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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
MGNX icon
726
MacroGenics
MGNX
$252M
$781K 0.04%
+37,286
New +$898K
FLEX icon
727
Flex
FLEX
$45.6B
$779K 0.04%
58,492
-132,758
-69% -$1.78M
VLO icon
728
Valero Energy
VLO
$87B
$777K 0.04%
+11,011
New +$733K
NTCT icon
729
NETSCOUT
NTCT
$2.93B
$775K 0.04%
28,755
-89,470
-76% -$2.48M
AGIO icon
730
Agios Pharmaceuticals
AGIO
$1.94B
$772K 0.04%
16,724
+127
+0.8% +$6.13K
FCN icon
731
FTI Consulting
FCN
$4.17B
$770K 0.04%
5,720
+1,062
+23% +$147K
PRI icon
732
Primerica
PRI
$10.1B
$768K 0.04%
5,000
+1,314
+36% +$196K
AWR icon
733
American States Water
AWR
$3.38B
$767K 0.04%
+8,963
New +$788K
CIM
734
Chimera Investment
CIM
$992M
$767K 0.04%
17,211
+7,451
+76% +$334K
CLH icon
735
Clean Harbors
CLH
$16.3B
$764K 0.04%
7,354
-6,173
-46% -$607K
EXAS
736
DELISTED
Exact Sciences
EXAS
$764K 0.04%
8,000
+535
+7% +$56.5K
ODFL icon
737
Old Dominion Freight Line
ODFL
$44.2B
$764K 0.04%
5,346
-29,358
-85% -$4.07M
CTAS icon
738
Cintas
CTAS
$80.6B
$761K 0.04%
+8,000
New +$783K
SMG icon
739
ScottsMiracle-Gro
SMG
$3.65B
$760K 0.04%
5,190
-1,342
-21% -$220K
STZ icon
740
Constellation Brands
STZ
$22.7B
$760K 0.04%
3,608
+703
+24% +$153K
ARI
741
Apollo Commercial Real Estate
ARI
$877M
$759K 0.04%
+51,200
New +$783K
ADT icon
742
ADT
ADT
$5.63B
$757K 0.04%
93,562
+26,415
+39% +$243K
BC icon
743
Brunswick
BC
$5.28B
$755K 0.04%
7,925
+3,739
+89% +$372K
ASB icon
744
Associated Banc-Corp
ASB
$5.91B
$754K 0.04%
35,196
-15,314
-30% -$311K
BKH icon
745
Black Hills Corp
BKH
$5.6B
$753K 0.04%
+12,000
New +$818K
DIOD icon
746
Diodes
DIOD
$4.62B
$751K 0.04%
8,290
+1,362
+20% +$119K
PDCO
747
DELISTED
Patterson Companies, Inc.
PDCO
$747K 0.04%
24,779
-17,110
-41% -$519K
SNBR
748
DELISTED
Sleep Number
SNBR
$745K 0.04%
7,966
-10,289
-56% -$1.02M
GVA icon
749
Granite Construction
GVA
$5.37B
$743K 0.04%
18,796
+5,391
+40% +$213K
ELAN icon
750
Elanco Animal Health
ELAN
$12B
$741K 0.04%
23,245
+11,950
+106% +$401K
28 29
30
31 32

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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.