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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
SHAK icon
676
Shake Shack
SHAK
$3B
$852K 0.04%
10,858
+7,580
+231% +$690K
VLY icon
677
Valley National Bancorp
VLY
$8.17B
$851K 0.04%
63,951
+15,715
+33% +$203K
SWAV
678
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$851K 0.04%
+4,135
New +$812K
BAP icon
679
Credicorp
BAP
$31.4B
$849K 0.04%
7,652
-4,818
-39% -$525K
SGI
680
Somnigroup International
SGI
$14.6B
$849K 0.04%
18,290
-19,645
-52% -$858K
MRK icon
681
Merck
MRK
$317B
$846K 0.04%
+11,265
New +$857K
SWX icon
682
Southwest Gas
SWX
$6.56B
$846K 0.04%
12,653
+4,536
+56% +$317K
ROL icon
683
Rollins
ROL
$18.1B
$844K 0.04%
23,885
-33,071
-58% -$1.24M
PING
684
DELISTED
Ping Identity Holding Corp.
PING
$843K 0.04%
34,300
-17,041
-33% -$413K
AVNS
685
DELISTED
Avanos Medical
AVNS
$842K 0.04%
26,978
-737
-3% -$25K
LSI
686
DELISTED
Life Storage, Inc.
LSI
$841K 0.04%
+7,330
New +$872K
FWONK icon
687
Liberty Media Series C
FWONK
$24.1B
$840K 0.04%
16,906
+5,533
+49% +$262K
WRB icon
688
W.R. Berkley
WRB
$26.8B
$838K 0.04%
25,776
+7,270
+39% +$240K
MKTX icon
689
MarketAxess Holdings
MKTX
$5.71B
$831K 0.04%
1,975
-1,451
-42% -$666K
CWT icon
690
California Water Service
CWT
$3.08B
$826K 0.04%
14,018
+9,518
+212% +$586K
ICLR icon
691
Icon
ICLR
$12.6B
$826K 0.04%
3,154
-4,304
-58% -$1.05M
GPC icon
692
Genuine Parts
GPC
$18.1B
$825K 0.04%
6,809
-1,814
-21% -$226K
IBTX
693
DELISTED
Independent Bank Group, Inc.
IBTX
$822K 0.04%
11,566
+7,318
+172% +$510K
TMX
694
DELISTED
Terminix Global Holdings, Inc.
TMX
$820K 0.04%
19,684
-7,526
-28% -$346K
SCHW
695
Charles Schwab
SCHW
$188B
$819K 0.04%
11,241
-69,920
-86% -$4.99M
SHOO icon
696
Steven Madden
SHOO
$3.59B
$819K 0.04%
20,394
+13,849
+212% +$572K
TWLO icon
697
Twilio
TWLO
$29.3B
$819K 0.04%
2,566
+1,966
+328% +$716K
MDRX
698
DELISTED
Veradigm Inc. Common Stock
MDRX
$819K 0.04%
61,271
+7,645
+14% +$123K
AGO icon
699
Assured Guaranty
AGO
$3.66B
$816K 0.04%
+17,440
New +$834K
BRSL
700
Brightstar Lottery PLC
BRSL
$2.08B
$816K 0.04%
31,000
-6,215
-17% -$132K
26 27
28
29 30

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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.