We are live on ! Find out more
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
BG icon
501
Bunge Global
BG
$20.5B
$1.28M 0.07%
15,805
-8,970
-36% -$692K
LPSN icon
502
LivePerson
LPSN
$26.1M
$1.28M 0.07%
1,449
+558
+63% +$527K
PEB icon
503
Pebblebrook Hotel Trust
PEB
$2.15B
$1.28M 0.07%
+57,169
New +$1.27M
SLF icon
504
Sun Life Financial
SLF
$45.3B
$1.28M 0.07%
24,858
-15,515
-38% -$798K
RAMP icon
505
LiveRamp
RAMP
$2.3B
$1.27M 0.07%
26,903
+5,603
+26% +$253K
RJF icon
506
Raymond James Financial
RJF
$34.7B
$1.27M 0.07%
13,767
-117
-0.8% -$10.5K
BAX icon
507
Baxter International
BAX
$14.1B
$1.26M 0.07%
15,731
-117,771
-88% -$9.31M
CGNX icon
508
Cognex
CGNX
$11.8B
$1.26M 0.07%
15,752
+2,845
+22% +$245K
COOP
509
DELISTED
Mr. Cooper
COOP
$1.26M 0.07%
30,708
+11,408
+59% +$430K
MSCI icon
510
MSCI
MSCI
$41.6B
$1.26M 0.07%
2,072
+579
+39% +$354K
ROKU icon
511
Roku
ROKU
$21.8B
$1.25M 0.06%
+4,000
New +$1.51M
CME icon
512
CME Group
CME
$95.2B
$1.25M 0.06%
6,472
-17,641
-73% -$3.57M
MTD icon
513
Mettler-Toledo International
MTD
$28.5B
$1.25M 0.06%
907
+607
+202% +$914K
TSEM icon
514
Tower Semiconductor
TSEM
$23.9B
$1.25M 0.06%
41,773
+26,756
+178% +$770K
DOW icon
515
Dow Inc
DOW
$21.4B
$1.24M 0.06%
21,500
+16,100
+298% +$986K
SSB icon
516
SouthState Bank Corp
SSB
$10.6B
$1.24M 0.06%
16,545
+7,877
+91% +$561K
WST icon
517
West Pharmaceutical
WST
$24.7B
$1.23M 0.06%
2,902
-2,422
-45% -$1.02M
NVCR icon
518
NovoCure
NVCR
$1.87B
$1.23M 0.06%
10,600
+7,288
+220% +$1.1M
PARA
519
DELISTED
Paramount Global Class B
PARA
$1.23M 0.06%
31,145
-88,090
-74% -$3.59M
SLM icon
520
SLM Corp
SLM
$5.16B
$1.23M 0.06%
69,916
-1,748
-2% -$32.8K
EXEL icon
521
Exelixis
EXEL
$14.3B
$1.23M 0.06%
58,040
-18,160
-24% -$337K
MCD icon
522
McDonald's
MCD
$195B
$1.23M 0.06%
5,087
-35,166
-87% -$8.39M
MTCH icon
523
Match Group
MTCH
$8.9B
$1.22M 0.06%
7,797
+5,120
+191% +$780K
TW icon
524
Tradeweb Markets
TW
$21.8B
$1.22M 0.06%
15,135
+3,423
+29% +$295K
ROK icon
525
Rockwell Automation
ROK
$50.1B
$1.22M 0.06%
4,150
+2,037
+96% +$625K
19 20
21
22 23

Similar funds

RHBC
R.H. Bluestein & Co Birmingham, Michigan $1.61B AUM 7.59% 1-Year Est. Return
BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
Inverness Counsel New York $1.8B AUM 9.9% 1-Year Est. Return
WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
Roosevelt Investment Group New York $1.39B AUM 5.42% 1-Year Est. Return
CCP
Corient Capital Partners Newport Beach, California $1.34B AUM 12.46% 1-Year Est. Return

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.