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Livermore
ZHEN

AlphaCrest Capital Management LLC

SEC CIK
0001633256
Latest filing
Jan 27, 2023

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Aug 12, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
1,203
+45 vs. Q1 2021
Portfolio value
$2.33B
+$532.4M (+29.7%) vs. Q1 2021
Filed
Aug 12, 2021
SEC
Holdings of AlphaCrest Capital Management LLC in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
CLColgate Palmolive CoStock194,551$15.8M0.7%+15,737+8.8%AddedHistory
CMCanadian Imperial Bank of CommerceCOM136,742$15.6M0.7%+61,591+82.0%AddedHistory
ABBVAbbVie Inc.Stock136,621$15.4M0.7%+92,563+210.1%AddedHistory
PFEPfizer IncStock369,693$14.5M0.6%+215,430+139.7%AddedHistory
ADMArcher-Daniels-Midland CoStock220,693$13.4M0.6%+167,975+318.6%AddedHistory
FISVFiserv IncStock124,247$13.3M0.6%+105,598+566.2%AddedHistory
TDToronto Dominion BankStock182,183$12.8M0.5%+146,853+415.7%AddedHistory
UNHUnitedHealth Group IncStock30,150$12.1M0.5%+29,098+2,766.0%AddedHistory
ORCLOracle CorpStock154,237$12.0M0.5%+140,779+1,046.1%AddedHistory
PGProcter & Gamble CoStock87,841$11.9M0.5%+52,898+151.4%AddedHistory
CNICanadian National Railway CoStock104,555$11.0M0.5%+86,664+484.4%AddedHistory
ORealty Income CorpREIT163,154$10.9M0.5%+20,975+14.8%AddedHistory
CLXClorox CoStock59,834$10.8M0.5%+15,179+34.0%AddedHistory
BAXBaxter International IncStock133,502$10.7M0.5%+127,799+2,240.9%AddedHistory
VZVerizon Communications IncStock189,397$10.6M0.5%−53,271−22.0%ReducedHistory
BMOBank of MontrealCOM95,317$9.78M0.4%+67,911+247.8%AddedHistory
TRIThomson Reuters CorpCOM NEW98,199$9.75M0.4%−16,590−14.5%ReducedHistory
JPMJPMorgan Chase & CoStock61,143$9.51M0.4%+19,070+45.3%AddedHistory
METMetlife IncStock157,377$9.42M0.4%+73,163+86.9%AddedHistory
MCDMcDonalds CorpStock40,253$9.30M0.4%+22,730+129.7%AddedHistory
CBChubb LtdStock58,386$9.28M0.4%+3,117+5.6%AddedHistory
LOWLowes Companies IncStock47,030$9.12M0.4%+40,528+623.3%AddedHistory
DLRDigital Realty Trust, Inc.COM58,944$8.87M0.4%+39,999+211.1%AddedHistory
GISGeneral Mills IncStock144,508$8.80M0.4%+119,538+478.7%AddedHistory
HPQHP IncStock290,293$8.76M0.4%+171,153+143.7%AddedHistory
BNSBank of Nova ScotiaCOM133,940$8.71M0.4%+79,246+144.9%AddedHistory
CSXCSX CorpStock267,237$8.57M0.4%+92,895+53.3%AddedConverted for a 3-for-1 splitHistory
EAElectronic Arts Inc.COM59,350$8.54M0.4%+34,616+140.0%AddedHistory
CCitigroup IncStock118,930$8.41M0.4%+95,431+406.1%AddedHistory
WYWeyerhaeuser CoCOM NEW243,559$8.38M0.4%+138,139+131.0%AddedHistory
INTCIntel CorpStock148,773$8.35M0.4%+56,406+61.1%AddedHistory
CRMSalesforce, Inc.Stock33,803$8.26M0.4%+17,872+112.2%AddedHistory
NUENucor CorpCOM85,982$8.25M0.4%+85,982NewHistory
BRK.BBerkshire Hathaway IncStock29,643$8.24M0.4%+24,879+522.2%AddedHistory
COFCapital One Financial CorpStock53,160$8.22M0.4%+12,064+29.4%AddedHistory
TTWOTake Two Interactive Software IncCOM45,773$8.10M0.3%+32,004+232.4%AddedHistory
DELLDell Technologies Inc.Stock78,149$7.79M0.3%+21,366+37.6%AddedHistory
FISFidelity National Information Services, Inc.Stock54,519$7.72M0.3%+30,571+127.7%AddedHistory
DHRDanaher CorpStock28,693$7.70M0.3%−1,727−5.7%ReducedHistory
NSCNorfolk Southern CorpStock28,734$7.63M0.3%+12,501+77.0%AddedHistory
MCKMcKesson CorpStock39,368$7.53M0.3%+32,373+462.8%AddedHistory
CHDChurch & Dwight Co IncCOM87,075$7.42M0.3%+52,507+151.9%AddedHistory
TRVTravelers Companies, Inc.Stock49,290$7.38M0.3%+16,148+48.7%AddedHistory
HRLHormel Foods CorpCOM154,494$7.38M0.3%−42,001−21.4%ReducedHistory
KLACKLA CorpCOM NEW22,737$7.37M0.3%+21,445+1,659.8%AddedHistory
MUMicron Technology IncStock86,070$7.31M0.3%−50,334−36.9%ReducedHistory
