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
+5.62%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.69B
AUM Growth
+$757M
Cap. Flow
+$669M
Cap. Flow %
24.84%
Top 10 Hldgs %
7.15%
Holding
1,493
New
266
Increased
636
Reduced
447
Closed
143

Top Buys

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$25.2M
2
TXN icon
Texas Instruments
TXN
+$20.4M
3
MDT icon
Medtronic
MDT
+$17.8M
4
ADI icon
Analog Devices
ADI
+$17.3M
5
YUMC icon
Yum China
YUMC
+$14.6M

Top Sells

Rank Stock Value
1
UNP icon
Union Pacific
UNP
+$13.2M
2
CERN
Cerner Corp
CERN
+$10.4M
3
ABT icon
Abbott
ABT
+$7.92M
4
DIS icon
Walt Disney
DIS
+$7.58M
5
CCI icon
Crown Castle
CCI
+$7.47M

Sector Composition

Rank Sector Weight
1 Technology 19.87%
2 Financials 15.08%
3 Healthcare 13.73%
4 Industrials 13.23%
5 Consumer Discretionary 11.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALLY icon
276
Ally Financial
ALLY
$13.7B
$2.7M 0.1%
56,621
-5,330
-9% -$264K
PAYC icon
277
Paycom
PAYC
$8.17B
$2.69M 0.1%
6,491
+5,314
+451% +$2.52M
HOLX
278
DELISTED
Hologic
HOLX
$2.69M 0.1%
35,155
-5,951
-14% -$437K
CE icon
279
Celanese
CE
$4.96B
$2.69M 0.1%
15,974
+4,102
+35% +$668K
DFS
280
DELISTED
Discover Financial Services
DFS
$2.69M 0.1%
23,234
-25,209
-52% -$2.98M
KSS icon
281
Kohl's
KSS
$2.28B
$2.68M 0.1%
54,316
-59,572
-52% -$3.04M
CPRT icon
282
Copart
CPRT
$27.2B
$2.68M 0.1%
70,596
+36,356
+106% +$1.35M
PVH icon
283
PVH
PVH
$4.09B
$2.67M 0.1%
25,073
+11,715
+88% +$1.28M
ZBH icon
284
Zimmer Biomet
ZBH
$18.5B
$2.67M 0.1%
21,662
-647
-3% -$84.7K
CWEN icon
285
Clearway Energy Class C
CWEN
$4.94B
$2.67M 0.1%
74,084
+34,850
+89% +$1.23M
VTR icon
286
Ventas
VTR
$46.6B
$2.66M 0.1%
51,979
+41,817
+412% +$2.19M
DOV icon
287
Dover
DOV
$28.3B
$2.65M 0.1%
14,613
-1,121
-7% -$190K
POOL icon
288
Pool Corp
POOL
$7.39B
$2.65M 0.1%
4,679
-41
-0.9% -$21.5K
HBAN icon
289
Huntington Bancshares
HBAN
$35.5B
$2.65M 0.1%
171,663
+71,350
+71% +$1.12M
KN icon
290
Knowles
KN
$3.45B
$2.65M 0.1%
113,334
+99,291
+707% +$2.1M
MOS icon
291
The Mosaic Company
MOS
$7.22B
$2.63M 0.1%
67,011
+5,392
+9% +$206K
EL icon
292
Estee Lauder
EL
$31.5B
$2.62M 0.1%
7,084
-14,591
-67% -$4.95M
CPT icon
293
Camden Property Trust
CPT
$11B
$2.62M 0.1%
14,660
+7,421
+103% +$1.22M
AFL icon
294
Aflac
AFL
$63.7B
$2.61M 0.1%
44,662
-48,514
-52% -$2.72M
ETSY icon
295
Etsy
ETSY
$8.2B
$2.61M 0.1%
11,912
+9,667
+431% +$2.33M
SBRA icon
296
Sabra Healthcare REIT
SBRA
$5.21B
$2.6M 0.1%
192,344
+150,512
+360% +$2.13M
COUP
297
DELISTED
Coupa Software Incorporated
COUP
$2.6M 0.1%
16,468
+14,198
+625% +$2.92M
GIB icon
298
CGI
GIB
$15.4B
$2.6M 0.1%
29,319
+12,122
+70% +$1.06M
LULU icon
299
lululemon athletica
LULU
$14B
$2.59M 0.1%
+6,615
New +$2.83M
WTW icon
300
Willis Towers Watson
WTW
$31.5B
$2.58M 0.1%
+10,867
New +$2.57M
10 11
12
13 14

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 Q4 2021 Portfolio in Review

As of Q4 2021, AlphaCrest Capital Management held 1,493 positions worth $2.69B, up 39% from $1.93B the previous quarter. Its ten largest holdings account for 7.2% of the portfolio.

AlphaCrest Capital Management deployed $669M of net new capital in Q4 2021, opening 266 new positions and adding to 636 existing holdings. Its largest new stake was Yum China: 269,184 shares worth $13.4M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 19% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was Union Pacific, an estimated $13.2M trimmed.

  • AlphaCrest Capital Management's largest Q4 2021 buy was Yum China: 269,184 shares worth $13.4M.
  • AlphaCrest Capital Management added most to Oracle in Q4 2021, an estimated $25.2M increase.
  • AlphaCrest Capital Management's biggest Q4 2021 reduction was Union Pacific, cutting an estimated $13.2M.
  • AlphaCrest Capital Management fully exited Cerner Corp in Q4 2021, selling an estimated $10.4M.
  • AlphaCrest Capital Management's ten largest holdings make up 7.2% of its $2.69B portfolio in Q4 2021.
  • AlphaCrest Capital Management opened 266 new positions and closed 143 in Q4 2021.
  • AlphaCrest Capital Management's portfolio value rose 39% quarter-over-quarter to $2.69B.

Based on AlphaCrest Capital Management's 13F filing for Q4 2021, filed 9 Feb 2022.