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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
CL icon
1
Colgate-Palmolive
CL
$72.6B
$15.8M 0.68%
194,551
+15,737
+9% +$1.29M
CM icon
2
Canadian Imperial Bank of Commerce
CM
$107B
$15.6M 0.67%
273,484
+123,182
+82% +$6.75M
ABBV icon
3
AbbVie
ABBV
$458B
$15.4M 0.66%
136,621
+92,563
+210% +$10.4M
PFE icon
4
Pfizer
PFE
$140B
$14.5M 0.62%
369,693
+215,430
+140% +$8.38M
ADM icon
5
Archer Daniels Midland
ADM
$41.4B
$13.4M 0.57%
220,693
+167,975
+319% +$10.7M
FISV
6
Fiserv Inc
FISV
$27.2B
$13.3M 0.57%
124,247
+105,598
+566% +$12.3M
TD icon
7
Toronto Dominion Bank
TD
$198B
$12.8M 0.55%
182,183
+146,853
+416% +$10.3M
UNH icon
8
UnitedHealth
UNH
$382B
$12.1M 0.52%
30,150
+29,098
+2,766% +$11.6M
ORCL icon
9
Oracle
ORCL
$331B
$12M 0.52%
154,237
+140,779
+1,046% +$11M
PG icon
10
Procter & Gamble
PG
$343B
$11.9M 0.51%
87,841
+52,898
+151% +$7.16M
CNI icon
11
Canadian National Railway
CNI
$78.3B
$11M 0.47%
104,555
+86,664
+484% +$9.57M
O icon
12
Realty Income
O
$61.2B
$10.9M 0.47%
168,375
+21,646
+15% +$1.42M
CLX icon
13
Clorox
CLX
$11.6B
$10.8M 0.46%
59,834
+15,179
+34% +$2.77M
BAX icon
14
Baxter International
BAX
$11.6B
$10.7M 0.46%
133,502
+127,799
+2,241% +$10.7M
VZ icon
15
Verizon
VZ
$194B
$10.6M 0.46%
189,397
-53,271
-22% -$3.06M
BMO icon
16
Bank of Montreal
BMO
$125B
$9.78M 0.42%
95,317
+67,911
+248% +$6.7M
TRI icon
17
Thomson Reuters
TRI
$39.4B
$9.75M 0.42%
93,198
-15,745
-14% -$1.58M
JPM icon
18
JPMorgan Chase
JPM
$939B
$9.51M 0.41%
61,143
+19,070
+45% +$3M
MET icon
19
MetLife
MET
$61B
$9.42M 0.4%
157,377
+73,163
+87% +$4.64M
MCD icon
20
McDonald's
MCD
$188B
$9.3M 0.4%
40,253
+22,730
+130% +$5.29M
CB icon
21
Chubb
CB
$140B
$9.28M 0.4%
58,386
+3,117
+6% +$517K
LOW icon
22
Lowe's Companies
LOW
$116B
$9.12M 0.39%
47,030
+40,528
+623% +$7.93M
DLR icon
23
Digital Realty Trust
DLR
$73.7B
$8.87M 0.38%
58,944
+39,999
+211% +$6.05M
GIS icon
24
General Mills
GIS
$19.2B
$8.8M 0.38%
144,508
+119,538
+479% +$7.39M
HPQ icon
25
HP
HPQ
$23.5B
$8.76M 0.38%
290,293
+171,153
+144% +$5.47M
1
2 3 4 5

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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.