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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
EXC icon
626
Exelon
EXC
$47.1B
$984K 0.05%
28,536
+16,376
+135% +$560K
H icon
627
Hyatt Hotels
H
$16.9B
$983K 0.05%
12,755
+3,255
+34% +$245K
AFG icon
628
American Financial Group
AFG
$12.2B
$979K 0.05%
7,784
-75
-1% -$9.79K
ELS icon
629
Equity Lifestyle Properties
ELS
$12.6B
$977K 0.05%
12,505
+2,643
+27% +$217K
RL icon
630
Ralph Lauren
RL
$22.7B
$973K 0.05%
8,766
-4,999
-36% -$578K
SIGI icon
631
Selective Insurance
SIGI
$5.76B
$971K 0.05%
+12,857
New +$1.04M
WPC icon
632
W.P. Carey
WPC
$16.4B
$970K 0.05%
13,553
-3,865
-22% -$294K
YELP icon
633
Yelp
YELP
$1.46B
$963K 0.05%
25,867
+101
+0.4% +$3.83K
BRO icon
634
Brown & Brown
BRO
$23.7B
$961K 0.05%
17,332
-16,606
-49% -$925K
NYT icon
635
New York Times
NYT
$10.6B
$959K 0.05%
19,474
-62,170
-76% -$2.94M
FISV
636
Fiserv Inc
FISV
$28.9B
$956K 0.05%
8,815
-115,432
-93% -$12.9M
ELV icon
637
Elevance Health
ELV
$84.8B
$952K 0.05%
2,553
-8,913
-78% -$3.39M
ETR icon
638
Entergy
ETR
$49.9B
$952K 0.05%
19,170
-58,090
-75% -$3.11M
THO icon
639
Thor Industries
THO
$4.14B
$952K 0.05%
7,758
-554
-7% -$63.2K
NOMD icon
640
Nomad Foods
NOMD
$1.65B
$947K 0.05%
34,374
-52,964
-61% -$1.44M
PEN icon
641
Penumbra
PEN
$12.7B
$947K 0.05%
3,552
-1,712
-33% -$460K
UNVR
642
DELISTED
Univar Solutions Inc.
UNVR
$946K 0.05%
39,719
+4,032
+11% +$95.3K
STX icon
643
Seagate
STX
$190B
$943K 0.05%
11,430
-30,308
-73% -$2.64M
MAC icon
644
Macerich
MAC
$7.2B
$942K 0.05%
56,382
+41,572
+281% +$705K
PNR icon
645
Pentair
PNR
$11B
$938K 0.05%
+12,913
New +$963K
MZTI
646
The Marzetti Company
MZTI
$3.05B
$935K 0.05%
5,540
+1,943
+54% +$359K
CEVA icon
647
CEVA Inc
CEVA
$954M
$933K 0.05%
+21,867
New +$992K
STOR
648
DELISTED
STORE Capital Corporation
STOR
$932K 0.05%
29,113
-3,222
-10% -$114K
ALNY icon
649
Alnylam Pharmaceuticals
ALNY
$30.6B
$927K 0.05%
4,908
+2,271
+86% +$426K
CRWD icon
650
CrowdStrike
CRWD
$214B
$927K 0.05%
15,080
+5,452
+57% +$352K
24 25
26
27 28

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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 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.