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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
MIC
1426
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-7,955
Closed -$304K
TVTY
1427
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-61,480
Closed -$1.62M
MGP
1428
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-13,744
Closed -$503K
CONE
1429
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-9,009
Closed -$644K
SC
1430
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-140,447
Closed -$5.1M
HRC
1431
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-20,017
Closed -$2.27M
INOV
1432
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
– –
-30,682
Closed -$1.05M
XLRN
1433
DELISTED
Acceleron Pharma
XLRN
– –
-12,930
Closed -$1.62M
MDLA
1434
DELISTED
Medallia, Inc.
MDLA
– –
-12,200
Closed -$412K
RPAI
1435
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-40,000
Closed -$458K
CSOD
1436
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-26,660
Closed -$1.38M
HIBB
1437
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-25,388
Closed -$2.28M
SBNY
1438
DELISTED
Signature Bank
SBNY
– –
-1,794
Closed -$441K
WLL
1439
DELISTED
Whiting Petroleum Corporation
WLL
– –
-5,000
Closed -$273K
STMP
1440
DELISTED
Stamps.com, Inc.
STMP
– –
-3,512
Closed -$703K
BHVN
1441
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
– –
-3,104
Closed -$301K
HR
1442
DELISTED
Healthcare Realty Trust Incorporated
HR
– –
-23,491
Closed -$709K
54 55 56 57
58

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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.