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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
HPP
1301
Hudson Pacific Properties
HPP
$798M
– –
-4,663
Closed -$908K
HR icon
1302
Healthcare Realty
HR
$6.96B
– –
-142,817
Closed -$3.81M
HST icon
1303
Host Hotels & Resorts
HST
$17.2B
– –
-37,550
Closed -$642K
HZO icon
1304
MarineMax
HZO
$808M
– –
-55,400
Closed -$2.7M
ICHR icon
1305
Ichor Holdings
ICHR
$2.36B
– –
-11,428
Closed -$615K
IDA icon
1306
Idacorp
IDA
$8.21B
– –
-3,067
Closed -$299K
IGMS
1307
DELISTED
IGM Biosciences
IGMS
– –
-3,000
Closed -$250K
IIPR icon
1308
Innovative Industrial Properties
IIPR
$1.73B
– –
-1,300
Closed -$248K
INDB icon
1309
Independent Bank
INDB
$4.1B
– –
-3,500
Closed -$264K
IRDM icon
1310
Iridium Communications
IRDM
$5.18B
– –
-9,287
Closed -$371K
ITT icon
1311
ITT
ITT
$18.2B
– –
-10,687
Closed -$979K
IVZ icon
1312
Invesco
IVZ
$14.1B
– –
-58,643
Closed -$1.57M
KMPR icon
1313
Kemper
KMPR
$1.71B
– –
-4,015
Closed -$297K
KNX icon
1314
Knight Transportation
KNX
$11.6B
– –
-57,651
Closed -$2.62M
KTB icon
1315
Kontoor Brands
KTB
$4.69B
– –
-50,458
Closed -$2.85M
LADR
1316
Ladder Capital
LADR
$1.19B
– –
-18,532
Closed -$214K
LFUS icon
1317
Littelfuse
LFUS
$11.8B
– –
-3,504
Closed -$893K
LGIH icon
1318
LGI Homes
LGIH
$1.42B
– –
-15,241
Closed -$2.47M
LNG icon
1319
Cheniere Energy
LNG
$53.6B
– –
-13,242
Closed -$1.15M
LNW
1320
DELISTED
Light & Wonder
LNW
– –
-6,400
Closed -$496K
LULU icon
1321
lululemon athletica
LULU
$14.1B
– –
-2,046
Closed -$747K
LVS icon
1322
Las Vegas Sands
LVS
$30.6B
– –
-5,085
Closed -$268K
MAG
1323
DELISTED
MAG Silver
MAG
– –
-13,812
Closed -$289K
MGM icon
1324
MGM Resorts International
MGM
$11.6B
– –
-6,198
Closed -$264K
MMS icon
1325
Maximus
MMS
$3.3B
– –
-19,893
Closed -$1.75M
51 52
53
54 55

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RHBC
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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
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WFA
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CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
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.