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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
FOXF icon
376
Fox Factory Holding Corp
FOXF
$830M
$2.18M 0.08%
+12,822
New +$2.15M
RAMP icon
377
LiveRamp
RAMP
$2.3B
$2.18M 0.08%
45,460
+18,557
+69% +$935K
SEIC icon
378
SEI Investments
SEIC
$12.6B
$2.18M 0.08%
35,766
+13,573
+61% +$841K
FWONK icon
379
Liberty Media Series C
FWONK
$24.2B
$2.17M 0.08%
35,497
+18,591
+110% +$1.04M
LECO icon
380
Lincoln Electric
LECO
$15.1B
$2.17M 0.08%
15,555
+4,509
+41% +$628K
ELS icon
381
Equity Lifestyle Properties
ELS
$12.6B
$2.17M 0.08%
24,707
+12,202
+98% +$1.03M
VRRM icon
382
Verra Mobility
VRRM
$848M
$2.17M 0.08%
140,341
+124,890
+808% +$1.89M
AAWW
383
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$2.16M 0.08%
22,979
+18,603
+425% +$1.6M
CGNX icon
384
Cognex
CGNX
$11.9B
$2.16M 0.08%
27,798
+12,046
+76% +$972K
MDLZ icon
385
Mondelez International
MDLZ
$79.2B
$2.16M 0.08%
32,598
-42,044
-56% -$2.59M
D icon
386
Dominion Energy
D
$60.9B
$2.16M 0.08%
+27,449
New +$2.07M
BCPC
387
Balchem Corp
BCPC
$5.57B
$2.15M 0.08%
12,768
+7,355
+136% +$1.18M
ITW icon
388
Illinois Tool Works
ITW
$84.9B
$2.14M 0.08%
8,682
-12,452
-59% -$2.89M
GPRO icon
389
GoPro
GPRO
$133M
$2.14M 0.08%
207,629
+81,222
+64% +$806K
ALGN icon
390
Align Technology
ALGN
$12.4B
$2.13M 0.08%
3,246
+643
+25% +$413K
FTDR icon
391
Frontdoor
FTDR
$5.39B
$2.13M 0.08%
58,200
+18,282
+46% +$694K
WEC icon
392
WEC Energy
WEC
$35.6B
$2.13M 0.08%
21,912
+3,310
+18% +$303K
WGO icon
393
Winnebago Industries
WGO
$901M
$2.12M 0.08%
28,294
+19,568
+224% +$1.41M
HBI
394
DELISTED
Hanesbrands
HBI
$2.11M 0.08%
126,232
+68,732
+120% +$1.17M
TMHC
395
DELISTED
Taylor Morrison
TMHC
$2.11M 0.08%
60,364
+6,633
+12% +$207K
TW icon
396
Tradeweb Markets
TW
$21.4B
$2.11M 0.08%
21,048
+5,913
+39% +$545K
WSM icon
397
Williams-Sonoma
WSM
$29.3B
$2.11M 0.08%
24,900
+15,136
+155% +$1.41M
DAR icon
398
Darling Ingredients
DAR
$9.56B
$2.1M 0.08%
30,374
+18,190
+149% +$1.32M
PLCE icon
399
Children's Place
PLCE
$59.2M
$2.1M 0.08%
+26,529
New +$2.33M
NSC icon
400
Norfolk Southern
NSC
$76.7B
$2.1M 0.08%
7,059
-14,083
-67% -$3.93M
14 15
16
17 18

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SCA
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IC
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WFA
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CA
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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.