everpure, Inc. | −116,280 | 61,176 | $1,674,387 | |
| SYF | Synchrony Financial | −114,062 | 64,676 | $1,823,216 | |
| TGT | Target Corp | −112,050 | 12,256 | $1,818,667 | |
| CHGG | Chegg, Inc | −111,092 | 24,033 | $506,375 | |
| — | −110,447 | 17,716 | $2,049,918 | ||
| — | −106,761 | 108,497 | $801,000 | ||
| VISN | Vistance Networks, Inc. | −106,438 | 24,651 | $227,035 | |
| MTG | Mgic Investment Corp | −105,942 | 64,894 | $831,941 | |
| AIG | American International Group, Inc. | −105,207 | 31,652 | $1,502,836 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| T | At&T Inc. | 212,810 | $3,264,505 | |
| DLB | Dolby Laboratories, Inc. | 49,518 | $3,226,097 | |
| LW | Lamb Weston Holdings, Inc. | 40,372 | $3,123,985 | |
| HTH | Hilltop Holdings Inc. | 107,609 | $2,674,083 | |
| PEP | Pepsico Inc | 14,350 | $2,342,781 | |
| PNC | Pnc Financial Services Group, Inc. | 15,399 | $2,300,918 | |
| TRTN | Triton International Ltd | 41,410 | $2,266,000 | |
| MRK | Merck & Co., Inc. | 25,778 | $2,220,001 | |
| DAN | DANA Inc | 182,297 | $2,083,654 | |
| OGN | Organon & Co. | 81,835 | $1,914,939 | |
| INVA | Innoviva, Inc. | 161,118 | $1,870,579 | |
| — | 161,155 | $1,765,000 | ||
| COHR | Coherent Corp. | 49,542 | $1,726,538 | |
| — | 81,913 | $1,660,000 | ||
| ITT | Itt Inc. | 25,237 | $1,648,985 | |
| — | 74,564 | $1,648,000 | ||
| RPM | Rpm International Inc | 19,228 | $1,601,884 | |
| NXH | Neighborhood Intelligence, Inc. | 64,690 | $1,575,201 | |
| TER | Teradyne, Inc | 20,378 | $1,531,406 | |
| ZIP | Ziprecruiter, Inc. | 88,814 | $1,465,431 | |
| VYX | NCR Voyix Corp | 75,267 | $1,430,828 | |
| HRMY | Harmony Biosciences Holdings, Inc. | 32,298 | $1,430,478 | |
| GVA | Granite Construction Inc | 56,025 | $1,422,474 | |
| BLKB | Blackbaud Inc | 32,176 | $1,417,674 | |
| FBIN | Fortune Brands Innovations, Inc. | 26,103 | $1,401,470 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| SYK | Stryker Corp | 40,018 | $7,960,780 | |
| UBS | UBS Group AG | 397,371 | $6,445,357 | |
| DEI | Douglas Emmett Inc | 164,206 | $3,674,930 | |
| SFNC | Simmons First National Corp | 137,517 | $2,923,611 | |
| ECHO | EchoStar CORP | 145,656 | $2,811,160 | |
| YEXT | Yext, Inc. | 536,388 | $2,563,934 | |
| SMPL | Simply Good Foods Co | 67,809 | $2,561,145 | |
| COP | Conocophillips | 23,718 | $2,130,113 | |
| GFL | GFL Environmental Inc. | 74,310 | $1,917,198 | |
| HAIN | Hain Celestial Group Inc | 80,049 | $1,900,363 | |
| — | 30,599 | $1,888,000 | ||
| GDRX | GoodRx Holdings, Inc. | 317,178 | $1,877,693 | |
| — | 55,301 | $1,816,000 | ||
| — | 66,536 | $1,716,000 | ||
| IBKR | Interactive Brokers Group, Inc. | 31,080 | $1,709,710 | |
| MNST | Monster Beverage Corp | 18,008 | $1,669,341 | |
| XP | XP Inc. | 92,500 | $1,661,300 | |
| RXT | Rackspace Technology, Inc. | 227,968 | $1,634,530 | |
| — | 50,620 | $1,581,000 | ||
| HEI-A | Heico Corp | 14,984 | $1,579,013 | |
| ENS | EnerSys | 25,642 | $1,511,852 | |
| ADT | ADT Inc. | 242,528 | $1,491,547 | |
| SHC | Sotera Health Co | 75,422 | $1,477,516 | |
| VSH | Vishay Intertechnology Inc | 81,567 | $1,453,523 | |
| EGHT | 8X8 Inc | 274,614 | $1,414,262 | |
| No positions match the current search. | ||||
1,231 tracked positions ·
$1,586,639,619 total
· filing declares
1,256 positions · $1,641,234,000
· as of Sep 30, 2022
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
Showing 1–50
of 1,231 positions by value
· page 1 of 25
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| USB |
US Bancorp De
Financial Services
|
Added | 230,755 | $9,304,041 | 0.59% | |
| ADBE |
Adobe Inc.
Technology
|
Reduced | 31,057 | $8,546,886 | 0.54% | |
| AMT |
American Tower Corp
Real Estate
|
Added | 35,788 | $7,683,683 | 0.48% | |
| CHD |
Church & Dwight Co Inc
Consumer Defensive
|
Added | 99,322 | $7,095,563 | 0.45% | |
| KMB |
Kimberly Clark Corp
Consumer Defensive
|
Added | 60,624 | $6,822,624 | 0.43% | |
| PGR |
Progressive Corp
Financial Services
|
Reduced | 58,249 | $6,769,116 | 0.43% | |
| CSX |
Csx Corp
Industrials
|
Added | 246,397 | $6,564,016 | 0.41% | |
| UNP |
Union Pacific Corp
Industrials
|
Added | 32,751 | $6,380,549 | 0.40% | |
| CME |
Cme Group Inc.
