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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
KLIC icon
651
Kulicke & Soffa
KLIC
$4.91B
$925K 0.05%
15,879
+12,084
+318% +$752K
TWNK
652
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$925K 0.05%
53,229
-2,248
-4% -$36.4K
CHDN icon
653
Churchill Downs
CHDN
$6.02B
$923K 0.05%
7,690
+3,224
+72% +$328K
SPG icon
654
Simon Property Group
SPG
$72.9B
$918K 0.05%
7,065
-1,151
-14% -$150K
INVH icon
655
Invitation Homes
INVH
$18.1B
$917K 0.05%
23,924
+2,424
+11% +$97.1K
JBL icon
656
Jabil
JBL
$35.5B
$916K 0.05%
15,695
+5,491
+54% +$326K
STRA icon
657
Strategic Education
STRA
$1.89B
$914K 0.05%
12,962
+3,109
+32% +$232K
KR icon
658
Kroger
KR
$34.7B
$913K 0.05%
22,593
-52,444
-70% -$2.2M
VOYA icon
659
Voya Financial
VOYA
$9.08B
$913K 0.05%
14,879
-2,818
-16% -$179K
PMT
660
PennyMac Mortgage Investment
PMT
$824M
$905K 0.05%
45,960
+10,906
+31% +$214K
PBI icon
661
Pitney Bowes
PBI
$2.51B
$901K 0.05%
125,000
+100,500
+410% +$787K
LNC icon
662
Lincoln National
LNC
$8.98B
$895K 0.05%
13,013
+2,874
+28% +$188K
PACW
663
DELISTED
PacWest Bancorp
PACW
$888K 0.05%
19,588
+1,517
+8% +$62.9K
POST icon
664
Post Holdings
POST
$4.04B
$886K 0.05%
12,285
-10,863
-47% -$770K
MD icon
665
Pediatrix Medical
MD
$2.11B
$885K 0.05%
31,130
+20,761
+200% +$633K
DAR icon
666
Darling Ingredients
DAR
$9.19B
$876K 0.05%
12,184
-15,161
-55% -$1.08M
CAR icon
667
Avis
CAR
$4.9B
$875K 0.05%
7,510
+4,466
+147% +$394K
IPGP icon
668
IPG Photonics
IPGP
$3.9B
$869K 0.04%
5,484
+3,139
+134% +$577K
RGA icon
669
Reinsurance Group of America
RGA
$15.5B
$869K 0.04%
7,815
-6,476
-45% -$738K
WSM icon
670
Williams-Sonoma
WSM
$29.2B
$866K 0.04%
9,764
-29,398
-75% -$2.49M
IART icon
671
Integra LifeSciences
IART
$1.38B
$863K 0.04%
12,603
+8,963
+246% +$633K
MKL icon
672
Markel Group
MKL
$23.3B
$860K 0.04%
+720
New +$888K
BKI
673
DELISTED
Black Knight, Inc. Common Stock
BKI
$857K 0.04%
+11,900
New +$914K
PSB
674
DELISTED
PS Business Parks, Inc.
PSB
$856K 0.04%
+5,462
New +$843K
ADEA icon
675
Adeia
ADEA
$3.3B
$853K 0.04%
171,124
+75,422
+79% +$406K
25 26
27
28 29

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RHBC
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BDF
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SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
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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.