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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
(-17%)
Cap. Flow
-$326M
Cap. Flow
% of AUM
-16.85%
Top 10 Holdings %
Top 10 Hldgs %
6.6%
Holding
1,442
New
239
Increased
436
Reduced
552
Closed
215
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adobe
ADBE
|
+$14.5M |
| 2 |
Target
TGT
|
+$11.8M |
| 3 |
Wells Fargo
WFC
|
+$10.9M |
| 4 |
Royal Bank of Canada
RY
|
+$9.42M |
| 5 |
Bristol-Myers Squibb
BMY
|
+$9.39M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Colgate-Palmolive
CL
|
+$14.2M |
| 2 |
FISV
Fiserv Inc
FISV
|
+$12.9M |
| 3 |
AbbVie
ABBV
|
+$12.8M |
| 4 |
Canadian National Railway
CNI
|
+$10.5M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
576
Resideo Technologies
REZI
$3.97B
| $1.1M | 0.06% |
44,536
+22,055
| +98% | +$641K |
|
577
Xylem
XYL
$28.5B
| $1.1M | 0.06% |
8,929
+3,738
| +72% | +$481K |
|
|
MANT
578
DELISTED
Mantech International Corp
MANT
| $1.1M | 0.06% |
14,545
+2,469
| +20% | +$202K |
|
579
Marriott Vacations Worldwide
VAC
$3.49B
| $1.1M | 0.06% |
7,008
-4,227
| -38% | -$640K |
|
580
Ingevity
NGVT
$2.65B
| $1.1M | 0.06% |
+15,412
| New | +$1.22M |
|
581
LyondellBasell Industries
LYB
$19.1B
| $1.1M | 0.06% |
11,700
+5,200
| +80% | +$510K |
|
582
Itron
ITRI
$4.62B
| $1.09M | 0.06% |
14,475
-732
| -5% | -$62.7K |
|
583
La-Z-Boy
LZB
$1.66B
| $1.09M | 0.06% |
33,987
-107,031
| -76% | -$3.69M |
|
|
SUM
584
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $1.09M | 0.06% |
+34,839
| New | +$1.14M |
|
585
Service Corp International
SCI
$11.6B
| $1.09M | 0.06% |
18,117
-17,716
| -49% | -$1.08M |
|
586
TD Synnex
SNX
$21B
| $1.09M | 0.06% |
10,483
-10,443
| -50% | -$1.25M |
|
|
AZPN
587
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $1.09M | 0.06% |
8,871
-3,577
| -29% | -$439K |
|
588
Enphase Energy
ENPH
$5.15B
| $1.08M | 0.06% |
+7,225
| New | +$1.24M |
|
589
Steris
STE
$22.7B
| $1.08M | 0.06% |
5,293
+1,172
| +28% | +$251K |
|
590
Visa
V
$688B
| $1.08M | 0.06% |
4,847
-5,550
| -53% | -$1.3M |
|
|
591
Canadian National Railway
CNI
$77.1B
| $1.08M | 0.06% |
9,302
-95,253
| -91% | -$10.5M |
|
592
Power Integrations
POWI
$3.45B
| $1.07M | 0.06% |
10,852
-8,864
| -45% | -$859K |
|
593
Zoom
ZM
$29.5B
| $1.07M | 0.06% |
4,100
+3,300
| +413% | +$1.11M |
|
594
Acushnet Holdings
GOLF
$6.04B
| $1.07M | 0.06% |
+22,920
| New | +$1.16M |
|
595
Camden Property Trust
CPT
$11.1B
| $1.07M | 0.06% |
7,239
+447
| +7% | +$65.5K |
|
596
Murphy Oil
MUR
$5.17B
| $1.06M | 0.06% |
+42,669
| New | +$920K |
|
597
Kirby Corp
KEX
$7.01B
| $1.06M | 0.06% |
22,184
+13,027
| +142% | +$722K |
|
598
AvalonBay Communities
AVB
$27.1B
| $1.06M | 0.05% |
4,775
+2,653
| +125% | +$596K |
|
599
SPX Corp
SPXC
$10.8B
| $1.06M | 0.05% |
19,800
-5,888
| -23% | -$361K |
|
600
Global Payments
GPN
$23.9B
| $1.05M | 0.05% |
6,677
-22,935
| -77% | -$3.98M |
|
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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.