Skip to main content
Livermore
Livermore
ZHEN

AlphaCrest Capital Management LLC

SEC CIK
0001633256
Latest filing
Jan 27, 2023

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 10, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
1,227
+24 vs. Q2 2021
Portfolio value
$1.93B
−$391.8M (−16.8%) vs. Q2 2021
Filed
Nov 10, 2021
SEC
Holdings of AlphaCrest Capital Management LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
RYRoyal Bank of CanadaStock155,095$15.4M0.8%+92,460+147.6%AddedHistory
CMCanadian Imperial Bank of CommerceCOM138,397$15.4M0.8%+1,655+1.2%AddedHistory
TGTTarget CorpStock64,464$14.7M0.8%+46,908+267.2%AddedHistory
BMYBristol Myers Squibb CoStock228,907$13.5M0.7%+142,613+165.3%AddedHistory
ADBEAdobe Inc.Stock23,068$13.3M0.7%+23,068NewHistory
VZVerizon Communications IncStock227,022$12.3M0.6%+37,625+19.9%AddedHistory
UNPUnion Pacific CorpStock57,080$11.2M0.6%+38,412+205.8%AddedHistory
WFCWells Fargo & CompanyStock235,071$10.9M0.6%+235,071NewHistory
QCOMQualcomm IncStock80,977$10.4M0.5%+41,473+105.0%AddedHistory
CERNCERNER CorpCOM147,965$10.4M0.5%+78,949+114.4%AddedHistory
DISWalt Disney CoStock55,636$9.41M0.5%+43,120+344.5%AddedHistory
MSFTMicrosoft CorpStock32,867$9.27M0.5%+25,207+329.1%AddedHistory
BCEBce IncCOM NEW183,041$9.16M0.5%+62,797+52.2%AddedHistory
CCICrown Castle Inc.REIT52,224$9.05M0.5%+32,709+167.6%AddedHistory
KOCoca Cola CoStock170,003$8.92M0.5%+91,540+116.7%AddedHistory
MMM3M CoStock49,704$8.72M0.5%+21,282+74.9%AddedHistory
ABTAbbott LaboratoriesStock70,271$8.30M0.4%+66,512+1,769.4%AddedHistory
AMATApplied Materials IncStock61,852$7.96M0.4%+40,903+195.3%AddedHistory
TJXTJX Companies IncStock117,896$7.78M0.4%+109,443+1,294.7%AddedHistory
BRK.BBerkshire Hathaway IncStock28,208$7.70M0.4%−1,435−4.8%ReducedHistory
MSMorgan StanleyStock76,451$7.44M0.4%+40,354+111.8%AddedHistory
NUENucor CorpCOM72,411$7.13M0.4%−13,571−15.8%ReducedHistory
BNSBank of Nova ScotiaCOM115,467$7.11M0.4%−18,473−13.8%ReducedHistory
UNHUnitedHealth Group IncStock17,748$6.93M0.4%−12,402−41.1%ReducedHistory
PFEPfizer IncStock158,657$6.82M0.4%−211,036−57.1%ReducedHistory
CSCOCisco Systems, Inc.Stock124,638$6.78M0.4%+10,350+9.1%AddedHistory
HRLHormel Foods CorpCOM164,767$6.75M0.3%+10,273+6.6%AddedHistory
ELEstee Lauder Companies IncCL A21,675$6.50M0.3%+17,042+367.8%AddedHistory
COFCapital One Financial CorpStock38,899$6.30M0.3%−14,261−26.8%ReducedHistory
RNGRingCentral, Inc.CL A28,747$6.25M0.3%+4,792+20.0%AddedHistory
BMOBank of MontrealCOM61,198$6.10M0.3%−34,119−35.8%ReducedHistory
VEEVVeeva Systems IncStock20,858$6.01M0.3%+2,027+10.8%AddedHistory
DFSDiscover Financial ServicesCOM48,443$5.95M0.3%−11,668−19.4%ReducedHistory
LLYEli Lilly & CoStock25,540$5.90M0.3%+9,786+62.1%AddedHistory
ALLAllstate CorpStock46,246$5.89M0.3%−3,156−6.4%ReducedHistory
UDRUDR, Inc.COM110,454$5.85M0.3%+20,855+23.3%AddedHistory
VRTXVertex Pharmaceuticals IncStock31,620$5.74M0.3%−2,788−8.1%ReducedHistory
JCIJohnson Controls International plcStock83,500$5.68M0.3%+83,500NewHistory
ADMArcher-Daniels-Midland CoStock94,445$5.67M0.3%−126,248−57.2%ReducedHistory
AAgilent Technologies, Inc.COM35,770$5.63M0.3%+17,367+94.4%AddedHistory
MNSTMonster Beverage CorpCOM63,097$5.61M0.3%+16,575+35.6%AddedHistory
HSYHershey CoCOM32,986$5.58M0.3%−5,801−15.0%ReducedHistory
CHTRCharter Communications, Inc.CL A7,619$5.54M0.3%+4,472+142.1%AddedHistory
VRSNVerisign IncCOM26,934$5.52M0.3%+9,693+56.2%AddedHistory
TRIThomson Reuters CorpCOM NEW49,486$5.47M0.3%−48,713−49.6%ReducedHistory
KSSKOHLS CorpStock113,888$5.36M0.3%+70,951+165.2%AddedHistory
AMGNAmgen IncStock25,079$5.33M0.3%+22,413+840.7%AddedHistory