CVSCVS Health CorpStock87,388$7.29M0.3%−54,300−38.3%ReducedHistory
BDXBecton Dickinson & CoStock29,910$7.27M0.3%−389−1.3%ReducedHistory
HUMHumana IncStock16,425$7.27M0.3%+10,517+178.0%AddedHistory
CDNSCadence Design Systems IncStock52,187$7.14M0.3%+31,665+154.3%AddedHistory
DFSDiscover Financial ServicesCOM60,111$7.11M0.3%−28,144−31.9%ReducedHistory
DGDollar General CorpCOM32,814$7.10M0.3%−10,364−24.0%ReducedHistory
RNGRingCentral, Inc.CL A23,955$6.96M0.3%+12,709+113.0%AddedHistory
VRTXVertex Pharmaceuticals IncStock34,408$6.94M0.3%+18,021+110.0%AddedHistory
BHCBausch Health Companies Inc.Stock235,795$6.91M0.3%+215,629+1,069.3%AddedHistory
PCARPaccar IncCOM77,443$6.91M0.3%−42,893−35.6%ReducedHistory
ATVIActivision Blizzard, Inc.COM71,587$6.83M0.3%+61,688+623.2%AddedHistory
YUMYum Brands IncStock59,281$6.82M0.3%−3,140−5.0%ReducedHistory
CHKPCheck Point Software Technologies LtdORD58,640$6.81M0.3%+11,248+23.7%AddedHistory
HSYHershey CoCOM38,787$6.76M0.3%+15,233+64.7%AddedHistory
WCNWaste Connections, Inc.COM54,815$6.55M0.3%+40,295+277.5%AddedHistory
ITWIllinois Tool Works IncStock29,163$6.52M0.3%+21,628+287.0%AddedHistory
DGXQuest Diagnostics IncCOM49,025$6.47M0.3%+30,929+170.9%AddedHistory
ALLAllstate CorpStock49,402$6.44M0.3%−2,349−4.5%ReducedHistory
RYRoyal Bank of CanadaStock62,635$6.35M0.3%+6,806+12.2%AddedHistory
CORCencora, Inc.Stock55,062$6.30M0.3%+46,861+571.4%AddedHistory
LRCXLam Research CorpCOM9,633$6.27M0.3%+335+3.6%AddedHistory
CATCaterpillar IncStock28,666$6.24M0.3%+17,068+147.2%AddedHistory
MARMarriott International IncStock45,358$6.19M0.3%+42,185+1,329.5%AddedHistory
DOXAmdocs LtdSHS79,299$6.13M0.3%+2,367+3.1%AddedHistory
DALDelta Air Lines, Inc.COM NEW141,272$6.11M0.3%+97,315+221.4%AddedHistory
AGNCAGNC Investment Corp.REIT359,032$6.06M0.3%+218,670+155.8%AddedHistory
CSCOCisco Systems, Inc.Stock114,288$6.06M0.3%+103,859+995.9%AddedHistory
LBTYALiberty Global Ltd.SHS CL A220,953$6.00M0.3%+48,658+28.2%AddedHistory
MAMastercard IncStock16,374$5.98M0.3%−5,554−25.3%ReducedHistory
BCEBce IncCOM NEW120,244$5.93M0.3%−59,012−32.9%ReducedHistory
VRNTVerint Systems IncCOM131,393$5.92M0.3%+100,621+327.0%AddedHistory
SCHWSchwab Charles CorpStock81,161$5.91M0.3%+21,773+36.7%AddedHistory
VEEVVeeva Systems IncStock18,831$5.86M0.3%+9,045+92.4%AddedHistory
PLDPrologis, Inc.REIT48,558$5.80M0.2%+32,812+208.4%AddedHistory
BMYBristol Myers Squibb CoStock86,294$5.77M0.2%−22,071−20.4%ReducedHistory
NWSANews CorpCL A222,879$5.74M0.2%+118,153+112.8%AddedHistory
SNASnap-on IncCOM25,621$5.72M0.2%+23,020+885.0%AddedHistory
QCOMQualcomm IncStock39,504$5.65M0.2%−58,295−59.6%ReducedHistory
MMM3M CoStock28,422$5.64M0.2%+3,260+13.0%AddedHistory
HLTHilton Worldwide Holdings Inc.COM46,724$5.64M0.2%+30,221+183.1%AddedHistory
CMICummins IncStock23,076$5.63M0.2%+5,064+28.1%AddedHistory
GPNGlobal Payments IncStock29,612$5.55M0.2%+22,135+296.0%AddedHistory
KEYKeycorpCOM266,825$5.51M0.2%+259+0.1%AddedHistory
VIRTVirtu Financial, Inc.CL A198,665$5.49M0.2%+124,726+168.7%AddedHistory
KEYSKeysight Technologies, Inc.Stock35,539$5.49M0.2%+19,708+124.5%AddedHistory
HPEHewlett Packard Enterprise CoCOM372,634$5.43M0.2%+205,386+122.8%AddedHistory
CERNCERNER CorpCOM69,016$5.39M0.2%−106,860−60.8%ReducedHistory
Paramount Global92556H206CL B119,235$5.39M0.2%−201,686−62.8%Reduced–
CDWCDW CorpCOM30,845$5.39M0.2%+10,855+54.3%AddedHistory
OPTUOptimum Communications, Inc.CL A157,714$5.38M0.2%+90,175+133.5%AddedHistory
DDominion Energy, IncStock72,796$5.36M0.2%+50,812+231.1%AddedHistory
TEAMAtlassian CorpCL A20,811$5.35M0.2%+12,082+138.4%AddedHistory
NWSNews CorpCL B218,349$5.32M0.2%+136,188+165.8%AddedHistory
MASMasco CorpCOM88,700$5.22M0.2%+61,249+223.1%AddedHistory

