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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
BALL icon
201
Ball Corp
BALL
$17.3B
$2.53M 0.13%
28,079
+11,815
+73% +$1.05M
PINC
202
DELISTED
Premier
PINC
$2.52M 0.13%
64,904
+54,106
+501% +$1.99M
ICE icon
203
Intercontinental Exchange
ICE
$85.6B
$2.51M 0.13%
21,886
+1,872
+9% +$222K
AOS icon
204
A.O. Smith
AOS
$8.17B
$2.48M 0.13%
40,617
+36,378
+858% +$2.54M
CMI icon
205
Cummins
CMI
$87.5B
$2.48M 0.13%
11,020
-12,056
-52% -$2.83M
JKHY icon
206
Jack Henry & Associates
JKHY
$10.9B
$2.47M 0.13%
15,053
+2,091
+16% +$360K
PAG icon
207
Penske Automotive Group
PAG
$14.3B
$2.47M 0.13%
24,527
-27,132
-53% -$2.38M
RGLD icon
208
Royal Gold
RGLD
$16.8B
$2.46M 0.13%
25,800
+16,513
+178% +$1.85M
EW icon
209
Edwards Lifesciences
EW
$49.6B
$2.46M 0.13%
21,711
+12,415
+134% +$1.42M
DOV icon
210
Dover
DOV
$27.6B
$2.45M 0.13%
15,734
+10,347
+192% +$1.71M
CAH icon
211
Cardinal Health
CAH
$53.9B
$2.44M 0.13%
49,440
-2,645
-5% -$143K
IBM icon
212
IBM
IBM
$211B
$2.44M 0.13%
18,373
-4,532
-20% -$606K
DLR icon
213
Digital Realty Trust
DLR
$69.7B
$2.44M 0.13%
16,887
-42,057
-71% -$6.6M
DRNA
214
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$2.44M 0.13%
+120,900
New +$3.34M
FL
215
DELISTED
Foot Locker
FL
$2.4M 0.12%
52,588
+32,275
+159% +$1.79M
MUSA icon
216
Murphy USA
MUSA
$11.2B
$2.39M 0.12%
14,282
-5,792
-29% -$873K
TDOC icon
217
Teladoc Health
TDOC
$1.22B
$2.39M 0.12%
18,812
+872
+5% +$127K
FNF icon
218
Fidelity National Financial
FNF
$13.9B
$2.38M 0.12%
54,711
-14,073
-20% -$624K
TT icon
219
Trane Technologies
TT
$100B
$2.38M 0.12%
+13,801
New +$2.65M
CAT icon
220
Caterpillar
CAT
$375B
$2.37M 0.12%
12,328
-16,338
-57% -$3.4M
ADP icon
221
Automatic Data Processing
ADP
$106B
$2.37M 0.12%
11,833
-978
-8% -$201K
BNY
222
Bank of New York Mellon
BNY
$106B
$2.37M 0.12%
45,645
+37,161
+438% +$1.93M
COO icon
223
Cooper Companies
COO
$14.1B
$2.37M 0.12%
22,892
+1,748
+8% +$186K
CADE
224
DELISTED
Cadence Bank
CADE
$2.36M 0.12%
79,147
+40,231
+103% +$1.12M
PGR icon
225
Progressive
PGR
$123B
$2.34M 0.12%
25,917
+4,740
+22% +$452K
7 8
9
10 11

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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.