AlphaCrest Capital Management LLC — Q4 2019 13F Holdings

Name: AlphaCrest Capital Management LLC — 13F Holdings, Q4 2019
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001633256

Total reported value

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Full holdings list this quarter

Showing top 200 holdings (of 1230 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	ORCL	Oracle CORP	Stock-Tech	1.11%	—	+2481.75%
2	TD	Toronto-dominion Bank	Stock-Financials	0.99%	—	+513.68%
3	RY	Royal Bank Of Canada	Stock-Financials	0.98%	—	+507.05%
4	SCHW	Schwab (charles) CORP	Stock-Financials	0.67%	—	+213.70%
5	PFE	Pfizer INC	Stock-Healthcare	0.66%	—	+13.68%
6	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.64%	—	+41.47%
7	PEP	Pepsico INC	Stock-Consumer Staples	0.63%	—	+201.85%
8	DUK	Duke Energy CORP	Stock-Utilities	0.63%	—	+108.78%
9	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.60%	—	+232.21%
10	GILD	Gilead Sciences INC	Stock-Healthcare	0.59%	—	-35.32%
11	BCE	Bce INC	Stock-Comm Services	0.57%	—	+103.11%
12	SBUX	Starbucks CORP	Stock-Consumer Disc	0.48%	—	-57.94%
13	MA	Mastercard INC - A	Stock-Financials	0.47%	—	+1.66%
14	INTU	Intuit INC	Stock-Tech	0.45%	—	+31.46%
15	ROL	Rollins INC	Stock-Consumer Disc	0.44%	—	+72.35%
16	DRI	Darden Restaurants INC	Stock-Consumer Disc	0.44%	—	+371.29%
17	PEG	Public Service Enterprise Gp	Stock-Utilities	0.44%	—	+139.43%
18	HSIC	Henry Schein INC	Stock-Healthcare	0.44%	—	+108.12%
19	CME	Cme Group INC	Stock-Financials	0.44%	—	+182.71%
20	USB	US Bancorp	Stock-Financials	0.44%	—	+25.31%
21	UPS	United Parcel Service-cl B	Stock-Industrials	0.43%	—	+93.00%
22	DIS	Walt Disney Co/the	Stock-Comm Services	0.43%	—	-34.32%
23	AIVEUR	Apartment Invt & Mgmt Co -a	Stock-Other	0.41%	—	+74.02%
24	EQR	Equity Residential	Stock-Real Estate	0.39%	—	+308.05%
25	CSX	Csx CORP	Stock-Industrials	0.38%	—	+1057.00%
26	CTXSEUR	Citrix Systems INC	Stock-Other	0.37%	—	+76.90%
27	CAH	Cardinal Health INC	Stock-Healthcare	0.36%	—	+1044.30%
28	MDT	Medtronic plc	Stock-Healthcare	0.36%	—	+95.59%
29	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.36%	—	-2.87%
30	CHD	Church & Dwight Co INC	Stock-Consumer Staples	0.35%	—	+14.11%
31	ICE	Intercontinental Exchange In	Stock-Financials	0.34%	—	+362.97%
32	HIG	Hartford Insurance Group INC	Stock-Financials	0.34%	—	+28.30%
33	BNS	Bank Of Nova Scotia	Stock-Financials	0.34%	—	—
34	IBM	Intl Business Machines CORP	Stock-Tech	0.33%	—	+514.07%
35	YUM	Yum! Brands INC	Stock-Consumer Disc	0.33%	—	-43.96%
36	ELV	Elevance Health INC	Stock-Healthcare	0.33%	—	-42.54%
37	EXC	Exelon CORP	Stock-Utilities	0.32%	—	-1.80%
38	MSFT	Microsoft CORP	Stock-Tech	0.32%	—	-34.43%
39	FNF	Fidelity National Financial	Stock-Financials	0.32%	—	+36.22%
40	XOM	Exxon Mobil CORP	Stock-Energy	0.32%	—	+74.00%
41	ABT	Abbott Laboratories	Stock-Healthcare	0.32%	—	+16.76%
42	AIG	American International Group	Stock-Financials	0.31%	—	+2.56%
43	SYK	Stryker CORP	Stock-Healthcare	0.31%	—	+144.30%
44	MSI	Motorola Solutions INC	Stock-Tech	0.31%	—	+12.67%
45	STX	Seagate Technology Holdings plc	Stock-Tech	0.30%	—	+297.07%
46	VMWEUR	Vmware Inc-class A	Stock-Other	0.30%	—	+27.96%
47	WM	Waste Management INC	Stock-Industrials	0.30%	—	-58.45%
48	FAST	Fastenal Co	Stock-Industrials	0.29%	—	+331.95%
49	DG	Dollar General CORP	Stock-Consumer Staples	0.28%	—	+68.17%
50	PGR	Progressive CORP	Stock-Financials	0.27%	—	+56.39%

