AlphaCrest Capital Management LLC — Q2 2020 13F Holdings

Name: AlphaCrest Capital Management LLC — 13F Holdings, Q2 2020
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 879 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	COST	Costco Wholesale CORP	Stock-Consumer Staples	1.03%	—	+66.04%
2	MDT	Medtronic plc	Stock-Healthcare	1.01%	—	+367.35%
3	ROST	Ross Stores INC	Stock-Consumer Disc	0.96%	—	+307.98%
4	TJX	Tjx Companies INC	Stock-Consumer Disc	0.86%	—	+34.27%
5	SCHW	Schwab (charles) CORP	Stock-Financials	0.83%	—	+2302.55%
6	INTC	Intel CORP	Stock-Tech	0.79%	—	+515.23%
7	CME	Cme Group INC	Stock-Financials	0.75%	—	+448.18%
8	BAX	Baxter International INC	Stock-Healthcare	0.72%	—	+193.80%
9	JPM	Jpmorgan Chase & Co	Stock-Financials	0.68%	—	+117.31%
10	DUK	Duke Energy CORP	Stock-Utilities	0.67%	—	+217.52%
11	PFE	Pfizer INC	Stock-Healthcare	0.66%	—	+647.42%
12	PM	Philip Morris International	Stock-Consumer Staples	0.66%	—	+647.03%
13	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.63%	—	-20.94%
14	SYK	Stryker CORP	Stock-Healthcare	0.57%	—	+20.34%
15	FISV	Fiserv INC	Stock-Other	0.56%	—	+293.69%
16	SO	Southern Co/the	Stock-Utilities	0.54%	—	+247.81%
17	TRP	Tc Energy CORP	Stock-Energy	0.50%	—	+729.56%
18	MA	Mastercard INC - A	Stock-Financials	0.50%	—	-12.65%
19	MET	Metlife INC	Stock-Financials	0.50%	—	+257.35%
20	CERNCHF	Cerner CORP	Stock-Other	0.47%	—	-11.53%
21	EW	Edwards Lifesciences CORP	Stock-Healthcare	0.45%	—	+345.57%
22	EQR	Equity Residential	Stock-Real Estate	0.45%	—	+112.14%
23	HCA	Hca Healthcare INC	Stock-Healthcare	0.44%	—	-2.58%
24	UNP	Union Pacific CORP	Stock-Industrials	0.44%	—	+22.60%
25	ELV	Elevance Health INC	Stock-Healthcare	0.42%	—	-44.19%
26	ITW	Illinois Tool Works	Stock-Industrials	0.42%	—	-14.71%
27	NTRS	Northern Trust CORP	Stock-Financials	0.41%	—	+186.42%
28	META	Meta Platforms Inc-class A	Stock-Comm Services	0.40%	—	-9.16%
29	PNC	Pnc Financial Services Group	Stock-Financials	0.40%	—	+9.86%
30	SYY	Sysco CORP	Stock-Consumer Staples	0.40%	—	+65.34%
31	PRU	Prudential Financial INC	Stock-Financials	0.40%	—	—
32	BMO	Bank Of Montreal	Stock-Financials	0.39%	—	+34.20%
33	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.39%	—	+274.89%
34	BIIB	Biogen INC	Stock-Healthcare	0.38%	—	+194.95%
35	ALL	Allstate CORP	Stock-Financials	0.38%	—	+452.06%
36	HD	Home Depot INC	Stock-Consumer Disc	0.38%	—	+60.74%
37	MRK	Merck & Co. INC.	Stock-Healthcare	0.38%	—	+39.50%
38	KO	Coca-cola Co/the	Stock-Consumer Staples	0.37%	—	-56.42%
39	CAT	Caterpillar INC	Stock-Industrials	0.37%	—	+504.31%
40	ALGN	Align Technology INC	Stock-Healthcare	0.36%	—	+24.93%
41	VRSN	Verisign INC	Stock-Tech	0.35%	—	+673.17%
42	PHM	Pultegroup INC	Stock-Consumer Disc	0.35%	—	-30.64%
43	CDW	Cdw Corp/de	Stock-Tech	0.35%	—	+42.94%
44	NVDA	Nvidia CORP	Stock-Tech	0.34%	—	+65.03%
45	NFLX	Netflix INC	Stock-Comm Services	0.34%	—	+253.11%
46	FTNT	Fortinet INC	Stock-Tech	0.34%	—	+52.71%
47	T	At&t INC	Stock-Comm Services	0.33%	—	-63.67%
48	OKE	Oneok INC	Stock-Energy	0.32%	—	-51.50%
49	WFC	Wells Fargo & Co	Stock-Financials	0.32%	—	-28.05%
50	TXN	Texas Instruments INC	Stock-Tech	0.32%	—	-58.84%