Sold out since Q1 2021 (201)

Positions held at the end of Q1 2021 that are gone from this filing.

The largest 100 of 201 by value last quarter.

Positions of AlphaCrest Capital Management LLC sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
MRKMerck & Co., Inc.Stock173,547$13.4M0.7%History
Discovery Inc25470F302COM SER C171,532$6.33M0.4%–
BXPBXP, Inc.COM35,116$3.56M0.2%History
PMPhilip Morris International Inc.Stock37,733$3.35M0.2%History
JCIJohnson Controls International plcStock46,031$2.75M0.2%History
ISRGIntuitive Surgical IncCOM NEW3,489$2.58M0.1%History
WFCWells Fargo & CompanyStock57,896$2.26M0.1%History
Liberty Media Corp531229409COM A SIRIUSXM48,792$2.15M0.1%–
GOOGLAlphabet Inc.Stock1,014$2.09M0.1%History
WTSWatts Water Technologies IncCL A17,334$2.06M0.1%History
CLDRCloudera, Inc.COM154,500$1.88M0.1%History
VICRVicor CorpCOM21,888$1.86M0.1%History
VRNSVaronis Systems IncCOM35,089$1.80M0.1%History
MRVLMarvell Technology, Inc.ORD36,646$1.79M0.1%History
GRMNGarmin LtdSHS13,383$1.76M0.1%History
RUSHARush Enterprises IncCL A32,600$1.62M0.1%History
MORNMorningstar, Inc.COM7,018$1.58M0.1%History
UFSDomtar CORPCOM NEW40,618$1.50M0.1%History
CTVACorteva, Inc.Stock32,090$1.50M0.1%History
ROKURoku, IncCOM CL A4,427$1.44M0.1%History
PRGOPERRIGO Co plcSHS35,483$1.44M0.1%History
PWRQuanta Services, Inc.COM15,826$1.39M0.1%History
MODNModel N, Inc.COM38,500$1.36M0.1%History
CCJCameco CorpStock75,011$1.25M0.1%History
PRDOPerdoceo Education CorpCOM102,562$1.23M0.1%History
NUANNuance Communications, Inc.COM27,230$1.19M0.1%History
AVLRAvalara, Inc.COM8,700$1.16M0.1%History
SVMK Inc78489X103COM63,300$1.16M0.1%–
GWREGuidewire Software, Inc.COM11,264$1.15M0.1%History
ETNEaton Corp plcStock8,242$1.14M0.1%History
ESIElement Solutions IncCOM60,949$1.11M0.1%History
JJSFJ&J Snack Foods CorpCOM7,073$1.11M0.1%History
FLSFlowserve CorpCOM28,260$1.10M0.1%History
COHRCoherent Corp.COM15,980$1.09M0.1%History
SMPLSimply Good Foods CoCOM35,200$1.07M0.1%History
GOLFAcushnet Holdings Corp.COM25,386$1.05M0.1%History
WELLWelltower Inc.REIT14,637$1.05M0.1%History
CSIICardiovascular Systems IncCOM27,000$1.03M0.1%History
PAGSPagSeguro Digital Ltd.COM CL A22,000$1.02M0.1%History
GEFGreif, IncCL A17,853$1.02M0.1%History
TNETTrinet Group, Inc.COM12,968$1.01M0.1%History
FSVFirstService CorpCOM6,800$1.01M0.1%History
WINGWingstop Inc.COM7,772$988.0K0.1%History
GBCIGlacier Bancorp, Inc.COM17,068$974.0K0.1%History
SLGSL Green Realty CorpCOM13,830$968.0K0.1%History
AGOAssured Guaranty LtdCOM22,474$950.0K0.1%History
IRIngersoll Rand Inc.COM19,265$948.0K0.1%History
FFBCFirst Financial BancorpCOM38,100$914.0K0.1%History
LEGLeggett & Platt IncStock19,030$869.0K<0.1%History
