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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
+4.34%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.33B
AUM Growth
+$532M
Cap. Flow
+$466M
Cap. Flow %
20.05%
Top 10 Hldgs %
5.87%
Holding
1,402
New
244
Increased
583
Reduced
375
Closed
199

Top Buys

Rank Stock Value
1
FISV
Fiserv Inc
FISV
+$12.3M
2
UNH icon
UnitedHealth
UNH
+$11.6M
3
ORCL icon
Oracle
ORCL
+$11M
4
BAX icon
Baxter International
BAX
+$10.7M
5
ADM icon
Archer Daniels Midland
ADM
+$10.7M

Top Sells

Rank Stock Value
1
MS icon
Morgan Stanley
MS
+$17.3M
2
NKE icon
Nike
NKE
+$16.2M
3
MRK icon
Merck
MRK
+$13.4M
4
CMCSA icon
Comcast
CMCSA
+$12.8M
5
MSFT icon
Microsoft
MSFT
+$9.26M

Sector Composition

Rank Sector Weight
1 Technology 19.18%
2 Financials 14.64%
3 Healthcare 14.37%
4 Industrials 13.29%
5 Consumer Discretionary 10.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DFS
51
DELISTED
Discover Financial Services
DFS
$7.11M 0.31%
60,111
-28,144
-32% -$3.18M
DG icon
52
Dollar General
DG
$28.4B
$7.1M 0.31%
32,814
-10,364
-24% -$2.18M
RNG icon
53
RingCentral
RNG
$4.83B
$6.96M 0.3%
23,955
+12,709
+113% +$3.63M
VRTX icon
54
Vertex Pharmaceuticals
VRTX
$123B
$6.94M 0.3%
34,408
+18,021
+110% +$3.77M
BHC icon
55
Bausch Health
BHC
$1.75B
$6.91M 0.3%
235,795
+215,629
+1,069% +$6.53M
PCAR icon
56
PACCAR
PCAR
$70.5B
$6.91M 0.3%
116,165
-64,339
-36% -$3.94M
ATVI
57
DELISTED
Activision Blizzard
ATVI
$6.83M 0.29%
71,587
+61,688
+623% +$5.84M
YUM icon
58
Yum! Brands
YUM
$41.9B
$6.82M 0.29%
59,281
-3,140
-5% -$370K
CHKP icon
59
Check Point Software Technologies
CHKP
$14.3B
$6.81M 0.29%
58,640
+11,248
+24% +$1.33M
HSY icon
60
Hershey
HSY
$37.3B
$6.76M 0.29%
38,787
+15,233
+65% +$2.57M
WCN
61
Waste Connections
WCN
$43.6B
$6.55M 0.28%
54,815
+40,295
+278% +$4.8M
ITW icon
62
Illinois Tool Works
ITW
$84.1B
$6.52M 0.28%
29,163
+21,628
+287% +$4.95M
DGX icon
63
Quest Diagnostics
DGX
$26B
$6.47M 0.28%
49,025
+30,929
+171% +$4.05M
ALL icon
64
Allstate
ALL
$70.6B
$6.44M 0.28%
49,402
-2,349
-5% -$303K
RY icon
65
Royal Bank of Canada
RY
$287B
$6.35M 0.27%
62,635
+6,806
+12% +$675K
COR icon
66
Cencora
COR
$62B
$6.3M 0.27%
55,062
+46,861
+571% +$5.54M
LRCX icon
67
Lam Research
LRCX
$316B
$6.27M 0.27%
96,330
+3,350
+4% +$211K
CAT icon
68
Caterpillar
CAT
$361B
$6.24M 0.27%
28,666
+17,068
+147% +$3.94M
MAR icon
69
Marriott International
MAR
$100B
$6.19M 0.27%
45,358
+42,185
+1,329% +$6.08M
DOX icon
70
Amdocs
DOX
$6.03B
$6.13M 0.26%
79,299
+2,367
+3% +$183K
DAL icon
71
Delta Air Lines
DAL
$56.7B
$6.11M 0.26%
141,272
+97,315
+221% +$4.51M
AGNC icon
72
AGNC Investment
AGNC
$12.7B
$6.06M 0.26%
359,032
+218,670
+156% +$3.89M
CSCO icon
73
Cisco
CSCO
$443B
$6.06M 0.26%
114,288
+103,859
+996% +$5.46M
LBTYA icon
74
Liberty Global Class A
LBTYA
$3.59B
$6M 0.26%
220,953
+48,658
+28% +$1.31M
MA icon
75
Mastercard
MA
$498B
$5.98M 0.26%
16,374
-5,554
-25% -$2.06M
1 2
3
4 5

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SCA
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WFA
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CA
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AlphaCrest Capital Management's Q2 2021 Portfolio in Review

As of Q2 2021, AlphaCrest Capital Management held 1,402 positions worth $2.33B, up 30% from $1.79B the previous quarter. Its ten largest holdings account for 5.9% of the portfolio.

AlphaCrest Capital Management deployed $466M of net new capital in Q2 2021, opening 244 new positions and adding to 583 existing holdings. Its largest new stake was Nucor: 85,982 shares worth $8.25M.

By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 18% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was Morgan Stanley, an estimated $17.3M trimmed.

  • AlphaCrest Capital Management's largest Q2 2021 buy was Nucor: 85,982 shares worth $8.25M.
  • AlphaCrest Capital Management added most to Fiserv Inc in Q2 2021, an estimated $12.3M increase.
  • AlphaCrest Capital Management's biggest Q2 2021 reduction was Morgan Stanley, cutting an estimated $17.3M.
  • AlphaCrest Capital Management fully exited Merck in Q2 2021, selling an estimated $13.4M.
  • AlphaCrest Capital Management's ten largest holdings make up 5.9% of its $2.33B portfolio in Q2 2021.
  • AlphaCrest Capital Management opened 244 new positions and closed 199 in Q2 2021.
  • AlphaCrest Capital Management's portfolio value rose 30% quarter-over-quarter to $2.33B.

Based on AlphaCrest Capital Management's 13F filing for Q2 2021, filed 12 Aug 2021.