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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
EXPD icon
76
Expeditors International
EXPD
$22B
$4.42M 0.23%
37,083
+23,766
+178% +$2.97M
ITW icon
77
Illinois Tool Works
ITW
$82.6B
$4.37M 0.23%
21,134
-8,029
-28% -$1.81M
MDLZ icon
78
Mondelez International
MDLZ
$79.5B
$4.34M 0.22%
74,642
+16,362
+28% +$1.02M
NKE icon
79
Nike
NKE
$61.9B
$4.34M 0.22%
29,882
+4,790
+19% +$781K
DAL icon
80
Delta Air Lines
DAL
$57.5B
$4.32M 0.22%
101,336
-39,936
-28% -$1.63M
SHOP icon
81
Shopify
SHOP
$152B
$4.31M 0.22%
31,790
+17,770
+127% +$2.66M
RPM icon
82
RPM International
RPM
$13.7B
$4.29M 0.22%
55,237
+40,965
+287% +$3.45M
CB icon
83
Chubb
CB
$135B
$4.26M 0.22%
24,571
-33,815
-58% -$5.93M
DG icon
84
Dollar General
DG
$28B
$4.19M 0.22%
19,768
-13,046
-40% -$2.94M
DHI icon
85
D.R. Horton
DHI
$40B
$4.19M 0.22%
49,929
+19,011
+61% +$1.75M
DVA icon
86
DaVita
DVA
$15.4B
$4.18M 0.22%
35,969
+25,707
+251% +$3.22M
HUM icon
87
Humana
HUM
$43.7B
$4.18M 0.22%
10,740
-5,685
-35% -$2.41M
CDNS icon
88
Cadence Design Systems
CDNS
$93.6B
$4.16M 0.22%
27,482
-24,705
-47% -$3.76M
PSA icon
89
Public Storage
PSA
$60.5B
$4.13M 0.21%
13,904
+9,756
+235% +$3.06M
BLK icon
90
Blackrock
BLK
$169B
$4.11M 0.21%
4,903
+3,012
+159% +$2.7M
STLD icon
91
Steel Dynamics
STLD
$36B
$4.11M 0.21%
70,316
+22,064
+46% +$1.41M
OPTU
92
Optimum Communications Inc
OPTU
$298M
$4.11M 0.21%
198,339
+40,625
+26% +$1.18M
TWTR
93
DELISTED
Twitter, Inc.
TWTR
$4.11M 0.21%
68,045
+51,586
+313% +$3.39M
IT icon
94
Gartner
IT
$10.1B
$4.09M 0.21%
13,461
+1,290
+11% +$374K
OTEX icon
95
Open Text
OTEX
$6.15B
$4.08M 0.21%
83,812
+53,955
+181% +$2.81M
ZBRA icon
96
Zebra Technologies
ZBRA
$14B
$4.03M 0.21%
7,827
+1,123
+17% +$626K
PHM icon
97
Pultegroup
PHM
$24.1B
$3.99M 0.21%
86,897
+73,051
+528% +$3.8M
EXR icon
98
Extra Space Storage
EXR
$31.3B
$3.99M 0.21%
23,748
+12,662
+114% +$2.24M
AEM icon
99
Agnico Eagle Mines
AEM
$73.6B
$3.99M 0.21%
76,872
+3,629
+5% +$211K
CAG icon
100
Conagra Brands
CAG
$6.94B
$3.98M 0.21%
117,665
+29,811
+34% +$1.01M
2 3
4
5 6

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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.