Financial Services
|
Added | 34,786 | $6,161,644 | 0.39% | |
| FLT |
Corpay, Inc.
Technology
|
Added | 34,691 | $6,112,000 | 0.39% | |
| CMCSA |
Comcast Corp
Communication Services
|
Reduced | 201,945 | $5,923,050 | 0.37% | |
| ORCL |
Oracle Corp
Technology
|
Reduced | 96,587 | $5,898,568 | 0.37% | |
| VTR |
Ventas, Inc.
Real Estate
|
Added | 137,904 | $5,539,603 | 0.35% | |
|
|
Added | 74,764 | $5,517,583 | 0.35% | ||
| MDLZ |
Mondelez International, Inc.
Consumer Defensive
|
Reduced | 98,938 | $5,424,770 | 0.34% | |
| CNC |
Centene Corp
Healthcare
|
Added | 68,802 | $5,353,483 | 0.34% | |
| KO |
Coca Cola Co
Consumer Defensive
|
Added | 95,400 | $5,344,308 | 0.34% | |
| SYY |
Sysco Corp
Consumer Defensive
|
Added | 74,274 | $5,251,914 | 0.33% | |
| CHTR |
Charter Communications, Inc.
Communication Services
|
Added | 17,227 | $5,225,810 | 0.33% | |
| NTRS |
Northern Trust Corp
Financial Services
|
Added | 60,801 | $5,202,133 | 0.33% | |
| ROK |
Rockwell Automation, Inc
Industrials
|
Added | 24,172 | $5,199,638 | 0.33% | |
| O |
Realty Income Corp
Real Estate
|
Added | 86,523 | $5,035,638 | 0.32% | |
| UAL |
United Airlines Holdings, Inc.
Industrials
|
Reduced | 154,646 | $5,030,634 | 0.32% | |
| EBAY |
Ebay Inc
Consumer Cyclical
|
Reduced | 133,836 | $4,926,503 | 0.31% | |
| HSY |
Hershey Co
Consumer Defensive
|
Reduced | 22,298 | $4,916,040 | 0.31% | |
| HCA |
HCA Healthcare, Inc.
Healthcare
|
Reduced | 26,601 | $4,888,997 | 0.31% | |
| ISRG |
Intuitive Surgical Inc
Healthcare
|
Added | 25,494 | $4,778,595 | 0.30% | |
| MCD |
Mcdonalds Corp
Consumer Cyclical
|
Added | 20,215 | $4,664,409 | 0.29% | |
| AVGO |
Broadcom Inc.
Technology
|
Reduced | 10,333 | $4,587,955 | 0.29% | |
| MSGK |
MSG Knickerbockers Corp.
Communication Services
|
Added | 33,459 | $4,572,506 | 0.29% | |
| STE |
STERIS plc
Healthcare
|
Added | 27,320 | $4,542,769 | 0.29% | |
| NKE |
NIKE, Inc.
Consumer Cyclical
|
Reduced | 53,862 | $4,477,009 | 0.28% | |
| FITB |
Fifth Third Bancorp
Financial Services
|
Added | 139,786 | $4,467,560 | 0.28% | |
|
|
Added | 143,094 | $4,420,000 | 0.28% | ||
| NOW |
ServiceNow, Inc.
Technology
|
Added | 11,621 | $4,388,205 | 0.28% | |
| BNY |
Bank of New York Mellon Corp
Financial Services
|
Reduced | 113,855 | $4,385,694 | 0.28% | |
| NDAQ |
Nasdaq, Inc.
Financial Services
|
Added | 76,820 | $4,354,157 | 0.27% | |
| SLF |
Sun Life Financial Inc
Financial Services
|
Reduced | 109,346 | $4,347,596 | 0.27% | |
| CL |
Colgate Palmolive Co
Consumer Defensive
|
Added | 61,568 | $4,325,152 | 0.27% | |
| CINF |
Cincinnati Financial Corp
Financial Services
|
Added | 48,178 | $4,315,303 | 0.27% | |
| BDX |
Becton Dickinson & Co
Healthcare
|
Added | 19,335 | $4,308,417 | 0.27% | |
| CSCO |
Cisco Systems, Inc.
Technology
|
Reduced | 106,969 | $4,278,760 | 0.27% | |
| UPS |
United Parcel Service Inc
Industrials
|
Added | 26,088 | $4,214,255 | 0.27% | |
| COR |
Cencora, Inc.
Healthcare
|
Reduced | 30,569 | $4,136,902 | 0.26% | |
| PG |
PROCTER & GAMBLE Co
Consumer Defensive
|
Reduced | 32,564 | $4,111,205 | 0.26% | |
| MA |
Mastercard Inc
Financial Services
|
Added | 14,363 | $4,083,975 | 0.26% | |
|
|
Added | 90,010 | $4,006,000 | 0.25% | ||
| ALK |
Alaska Air Group, Inc.
Industrials
|
Added | 101,005 | $3,954,345 | 0.25% | |
| VFC |
V F Corp
Consumer Cyclical
|
Added | 131,232 | $3,925,149 | 0.25% | |
| MKC |
Mccormick & Co Inc
Consumer Defensive
|
Reduced | 54,434 | $3,879,511 | 0.24% |
Showing the top 50 of 1,231 positions. Create a free account to see every position, past quarters, search, filters and CSV export.
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.