PCARPaccar IncCOM67,238$5.31M0.3%−10,205−13.2%ReducedHistory
KEYSKeysight Technologies, Inc.Stock32,120$5.28M0.3%−3,419−9.6%ReducedHistory
FTNTFortinet, Inc.Stock17,995$5.25M0.3%−33−0.2%ReducedHistory
ETNEaton Corp plcStock34,673$5.18M0.3%+34,673NewHistory
GSGoldman Sachs Group IncStock13,566$5.13M0.3%+12,572+1,264.8%AddedHistory
ORealty Income CorpREIT78,679$5.10M0.3%−84,475−51.8%ReducedHistory
GDDYGoDaddy Inc.CL A72,812$5.08M0.3%+42,393+139.4%AddedHistory
NSCNorfolk Southern CorpStock21,142$5.06M0.3%−7,592−26.4%ReducedHistory
LUVSouthwest Airlines CoCOM98,028$5.04M0.3%+32,827+50.3%AddedHistory
ACNAccenture plcStock15,706$5.03M0.3%+8,064+105.5%AddedHistory
SBUXStarbucks CorpStock45,374$5.00M0.3%+28,077+162.3%AddedHistory
ANETArista Networks, Inc.COM14,432$4.96M0.3%+6,255+76.5%AddedHistory
KEYKeycorpCOM229,270$4.96M0.3%−37,555−14.1%ReducedHistory
ALKAlaska Air Group, Inc.COM84,354$4.94M0.3%+32,266+61.9%AddedHistory
LRCXLam Research CorpCOM8,684$4.94M0.3%−949−9.9%ReducedHistory
AFLAflac IncStock93,176$4.86M0.3%+29,470+46.3%AddedHistory
TRVTravelers Companies, Inc.Stock31,610$4.80M0.2%−17,680−35.9%ReducedHistory
YUMYum Brands IncStock38,904$4.76M0.2%−20,377−34.4%ReducedHistory
DPZDominos Pizza IncCOM9,833$4.69M0.2%+2,716+38.2%AddedHistory
PAYXPaychex IncStock41,690$4.69M0.2%+14,497+53.3%AddedHistory
JNPRJuniper Networks IncCOM169,730$4.67M0.2%+63,638+60.0%AddedHistory
REGNRegeneron Pharmaceuticals, Inc.COM7,670$4.64M0.2%+958+14.3%AddedHistory
LBTYALiberty Global Ltd.SHS CL A154,878$4.62M0.2%−66,075−29.9%ReducedHistory
RCIRogers Communications IncCL B97,672$4.55M0.2%+74,262+317.2%AddedHistory
SNPSSynopsys IncCOM15,068$4.51M0.2%+6,222+70.3%AddedHistory
METAMeta Platforms, Inc.Stock13,271$4.50M0.2%−1,601−10.8%ReducedHistory
CHDChurch & Dwight Co IncCOM54,479$4.50M0.2%−32,596−37.4%ReducedHistory
CDWCDW CorpCOM24,323$4.43M0.2%−6,522−21.1%ReducedHistory
EXPDExpeditors International of Washington IncCOM37,083$4.42M0.2%+23,766+178.5%AddedHistory
ITWIllinois Tool Works IncStock21,134$4.37M0.2%−8,029−27.5%ReducedHistory
MDLZMondelez International, Inc.Stock74,642$4.34M0.2%+16,362+28.1%AddedHistory
NKENIKE, Inc.Stock29,882$4.34M0.2%+4,790+19.1%AddedHistory
DALDelta Air Lines, Inc.COM NEW101,336$4.32M0.2%−39,936−28.3%ReducedHistory
SHOPShopify Inc.Stock3,179$4.31M0.2%+1,777+126.7%AddedHistory
RPMRPM International IncCOM55,237$4.29M0.2%+40,965+287.0%AddedHistory
CBChubb LtdStock24,571$4.26M0.2%−33,815−57.9%ReducedHistory
DGDollar General CorpCOM19,768$4.19M0.2%−13,046−39.8%ReducedHistory
DHIHorton D R IncCOM49,929$4.19M0.2%+19,011+61.5%AddedHistory
DVADavita Inc.COM35,969$4.18M0.2%+25,707+250.5%AddedHistory
HUMHumana IncStock10,740$4.18M0.2%−5,685−34.6%ReducedHistory
CDNSCadence Design Systems IncStock27,482$4.16M0.2%−24,705−47.3%ReducedHistory
PSAPublic StorageCOM13,904$4.13M0.2%+9,756+235.2%AddedHistory
STLDSteel Dynamics IncCOM70,316$4.11M0.2%+22,064+45.7%AddedHistory
BLKBlackRock, Inc.COM4,903$4.11M0.2%+3,012+159.3%AddedHistory
OPTUOptimum Communications, Inc.CL A198,339$4.11M0.2%+40,625+25.8%AddedHistory
TWTRTwitter, Inc.COM68,045$4.11M0.2%+51,586+313.4%AddedHistory
ITGartner IncCOM13,461$4.09M0.2%+1,290+10.6%AddedHistory
OTEXOpen Text CorpCOM83,812$4.08M0.2%+53,955+180.7%AddedHistory
ZBRAZebra Technologies CorpCL A7,827$4.03M0.2%+1,123+16.8%AddedHistory
PHMPultegroup IncCOM86,897$3.99M0.2%+73,051+527.6%AddedHistory
EXRExtra Space Storage Inc.COM23,748$3.99M0.2%+12,662+114.2%AddedHistory
AEMAgnico Eagle Mines LtdStock76,872$3.99M0.2%+3,629+5.0%AddedHistory
CAGConagra Brands Inc.Stock117,665$3.98M0.2%+29,811+33.9%AddedHistory

