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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
MCHP icon
176
Microchip Technology
MCHP
$40.7B
$3.64M 0.16%
48,580
+44,004
+962% +$3.35M
LLY icon
177
Eli Lilly
LLY
$1.03T
$3.62M 0.16%
15,754
-42,764
-73% -$8.59M
AIT icon
178
Applied Industrial Technologies
AIT
$12.6B
$3.6M 0.15%
39,554
+36,541
+1,213% +$3.49M
EQC
179
DELISTED
Equity Commonwealth
EQC
$3.59M 0.15%
136,941
+117,372
+600% +$3.27M
AWK icon
180
American Water Works
AWK
$26.7B
$3.57M 0.15%
23,144
-1,275
-5% -$199K
PNC icon
181
PNC Financial Services
PNC
$99.2B
$3.56M 0.15%
18,685
+5,279
+39% +$991K
NYT icon
182
New York Times
NYT
$12.3B
$3.56M 0.15%
81,644
+45,794
+128% +$2.04M
ZBRA icon
183
Zebra Technologies
ZBRA
$13.7B
$3.55M 0.15%
6,704
+2,146
+47% +$1.07M
SRE icon
184
Sempra
SRE
$58.6B
$3.54M 0.15%
53,424
+45,218
+551% +$3.09M
RS icon
185
Reliance Steel & Aluminium
RS
$20.5B
$3.49M 0.15%
23,149
+18,297
+377% +$2.97M
LUV icon
186
Southwest Airlines
LUV
$22.3B
$3.46M 0.15%
65,201
+50,550
+345% +$3.03M
SJM icon
187
J.M. Smucker
SJM
$13.1B
$3.46M 0.15%
26,697
+14,957
+127% +$1.99M
AFL icon
188
Aflac
AFL
$64.8B
$3.42M 0.15%
63,706
+23,366
+58% +$1.27M
LPX icon
189
Louisiana-Pacific
LPX
$5.02B
$3.4M 0.15%
56,422
+47,876
+560% +$3.06M
AMD icon
190
Advanced Micro Devices
AMD
$791B
$3.4M 0.15%
36,153
-75,159
-68% -$6.07M
NTCT icon
191
NETSCOUT
NTCT
$2.91B
$3.37M 0.15%
118,225
+62,493
+112% +$1.78M
FCX icon
192
Freeport-McMoran
FCX
$91.2B
$3.36M 0.14%
90,637
+24,278
+37% +$946K
DPZ icon
193
Domino's
DPZ
$11.7B
$3.32M 0.14%
7,117
+241
+4% +$102K
MS icon
194
Morgan Stanley
MS
$330B
$3.31M 0.14%
36,097
-202,037
-85% -$17.3M
NOW icon
195
ServiceNow
NOW
$114B
$3.3M 0.14%
29,985
-11,495
-28% -$1.17M
BIIB icon
196
Biogen
BIIB
$30.7B
$3.27M 0.14%
9,429
-1,222
-11% -$370K
PRGS icon
197
Progress Software
PRGS
$1.65B
$3.21M 0.14%
69,458
+19,967
+40% +$904K
IBM icon
198
IBM
IBM
$209B
$3.21M 0.14%
22,905
+6,930
+43% +$948K
CTXS
199
DELISTED
Citrix Systems Inc
CTXS
$3.21M 0.14%
27,330
+8,093
+42% +$1.01M
CAG icon
200
Conagra Brands
CAG
$7.19B
$3.2M 0.14%
87,854
+17,103
+24% +$640K
6 7
8
9 10

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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.