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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
-2.84%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.93B
AUM Growth
-$392M
Cap. Flow
-$326M
Cap. Flow %
-16.85%
Top 10 Hldgs %
6.6%
Holding
1,442
New
239
Increased
436
Reduced
552
Closed
215

Top Buys

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$14.5M
2
TGT icon
Target
TGT
+$11.8M
3
WFC icon
Wells Fargo
WFC
+$10.9M
4
RY icon
Royal Bank of Canada
RY
+$9.42M
5
BMY icon
Bristol-Myers Squibb
BMY
+$9.39M

Top Sells

Rank Stock Value
1
CL icon
Colgate-Palmolive
CL
+$14.2M
2
FISV
Fiserv Inc
FISV
+$12.9M
3
ABBV icon
AbbVie
ABBV
+$12.8M
4
CNI icon
Canadian National Railway
CNI
+$10.5M
5
PG icon
Procter & Gamble
PG
+$10.4M

Sector Composition

Rank Sector Weight
1 Technology 18.98%
2 Financials 15.58%
3 Healthcare 14.05%
4 Industrials 12.98%
5 Consumer Discretionary 11.01%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CSCO icon
26
Cisco
CSCO
$443B
$6.78M 0.35%
124,638
+10,350
+9% +$581K
HRL icon
27
Hormel Foods
HRL
$14.2B
$6.75M 0.35%
164,767
+10,273
+7% +$463K
EL icon
28
Estee Lauder
EL
$30.4B
$6.5M 0.34%
21,675
+17,042
+368% +$5.57M
COF icon
29
Capital One
COF
$128B
$6.3M 0.33%
38,899
-14,261
-27% -$2.33M
RNG icon
30
RingCentral
RNG
$4.83B
$6.25M 0.32%
28,747
+4,792
+20% +$1.21M
BMO icon
31
Bank of Montreal
BMO
$123B
$6.1M 0.32%
61,198
-34,119
-36% -$3.43M
VEEV icon
32
Veeva Systems
VEEV
$33.8B
$6.01M 0.31%
20,858
+2,027
+11% +$643K
DFS
33
DELISTED
Discover Financial Services
DFS
$5.95M 0.31%
48,443
-11,668
-19% -$1.46M
LLY icon
34
Eli Lilly
LLY
$1.08T
$5.9M 0.31%
25,540
+9,786
+62% +$2.42M
ALL icon
35
Allstate
ALL
$70.6B
$5.89M 0.3%
46,246
-3,156
-6% -$417K
UDR icon
36
UDR
UDR
$12.8B
$5.85M 0.3%
110,454
+20,855
+23% +$1.11M
VRTX icon
37
Vertex Pharmaceuticals
VRTX
$123B
$5.74M 0.3%
31,620
-2,788
-8% -$544K
JCI icon
38
Johnson Controls International
JCI
$85.1B
$5.68M 0.29%
+83,500
New +$6.03M
ADM icon
39
Archer Daniels Midland
ADM
$38.7B
$5.67M 0.29%
94,445
-126,248
-57% -$7.57M
A icon
40
Agilent Technologies
A
$39.6B
$5.63M 0.29%
35,770
+17,367
+94% +$2.81M
MNST icon
41
Monster Beverage
MNST
$95.1B
$5.61M 0.29%
126,194
+33,150
+36% +$1.57M
HSY icon
42
Hershey
HSY
$37.3B
$5.58M 0.29%
32,986
-5,801
-15% -$1.03M
CHTR icon
43
Charter Communications
CHTR
$17.3B
$5.54M 0.29%
7,619
+4,472
+142% +$3.39M
VRSN icon
44
VeriSign
VRSN
$26.3B
$5.52M 0.29%
26,934
+9,693
+56% +$2.12M
TRI icon
45
Thomson Reuters
TRI
$46.4B
$5.47M 0.28%
46,966
-46,232
-50% -$5.39M
KSS icon
46
Kohl's
KSS
$2.16B
$5.36M 0.28%
113,888
+70,951
+165% +$3.79M
AMGN icon
47
Amgen
AMGN
$209B
$5.33M 0.28%
25,079
+22,413
+841% +$5.16M
PCAR icon
48
PACCAR
PCAR
$70.5B
$5.31M 0.27%
100,857
-15,308
-13% -$850K
KEYS icon
49
Keysight
KEYS
$50.7B
$5.28M 0.27%
32,120
-3,419
-10% -$574K
FTNT icon
50
Fortinet
FTNT
$112B
$5.25M 0.27%
89,975
-165
-0.2% -$9.55K
1
2
3 4 5

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AlphaCrest Capital Management's Q3 2021 Portfolio in Review

As of Q3 2021, AlphaCrest Capital Management held 1,442 positions worth $1.93B, down 17% from $2.33B the previous quarter. Its ten largest holdings account for 6.6% of the portfolio.

AlphaCrest Capital Management withdrew a net $326M in Q3 2021, closing 215 positions and reducing 552 holdings. Its most notable exit was Dominion Energy, an estimated $5.36M position sold in full.

By sector, the portfolio is most concentrated in Technology at 19% of assets, down from 19% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in Adobe worth $13.3M.

  • AlphaCrest Capital Management's largest Q3 2021 buy was Adobe: 23,068 shares worth $13.3M.
  • AlphaCrest Capital Management added most to Target in Q3 2021, an estimated $11.8M increase.
  • AlphaCrest Capital Management's biggest Q3 2021 reduction was Colgate-Palmolive, cutting an estimated $14.2M.
  • AlphaCrest Capital Management fully exited Dominion Energy in Q3 2021, selling an estimated $5.36M.
  • AlphaCrest Capital Management's ten largest holdings make up 6.6% of its $1.93B portfolio in Q3 2021.
  • AlphaCrest Capital Management opened 239 new positions and closed 215 in Q3 2021.
  • AlphaCrest Capital Management's portfolio value fell 17% quarter-over-quarter to $1.93B.

Based on AlphaCrest Capital Management's 13F filing for Q3 2021, filed 10 Nov 2021.