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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
ORCL icon
1
Oracle
ORCL
$331B
$27.2M 1.01%
311,393
+268,672
+629% +$25.2M
VZ icon
2
Verizon
VZ
$194B
$24.7M 0.92%
476,010
+248,988
+110% +$13M
TXN icon
3
Texas Instruments
TXN
$255B
$21.1M 0.79%
112,173
+106,233
+1,788% +$20.4M
BCE icon
4
BCE
BCE
$19.9B
$19.6M 0.73%
377,349
+194,308
+106% +$9.93M
ADI icon
5
Analog Devices
ADI
$181B
$19.5M 0.72%
110,728
+97,513
+738% +$17.3M
BMO icon
6
Bank of Montreal
BMO
$125B
$18.2M 0.68%
168,686
+107,488
+176% +$11.6M
MDT icon
7
Medtronic
MDT
$107B
$17.2M 0.64%
166,099
+153,978
+1,270% +$17.8M
CNI icon
8
Canadian National Railway
CNI
$78.3B
$15.3M 0.57%
124,261
+114,959
+1,236% +$14.6M
TD icon
9
Toronto Dominion Bank
TD
$198B
$15M 0.56%
195,763
+148,143
+311% +$10.8M
RY icon
10
Royal Bank of Canada
RY
$291B
$14.8M 0.55%
139,334
-15,761
-10% -$1.64M
USB icon
11
US Bancorp
USB
$99.6B
$14.6M 0.54%
259,387
+209,955
+425% +$12.4M
YUMC icon
12
Yum China
YUMC
$14.9B
$13.4M 0.5%
+269,184
New +$14.6M
TGT icon
13
Target
TGT
$62.1B
$13.4M 0.5%
57,841
-6,623
-10% -$1.61M
ADM icon
14
Archer Daniels Midland
ADM
$41.4B
$12.9M 0.48%
190,794
+96,349
+102% +$6.22M
MMM icon
15
3M
MMM
$89B
$12.5M 0.46%
84,110
+24,664
+41% +$3.67M
K
16
DELISTED
Kellanova
K
$12.2M 0.45%
201,795
+178,412
+763% +$10.5M
CM icon
17
Canadian Imperial Bank of Commerce
CM
$107B
$12M 0.44%
205,208
-71,586
-26% -$4.17M
BMY icon
18
Bristol-Myers Squibb
BMY
$127B
$11.9M 0.44%
191,320
-37,587
-16% -$2.2M
BDX icon
19
Becton Dickinson
BDX
$43.1B
$11.9M 0.44%
48,367
+34,327
+244% +$8.22M
QCOM icon
20
Qualcomm
QCOM
$176B
$11.8M 0.44%
64,750
-16,227
-20% -$2.6M
HSY icon
21
Hershey
HSY
$35.4B
$11.5M 0.43%
59,200
+26,214
+79% +$4.75M
NFLX icon
22
Netflix
NFLX
$292B
$11.3M 0.42%
188,190
+156,190
+488% +$9.98M
PEP icon
23
PepsiCo
PEP
$186B
$11.2M 0.42%
64,349
+61,068
+1,861% +$9.97M
MSFT icon
24
Microsoft
MSFT
$2.84T
$11.1M 0.41%
33,144
+277
+0.8% +$89.8K
DE icon
25
Deere & Co
DE
$170B
$11M 0.41%
32,002
+20,775
+185% +$7.23M
1
2 3 4 5

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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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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.