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
AIZ icon
176
Assurant
AIZ
$13.8B
$2.78M 0.14%
17,610
+4,579
+35% +$739K
TPR icon
177
Tapestry
TPR
$30.8B
$2.77M 0.14%
74,703
+50,003
+202% +$2.06M
MU icon
178
Micron Technology
MU
$930B
$2.76M 0.14%
38,824
-47,246
-55% -$3.55M
PYPL icon
179
PayPal
PYPL
$48.9B
$2.75M 0.14%
10,584
+1,525
+17% +$433K
EPC icon
180
Edgewell Personal Care
EPC
$1.25B
$2.74M 0.14%
+75,589
New +$3.11M
FIS icon
181
Fidelity National Information Services
FIS
$23.1B
$2.73M 0.14%
22,419
-32,100
-59% -$4.31M
LAUR icon
182
Laureate Education
LAUR
$5.28B
$2.71M 0.14%
159,429
+93,810
+143% +$1.47M
EHC icon
183
Encompass Health
EHC
$11B
$2.69M 0.14%
45,033
-36,944
-45% -$2.32M
T icon
184
AT&T
T
$159B
$2.68M 0.14%
131,534
-64,475
-33% -$1.35M
GEN icon
185
Gen Digital
GEN
$16.4B
$2.67M 0.14%
+105,606
New +$2.75M
OHI icon
186
Omega Healthcare
OHI
$15.1B
$2.67M 0.14%
88,976
+5,611
+7% +$193K
ABBV icon
187
AbbVie
ABBV
$443B
$2.66M 0.14%
24,643
-111,978
-82% -$12.8M
MLKN icon
188
MillerKnoll
MLKN
$1.53B
$2.66M 0.14%
70,580
+52,969
+301% +$2.27M
BCC icon
189
Boise Cascade
BCC
$2.69B
$2.65M 0.14%
49,190
+14,019
+40% +$762K
LBRDK icon
190
Liberty Broadband Class C
LBRDK
$4.88B
$2.65M 0.14%
15,329
-12,553
-45% -$2.26M
XYZ
191
Block Inc
XYZ
$48.4B
$2.64M 0.14%
11,006
+1,569
+17% +$403K
JEF icon
192
Jefferies Financial Group
JEF
$12.6B
$2.63M 0.14%
74,215
+24,210
+48% +$810K
ARNA
193
DELISTED
Arena Pharmaceuticals Inc
ARNA
$2.62M 0.14%
44,034
+22,780
+107% +$1.35M
PBH icon
194
Prestige Consumer Healthcare
PBH
$2.38B
$2.62M 0.14%
+46,660
New +$2.56M
HOUS
195
DELISTED
Anywhere Real Estate
HOUS
$2.61M 0.13%
+148,600
New +$2.62M
RSG icon
196
Republic Services
RSG
$64.8B
$2.6M 0.13%
21,628
-17,938
-45% -$2.15M
TRMB icon
197
Trimble
TRMB
$13.2B
$2.57M 0.13%
31,231
+25,257
+423% +$2.22M
PFSI icon
198
PennyMac Financial
PFSI
$3.92B
$2.55M 0.13%
+41,787
New +$2.65M
OMCL icon
199
Omnicell
OMCL
$1.61B
$2.55M 0.13%
17,183
+12,268
+250% +$1.88M
NNN icon
200
NNN REIT
NNN
$9.04B
$2.53M 0.13%
58,682
+23,667
+68% +$1.11M
6 7
8
9 10

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.