Sold out since Q2 2021 (216)

Positions held at the end of Q2 2021 that are gone from this filing.

The largest 100 of 216 by value last quarter.

Positions of AlphaCrest Capital Management LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
DDominion Energy, IncStock72,796$5.36M0.2%History
SCSantander Consumer USA Holdings Inc.COM140,447$5.10M0.2%History
FFord Motor CoStock296,302$4.40M0.2%History
DKSDick's Sporting Goods, Inc.Stock38,125$3.82M0.2%History
Healthcare Realty Trust Inc42225P501CL A NEW142,817$3.81M0.2%–
HDHome Depot, Inc.Stock11,806$3.77M0.2%History
SRESempraStock26,712$3.54M0.2%History
KTBKontoor Brands, Inc.Stock50,458$2.85M0.1%History
FIVNFive9, Inc.COM14,843$2.72M0.1%History
HZOMarinemax IncCOM55,400$2.70M0.1%History
BFHBread Financial Holdings, Inc.COM25,177$2.62M0.1%History
KNXKnight-Swift Transportation Holdings Inc.CL A57,651$2.62M0.1%History
ALVAutoliv IncCOM26,512$2.59M0.1%History
CRUSCirrus Logic, Inc.Stock30,405$2.59M0.1%History
SRCLStericycle IncCOM35,911$2.57M0.1%History
NJRNew Jersey Resources CorpStock63,876$2.53M0.1%History
LGIHLGI Homes, Inc.COM15,241$2.47M0.1%History
CTLTCatalent, Inc.COM21,076$2.28M0.1%History
HIBBHibbett IncCOM25,388$2.28M0.1%History
HRCHill-Rom Holdings, Inc.COM20,017$2.27M0.1%History
YUMCYum China Holdings, Inc.COM33,400$2.21M0.1%History
ALLOAllogene Therapeutics, Inc.COM81,305$2.12M0.1%History
MTZMastec IncCOM19,520$2.07M0.1%History
OSISOsi Systems IncCOM18,827$1.91M0.1%History
NLYAnnaly Capital Management IncCOM208,106$1.85M0.1%History
RCMR1 RCM Holdco Inc.COM82,040$1.82M0.1%History
VRSKVerisk Analytics, Inc.COM10,256$1.79M0.1%History
VRTSVirtus Investment Partners, Inc.COM6,400$1.78M0.1%History
NINisource Inc.COM72,020$1.76M0.1%History
AJGArthur J. Gallagher & Co.COM12,547$1.76M0.1%History
MMSMaximus, Inc.COM19,893$1.75M0.1%History
ELFe.l.f. Beauty, Inc.COM61,848$1.68M0.1%History
SMCISuper Micro Computer, Inc.COM47,613$1.68M0.1%History
MPTMedical Properties Trust IncCOM82,841$1.67M0.1%History
DCPHDeciphera Pharmaceuticals, Inc.COM44,600$1.63M0.1%History
XLRNAcceleron Pharma IncCOM12,930$1.62M0.1%History
TVTYTivity Health, Inc.COM61,480$1.62M0.1%History
IVZInvesco Ltd.Stock58,643$1.57M0.1%History
MODVModivCare IncCOM9,021$1.53M0.1%History
PLXSPlexus CorpCOM16,476$1.51M0.1%History
AVAAvista CorpCOM34,248$1.46M0.1%History
GNLGlobal Net Lease, Inc.COM NEW78,894$1.46M0.1%History
AZTAAzenta, Inc.COM14,985$1.43M0.1%History
VMIValmont Industries IncCOM5,963$1.41M0.1%History
HLIHoulihan Lokey, Inc.CL A17,172$1.40M0.1%History
CSODCornerstone OnDemand IncCOM26,660$1.38M0.1%History
BIGGQFormer BL Stores IncCOM20,725$1.37M0.1%History
NSPInsperity, Inc.COM14,983$1.35M0.1%History