1–50 of 200

Holding changes this quarter

Position changes disclosed by AlphaCrest Capital Management LLC for the quarter ending Q4 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	ORCL	Oracle CORP	+1.1%	+2481.75%	Add
2	TD	Toronto-dominion Bank	+0.9%	+513.68%	Add
3	RY	Royal Bank Of Canada	+0.9%	+507.05%	Add
4	SCHW	Schwab (charles) CORP	+0.5%	+213.70%	Add
5	PEP	Pepsico INC	+0.5%	+201.85%	Add
6	PG	Procter & Gamble Co/the	+0.5%	+232.21%	Add
7	DUK	Duke Energy CORP	+0.4%	+108.78%	Add
8	CSX	Csx CORP	+0.4%	+1057.00%	Add
9	DRI	Darden Restaurants INC	+0.4%	+371.29%	Add
10	BCE	Bce INC	+0.4%	+103.11%	Add
11	CAH	Cardinal Health INC	+0.3%	+1044.30%	Add
12	EQR	Equity Residential	+0.3%	+308.05%	Add
13	CME	Cme Group INC	+0.3%	+182.71%	Add
14	GILD	Gilead Sciences INC	-0.1%	-35.32%	Trim
15	YUM	Yum! Brands INC	-0.2%	-43.96%	Trim
16	AMT	American Tower CORP	-0.2%	-81.72%	Trim
17	CAT	Caterpillar INC	-0.2%	-86.90%	Trim
18	REGN	Regeneron Pharmaceuticals	-0.2%	-89.05%	Trim
19	CSCO	Cisco Systems INC	-0.2%	-76.27%	Trim
20	TRI	Thomson Reuters Corporation	-0.2%	-84.79%	Trim
21	MCO	Moody's CORP	-0.2%	-88.56%	Trim
22	EL	Estee Lauder Companies-cl A	-0.2%	-92.94%	Trim
23	HUM	Humana INC	-0.2%	-79.28%	Trim
24	SLB	Slb LTD	-0.2%	-91.96%	Trim
25	WM	Waste Management INC	-0.2%	-58.45%	Trim
26	LOW	Lowe's Cos INC	-0.2%	-71.38%	Trim
27	DFSEUR	Discover Financial Services	-0.2%	-85.72%	Trim
28	VNO	Vornado Realty Trust	-0.3%	-91.36%	Trim
29	MET	Metlife INC	-0.3%	-77.78%	Trim
30	META	Meta Platforms Inc-class A	-0.3%	-79.43%	Trim
31	MS	Morgan Stanley	-0.3%	-88.91%	Trim
32	CTSH	Cognizant Tech Solutions-a	-0.3%	-68.83%	Trim
33	UNP	Union Pacific CORP	-0.3%	-90.80%	Trim
34	MMM	3m Co	-0.3%	-95.24%	Trim
35	KO	Coca-cola Co/the	-0.3%	-69.54%	Trim
36	CLX	Clorox Company	-0.3%	-73.40%	Trim
37	CCI	Crown Castle INC	-0.3%	-96.45%	Trim
38	CMCSA	Comcast Corp-class A	-0.4%	-90.52%	Trim
39	SBUX	Starbucks CORP	-0.4%	-57.94%	Trim
40	UNH	Unitedhealth Group INC	-0.4%	-88.84%	Trim
41	MAR	Marriott International -cl A	-0.4%	-95.78%	Trim
42	ACN	Accenture plc	-0.4%	-90.12%	Trim
43	AXP	American Express Co	—	EXIT	Sold out
44	AMT	TD Ameritrade Holding CORP	—	EXIT	Sold out
45	QGEN	Qiagen N.V.	—	EXIT	Sold out
46	BNS	Bank Of Nova Scotia	—	NEW	New buy
47	BKNG	Booking Holdings INC	—	EXIT	Sold out
48	HPQ	Hp INC	—	EXIT	Sold out
49	✓	Cbs CORP New	—	EXIT	Sold out
50	NEM	Newmont CORP	—	EXIT	Sold out