Alyeska Investment Group, L.P.

Quant stat arb Low signal CIK 1453072
League rank
#25
in Quant stat arb · #731 overall
Long book
$35.34B
Q1 2026
Positions
604
Top-10 weight
23%
concentration
Last quarter
+18.7%
SPY +14.8%
Turnover
51%
of book per quarter

Strategy in plain words

auto-generated from filings

Alyeska Investment Group, L.P. is a quantitative fund whose holdings reflect models, not opinions, running a $35.34B US long book across 604 positions.

The portfolio is broadly diversified across 604 positions (top 10 only 23%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ISHARES CORE S&P 500 ETF, NVIDIA CORP, AMAZON.COM INC, MICRON TECHNOLOGY INC, ROBINHOOD MARKETS INC - A.

Over the last 9 quarters its long book ran on average 0.2pp per quarter ahead of the S&P 500, beating the index in 6 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-1.7%
Q2 2024
+7.5%
Q3 2024
+3.2%
Q4 2024
-3.8%
Q1 2025
+11.8%
Q2 2025
+6.2%
Q3 2025
+1.9%
Q4 2025
-2.0%
Q1 2026
+18.7%

Sector allocation

Technology
29%
Consumer discretionary
15%
Healthcare
11%
Financials
10%
Industrials
10%
Services media
7%
Energy
5%
Other
4%

Long book by quarter

$16.05B
Q1 2024
$17.28B
Q2 2024
$19.58B
Q3 2024
$26.56B
Q4 2024
$25.00B
Q1 2025
$28.18B
Q2 2025
$32.96B
Q3 2025
$35.40B
Q4 2025
$35.34B
Q1 2026

What does Alyeska Investment own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology5.7M$993.7M2.8%New
AMZN AMAZON.COM INCConsumer discretionary4.4M$914.0M2.6%-30.9%
MU MICRON TECHNOLOGY INCTechnology2.0M$675.6M1.9%New
HOOD ROBINHOOD MARKETS INC - AFinancials8.0M$551.3M1.6%New
CRWV COREWEAVE INC-CL ATechnology7.0M$541.8M1.5%+74.8%
META META PLATFORMS INC-CLASS ATechnology930.5K$532.4M1.5%+106.5%
UBER UBER TECHNOLOGIES INCServices media5.2M$371.9M1.1%New
GPGI GPGI INCFinancials21.4M$365.9M1.0%+4160.3%
APH AMPHENOL CORP-CL ATechnology2.8M$358.4M1.0%+53.2%
CSCO CISCO SYSTEMS INCTechnology4.3M$333.7M0.9%New
HLT HILTON WORLDWIDE HOLDINGS INServices media1.1M$326.1M0.9%+14.5%
BURL BURLINGTON STORES INCConsumer discretionary909.8K$296.0M0.8%-29.2%
MRK MERCK & CO. INC.Healthcare2.3M$277.3M0.8%+46.2%
ZBRA ZEBRA TECHNOLOGIES CORP-CL AIndustrials1.3M$277.0M0.8%+137.8%
ADI ANALOG DEVICES INCTechnology830.8K$264.3M0.7%New
YUM YUM! BRANDS INCConsumer discretionary1.7M$260.5M0.7%-7.1%
ZM ZOOM COMMUNICATIONS INCTechnology3.1M$252.1M0.7%+974.6%
USAR USA RARE EARTH INCMaterials16.6M$250.8M0.7%+112.5%
ULTA ULTA BEAUTY INCConsumer discretionary472.7K$247.1M0.7%+16.5%
HD HOME DEPOT INCConsumer discretionary748.0K$246.0M0.7%+20.7%
AMD ADVANCED MICRO DEVICESTechnology1.2M$242.7M0.7%New
MCD MCDONALD'S CORPConsumer discretionary755.8K$234.9M0.7%-15.8%
ISRG INTUITIVE SURGICAL INCHealthcare501.4K$231.2M0.7%New
MSFT MICROSOFT CORPTechnology621.2K$230.0M0.7%-52.6%
RH RHConsumer discretionary1.6M$228.8M0.6%+1138.5%
CMG CHIPOTLE MEXICAN GRILL INCConsumer discretionary7.1M$226.6M0.6%-3.6%
ENPH ENPHASE ENERGY INCTechnology5.8M$221.0M0.6%+823.9%
MNST MONSTER BEVERAGE CORPConsumer staples3.0M$214.1M0.6%+33.3%
USB US BANCORPFinancials4.1M$211.3M0.6%+112.4%
T AT&T INCCommunications7.3M$211.0M0.6%-38.8%
AZN ASTRAZENECA PLCHealthcare1.1M$209.5M0.6%New
RSG REPUBLIC SERVICES INCUtilities949.2K$207.9M0.6%-6.2%
MRNA MODERNA INCHealthcare4.1M$205.8M0.6%+25.5%
JNJ JOHNSON & JOHNSONHealthcare834.7K$204.0M0.6%-11.1%
ROST ROSS STORES INCConsumer discretionary920.6K$199.4M0.6%-4.5%
CL COLGATE-PALMOLIVE COOther2.2M$189.0M0.5%+32.5%
WH WYNDHAM HOTELS & RESORTS INCServices media2.3M$186.7M0.5%+9.0%
PM PHILIP MORRIS INTERNATIONALConsumer staples1.1M$185.8M0.5%+112.7%
MS MORGAN STANLEYFinancials1.1M$184.9M0.5%+38.1%
RVMD REVOLUTION MEDICINES INCHealthcare1.9M$183.4M0.5%+688.7%
AN AUTONATION INCConsumer discretionary890.7K$173.9M0.5%+195.9%
CLS CELESTICA INCTechnology591.9K$166.7M0.5%New
TTE TOTALENERGIES SEEnergy1.8M$163.6M0.5%-24.6%
FTAI FTAI AVIATION LTDServices media663.6K$162.6M0.5%+7.4%
AIT APPLIED INDUSTRIAL TECH INCConsumer discretionary602.8K$159.9M0.5%+16.0%
DHR DANAHER CORPTechnology825.7K$156.5M0.4%-40.2%
UAL UNITED AIRLINES HOLDINGS INCIndustrials1.7M$155.9M0.4%+141.3%
WAB WABTEC CORPIndustrials620.0K$154.9M0.4%-1.7%
WCC WESCO INTERNATIONAL INCConsumer discretionary562.3K$153.8M0.4%-14.2%
MO ALTRIA GROUP INCConsumer staples2.3M$149.6M0.4%+73.4%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026605$35.38B canonicalSEC ↗
Q4 202513F-HRFeb 13, 2026575$35.40B canonicalSEC ↗
Q3 202513F-HRNov 17, 2025578$33.05B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025542$28.38B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025494$25.10B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025536$26.62B canonicalSEC ↗
Q3 202413F-HRNov 14, 2024509$19.59B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024556$17.49B canonicalSEC ↗
Q1 202413F-HRMay 15, 2024444$16.25B canonicalSEC ↗