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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
GFL icon
1001
GFL Environmental
GFL
$14.9B
$644K 0.02%
+17,005
New +$662K
CNH
1002
CNH Industrial
CNH
$13.4B
$644K 0.02%
38,096
-75,424
-66% -$1.16M
ENOV icon
1003
Enovis
ENOV
$1.74B
$643K 0.02%
+8,128
New +$680K
PRI icon
1004
Primerica
PRI
$10B
$642K 0.02%
4,188
-812
-16% -$129K
MCO icon
1005
Moody's
MCO
$83.8B
$641K 0.02%
1,642
-610
-27% -$235K
RMBS icon
1006
Rambus
RMBS
$10.6B
$641K 0.02%
21,796
-117,982
-84% -$3M
ENS icon
1007
EnerSys
ENS
$6.92B
$640K 0.02%
8,098
+364
+5% +$28.4K
NDSN icon
1008
Nordson
NDSN
$17.3B
$640K 0.02%
2,507
+822
+49% +$210K
PSB
1009
DELISTED
PS Business Parks, Inc.
PSB
$639K 0.02%
3,469
-1,993
-36% -$351K
ACA icon
1010
Arcosa
ACA
$7.14B
$638K 0.02%
12,100
+6,300
+109% +$337K
DOW icon
1011
Dow Inc
DOW
$21.4B
$637K 0.02%
11,237
-10,263
-48% -$585K
ICLR icon
1012
Icon
ICLR
$12.6B
$636K 0.02%
2,053
-1,101
-35% -$308K
RGR icon
1013
Sturm, Ruger & Co
RGR
$614M
$634K 0.02%
+9,317
New +$677K
NEWR
1014
DELISTED
New Relic, Inc.
NEWR
$632K 0.02%
5,750
-302
-5% -$29.1K
DDOG icon
1015
Datadog
DDOG
$101B
$630K 0.02%
3,537
-10,906
-76% -$1.85M
PARA
1016
DELISTED
Paramount Global Class B
PARA
$630K 0.02%
20,887
-10,258
-33% -$354K
ADSK icon
1017
Autodesk
ADSK
$50.7B
$625K 0.02%
2,224
+581
+35% +$169K
INGR icon
1018
Ingredion
INGR
$6.51B
$625K 0.02%
6,467
+1,579
+32% +$152K
LOPE icon
1019
Grand Canyon Education
LOPE
$3.92B
$621K 0.02%
7,241
+3,055
+73% +$252K
RRC icon
1020
Range Resources
RRC
$8.91B
$617K 0.02%
+34,578
New +$745K
FNB icon
1021
FNB Corp
FNB
$6.84B
$616K 0.02%
50,796
-63,072
-55% -$762K
HUBG icon
1022
HUB Group
HUBG
$2.91B
$614K 0.02%
14,568
-8,772
-38% -$349K
PAAS icon
1023
Pan American Silver
PAAS
$20.3B
$614K 0.02%
24,575
+1,725
+8% +$43.4K
PLD icon
1024
Prologis
PLD
$131B
$614K 0.02%
3,647
+1,859
+104% +$277K
VOYA icon
1025
Voya Financial
VOYA
$9.08B
$614K 0.02%
9,258
-5,621
-38% -$370K
39 40
41
42 43

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BDF
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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
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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.