NVTnVent Electric plcSHS42,680$1.33M0.1%History
HEIHeico CorpCOM8,844$1.23M0.1%History
SRPTSarepta Therapeutics, Inc.COM15,741$1.22M0.1%History
APAMArtisan Partners Asset Management Inc.CL A23,953$1.22M0.1%History
RHRHCOM1,783$1.21M0.1%History
CAECae IncCOM38,786$1.20M0.1%History
RUTHRuths Hospitality Group, Inc.COM51,825$1.19M0.1%History
LNGCheniere Energy, Inc.COM NEW13,242$1.15M<0.1%History
NWNNorthwest Natural Holding CoCOM21,756$1.14M<0.1%History
RADNew Rite Aid, LLCCOM69,500$1.13M<0.1%History
EDConsolidated Edison IncStock15,657$1.12M<0.1%History
PGNYProgyny, Inc.COM18,700$1.10M<0.1%History
ROCKGibraltar Industries, Inc.COM14,203$1.08M<0.1%History
CHRSCoherus Oncology, Inc.COM76,800$1.06M<0.1%History
TGTXTG Therapeutics, Inc.COM27,227$1.06M<0.1%History
SPBSpectrum Brands Holdings, Inc.COM12,416$1.06M<0.1%History
INOVInovalon Holdings, Inc.COM CL A30,682$1.05M<0.1%History
CSGSCSG Systems International IncCOM22,000$1.04M<0.1%History
ITTItt Inc.COM10,687$979.0K<0.1%History
CNACna Financial CorpCOM20,975$954.0K<0.1%History
UBERUber Technologies, IncStock18,839$944.0K<0.1%History
HESHess CorpStock10,725$937.0K<0.1%History
PLUGPlug Power IncStock27,000$923.0K<0.1%History
GFLGFL Environmental Inc.SUB VTG SHS28,900$922.0K<0.1%History
CVSACovista Inc.COM25,801$920.0K<0.1%History
SWISolarWinds CorpCOM54,010$912.0K<0.1%History
PORPortland General Electric CoCOM NEW19,728$909.0K<0.1%History
HPPHudson Pacific Properties, Inc.COM32,640$908.0K<0.1%History
APGAPi Group CorpCOM STK43,400$907.0K<0.1%History
LFUSLittelfuse IncCOM3,504$893.0K<0.1%History
GMSGMS Inc.COM17,800$857.0K<0.1%History
MSGSMadison Square Garden Sports Corp.CL A4,858$838.0K<0.1%History
FNVFranco Nevada CorpStock5,731$831.0K<0.1%History
STNEStoneCo Ltd.COM12,300$825.0K<0.1%History
APHAmphenol CorpCL A11,931$816.0K<0.1%History
SJISouth Jersey Industries IncCOM31,367$813.0K<0.1%History
TROXTronox Holdings plcSHS35,067$786.0K<0.1%History
SRRKScholar Rock Holding CorpCOM27,079$783.0K<0.1%History
NOVTNovanta IncCOM5,783$779.0K<0.1%History
RRXRegal Rexnord CorpCOM5,790$773.0K<0.1%History
OCULOcular Therapeutix, IncCOM53,700$761.0K<0.1%History
DANDANA IncCOM32,000$760.0K<0.1%History
OLLIOllie's Bargain Outlet Holdings, Inc.Stock8,903$749.0K<0.1%History
LULUlululemon athletica inc.Stock2,046$747.0K<0.1%History
VGRVector Group LtdCOM52,607$744.0K<0.1%History
NTGRNetgear, Inc.COM19,328$741.0K<0.1%History
ATIAti IncStock34,600$721.0K<0.1%History
TVTXTravere Therapeutics, Inc.COM49,400$721.0K<0.1%History
FTSFortis Inc.COM16,239$718.0K<0.1%History
RVMDRevolution Medicines, Inc.COM22,500$714.0K<0.1%History
PFGCPerformance Food Group CoCOM14,702$713.0K<0.1%History
HRHealthcare Realty Trust IncCOM23,491$709.0K<0.1%History