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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
ROP icon
101
Roper Technologies
ROP
$38.8B
$3.95M 0.2%
8,845
+6,099
+222% +$2.92M
WDAY icon
102
Workday
WDAY
$39.6B
$3.93M 0.2%
15,716
-1,333
-8% -$330K
C icon
103
Citigroup
C
$222B
$3.92M 0.2%
55,859
-63,071
-53% -$4.41M
WPM icon
104
Wheaton Precious Metals
WPM
$49.5B
$3.92M 0.2%
104,303
+90,599
+661% +$3.95M
AN icon
105
AutoNation
AN
$7.11B
$3.91M 0.2%
32,103
-11,805
-27% -$1.33M
MKC icon
106
McCormick & Company Non-Voting
MKC
$13.7B
$3.9M 0.2%
48,086
-8,275
-15% -$710K
WY icon
107
Weyerhaeuser
WY
$18B
$3.84M 0.2%
108,032
-135,527
-56% -$4.75M
QSR icon
108
Restaurant Brands International
QSR
$25.7B
$3.83M 0.2%
62,621
-3,424
-5% -$219K
HPE icon
109
Hewlett Packard
HPE
$63.4B
$3.77M 0.19%
264,262
-108,372
-29% -$1.56M
DE icon
110
Deere & Co
DE
$160B
$3.76M 0.19%
11,227
+2,243
+25% +$808K
TSN icon
111
Tyson Foods
TSN
$20.4B
$3.75M 0.19%
47,527
-12,280
-21% -$927K
ORCL icon
112
Oracle
ORCL
$374B
$3.72M 0.19%
42,721
-111,516
-72% -$9.85M
JBLU icon
113
JetBlue
JBLU
$2.28B
$3.71M 0.19%
242,370
+149,962
+162% +$2.3M
CSX icon
114
CSX Corp
CSX
$93.4B
$3.69M 0.19%
124,258
-142,979
-54% -$4.58M
WCN
115
Waste Connections
WCN
$42.2B
$3.68M 0.19%
29,221
-25,594
-47% -$3.24M
LH icon
116
Labcorp
LH
$25B
$3.66M 0.19%
15,151
-2,872
-16% -$724K
NXPI icon
117
NXP Semiconductors
NXPI
$57.8B
$3.61M 0.19%
18,441
+6,790
+58% +$1.41M
DELL icon
118
Dell
DELL
$262B
$3.61M 0.19%
68,430
-85,758
-56% -$4.28M
SBAC icon
119
SBA Communications
SBAC
$19.2B
$3.54M 0.18%
10,722
+5,394
+101% +$1.87M
OC icon
120
Owens Corning
OC
$11.2B
$3.51M 0.18%
41,029
+25,513
+164% +$2.4M
LW icon
121
Lamb Weston
LW
$7.22B
$3.45M 0.18%
+56,249
New +$3.81M
LEVI icon
122
Levi Strauss
LEVI
$9.44B
$3.45M 0.18%
140,796
-15,804
-10% -$426K
XRX icon
123
Xerox
XRX
$387M
$3.4M 0.18%
168,498
+110,568
+191% +$2.51M
EBAY icon
124
eBay
EBAY
$50.6B
$3.39M 0.18%
+48,674
New +$3.49M
VFC icon
125
VF Corp
VFC
$5.63B
$3.38M 0.17%
50,468
+39,889
+377% +$3.06M
3 4
5
6 7

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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.