SLGNSilgan Holdings IncCOM20,275$852.0K<0.1%History
CVACovanta Holding CorpCOM61,300$850.0K<0.1%History
AMEAmetek IncCOM6,641$848.0K<0.1%History
COUPCoupa Software IncCOM3,261$830.0K<0.1%History
ALBAlbemarle CorpStock5,655$826.0K<0.1%History
NVRONevro CorpCOM5,886$821.0K<0.1%History
BKIBlack Knight, Inc.COM11,083$820.0K<0.1%History
ALRMAlarm.com Holdings, Inc.COM9,337$807.0K<0.1%History
APLSApellis Pharmaceuticals, Inc.COM18,500$794.0K<0.1%History
HQYHealthequity, Inc.COM11,615$790.0K<0.1%History
BOKFBok Financial CorpCOM NEW8,787$785.0K<0.1%History
LSILife Storage, Inc.COM8,995$773.0K<0.1%History
DNLIDenali Therapeutics Inc.COM13,400$765.0K<0.1%History
XPXP Inc.CL A20,000$753.0K<0.1%History
HIGHartford Insurance Group, Inc.Stock11,148$745.0K<0.1%History
LWLamb Weston Holdings, Inc.Stock9,567$741.0K<0.1%History
ENPHEnphase Energy, Inc.Stock4,564$740.0K<0.1%History
FIBKFirst Interstate Bancsystem IncCOM15,900$732.0K<0.1%History
NETCloudflare, Inc.CL A COM10,373$729.0K<0.1%History
CCKCrown Holdings, Inc.COM7,399$718.0K<0.1%History
WRIWeingarten Realty InvestorsSH BEN INT26,354$709.0K<0.1%History
OUTOUTFRONT Media Inc.COM32,103$701.0K<0.1%History
MATXMatson, Inc.COM10,000$667.0K<0.1%History
Barnes Group Inc067806109COM13,400$664.0K<0.1%–
KWKennedy-Wilson Holdings, Inc.COM32,471$656.0K<0.1%History
KRNTKornit Digital Ltd.SHS6,444$639.0K<0.1%History
IMVTImmunovant, Inc.COM39,200$629.0K<0.1%History
FOCSFocus Financial Partners Inc.COM CL A15,000$624.0K<0.1%History
AWRAmerican States Water CoCOM8,230$622.0K<0.1%History
SLABSilicon Laboratories Inc.Stock4,395$620.0K<0.1%History
JBTMJBT Marel CorpCOM4,653$620.0K<0.1%History
FHIFederated Hermes, Inc.CL B19,748$618.0K<0.1%History
JHGJanus Henderson Group Ltd.ORD SHS19,726$614.0K<0.1%History
AUBAtlantic Union Bankshares CorpCOM15,900$610.0K<0.1%History
FELEFranklin Electric Co IncCOM7,600$600.0K<0.1%History
EVEREverQuote, Inc.COM CL A16,500$599.0K<0.1%History
SONSonoco Products CoCOM9,437$597.0K<0.1%History
TTTrane Technologies plcSHS3,563$590.0K<0.1%History
BRBRBellring Brands, Inc.COM CL A24,900$588.0K<0.1%History
TTDTrade Desk, Inc.Stock900$586.0K<0.1%History
FHBFirst Hawaiian, Inc.COM21,286$583.0K<0.1%History
ATOAtmos Energy CorpCOM5,721$566.0K<0.1%History
AXAxos Financial, Inc.COM11,906$560.0K<0.1%History
SILKSilk Road Medical IncCOM11,021$558.0K<0.1%History
ENREnergizer Holdings, Inc.COM11,648$553.0K<0.1%History
ADBEAdobe Inc.Stock1,145$544.0K<0.1%History
GLOBGlobant S.A.COM2,600$540.0K<0.1%History
SEESealed Air CorpCOM11,714$537.0K<0.1%History
WBSWebster Financial CorpCOM9,699$535.0K<0.1%History
SBGISinclair, Inc.CL A18,070$529.0K<0.1%History
APPNAppian CorpCL A3,919$521.0K<0.1%History