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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
+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
BFAM icon
351
Bright Horizons
BFAM
$3.97B
$2.3M 0.09%
18,240
+14,442
+380% +$2.01M
DLB icon
352
Dolby
DLB
$5.75B
$2.29M 0.09%
24,056
+7,163
+42% +$641K
ETR icon
353
Entergy
ETR
$49.9B
$2.29M 0.09%
40,638
+21,468
+112% +$1.13M
ESS icon
354
Essex Property Trust
ESS
$18.5B
$2.29M 0.08%
6,488
+4,901
+309% +$1.67M
TDY icon
355
Teledyne Technologies
TDY
$31.7B
$2.29M 0.08%
5,230
+4,630
+772% +$2.01M
EPC icon
356
Edgewell Personal Care
EPC
$1.35B
$2.28M 0.08%
49,891
-25,698
-34% -$1.04M
CINF icon
357
Cincinnati Financial
CINF
$27.3B
$2.27M 0.08%
19,954
+15,225
+322% +$1.8M
PRGO icon
358
Perrigo
PRGO
$1.84B
$2.27M 0.08%
58,263
+53,780
+1,200% +$2.26M
PKG icon
359
Packaging Corp of America
PKG
$22.8B
$2.25M 0.08%
16,502
+1,530
+10% +$206K
GM icon
360
General Motors
GM
$78.2B
$2.25M 0.08%
38,300
+34,286
+854% +$2M
JAZZ icon
361
Jazz Pharmaceuticals
JAZZ
$16.4B
$2.25M 0.08%
17,631
+4,942
+39% +$649K
KHC icon
362
Kraft Heinz
KHC
$30.5B
$2.24M 0.08%
62,416
+50,855
+440% +$1.83M
B
363
Barrick Mining
B
$68.8B
$2.23M 0.08%
117,559
+56,402
+92% +$1.07M
ANF icon
364
Abercrombie & Fitch
ANF
$4.86B
$2.23M 0.08%
63,960
+44,884
+235% +$1.75M
MMS icon
365
Maximus
MMS
$3.32B
$2.23M 0.08%
+27,951
New +$2.28M
ESRT icon
366
Empire State Realty Trust
ESRT
$843M
$2.22M 0.08%
249,701
+211,674
+557% +$2.09M
HOG icon
367
Harley-Davidson
HOG
$2.76B
$2.22M 0.08%
58,950
-2,025
-3% -$75.6K
FRC
368
DELISTED
First Republic Bank
FRC
$2.21M 0.08%
10,726
+1,679
+19% +$354K
DRE
369
DELISTED
Duke Realty Corp.
DRE
$2.21M 0.08%
33,681
+6,612
+24% +$382K
SNX icon
370
TD Synnex
SNX
$21B
$2.21M 0.08%
19,320
+8,837
+84% +$961K
MRSH
371
Marsh
MRSH
$91.4B
$2.21M 0.08%
12,684
+3,800
+43% +$631K
CWT icon
372
California Water Service
CWT
$3.08B
$2.2M 0.08%
30,623
+16,605
+118% +$1.07M
GATX icon
373
GATX Corp
GATX
$6.34B
$2.19M 0.08%
21,039
-4,397
-17% -$438K
HELE icon
374
Helen of Troy
HELE
$689M
$2.19M 0.08%
8,957
+1,216
+16% +$288K
HLI icon
375
Houlihan Lokey
HLI
$8.96B
$2.18M 0.08%
+21,092
New +$2.25M
13 14
15
16 17

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BDF
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SCA
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IC
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WFA
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CA
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RIG
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CCP
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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.