1–50 of 200

Holding changes this quarter

Position changes disclosed by AlphaCrest Capital Management LLC for the quarter ending Q2 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MDT	Medtronic plc	+0.9%	+367.35%	Add
2	SCHW	Schwab (charles) CORP	+0.8%	+2302.55%	Add
3	ROST	Ross Stores INC	+0.8%	+307.98%	Add
4	INTC	Intel CORP	+0.7%	+515.23%	Add
5	CME	Cme Group INC	+0.6%	+448.18%	Add
6	COST	Costco Wholesale CORP	+0.6%	+66.04%	Add
7	PFE	Pfizer INC	+0.6%	+647.42%	Add
8	PM	Philip Morris International	+0.6%	+647.03%	Add
9	BAX	Baxter International INC	+0.6%	+193.80%	Add
10	DUK	Duke Energy CORP	+0.5%	+217.52%	Add
11	FISV	Fiserv INC	+0.5%	+293.69%	Add
12	JPM	Jpmorgan Chase & Co	+0.5%	+117.31%	Add
13	TRP	Tc Energy CORP	+0.5%	+729.56%	Add
14	MET	Metlife INC	+0.4%	+257.35%	Add
15	SO	Southern Co/the	+0.4%	+247.81%	Add
16	ALL	Allstate CORP	+0.3%	+452.06%	Add
17	CAT	Caterpillar INC	+0.3%	+504.31%	Add
18	VRSN	Verisign INC	+0.3%	+673.17%	Add
19	LLY	Eli Lilly & Co	-0.2%	-61.71%	Trim
20	GIB	Cgi INC	-0.2%	-70.76%	Trim
21	APH	Amphenol Corp-cl A	-0.2%	-71.57%	Trim
22	YUM	Yum! Brands INC	-0.2%	-74.85%	Trim
23	JBHT	Hunt (jb) Transprt Svcs INC	-0.2%	-90.45%	Trim
24	PACWUSD	Pacwest Bancorp	-0.2%	-90.88%	Trim
25	AMGN	Amgen INC	-0.2%	-88.48%	Trim
26	ADBE	Adobe INC	-0.2%	-80.73%	Trim
27	MAS	Masco CORP	-0.2%	-85.52%	Trim
28	ABBV	Abbvie INC	-0.2%	-90.00%	Trim
29	MNST	Monster Beverage CORP	-0.2%	-79.81%	Trim
30	CALM	Cal-maine Foods INC	-0.2%	-83.98%	Trim
31	KO	Coca-cola Co/the	-0.3%	-56.42%	Trim
32	EA	Electronic Arts INC	-0.3%	-92.80%	Trim
33	JNJ	Johnson & Johnson	-0.3%	-85.07%	Trim
34	BXP	Bxp INC	-0.3%	-74.85%	Trim
35	KDP	Keurig Dr Pepper INC	-0.3%	-87.37%	Trim
36	WDAY	Workday Inc-class A	-0.3%	-92.18%	Trim
37	T	At&t INC	-0.3%	-63.67%	Trim
38	MRSH	Marsh & Mclennan Cos	-0.3%	-89.81%	Trim
39	WM	Waste Management INC	-0.3%	-85.93%	Trim
40	TMO	Thermo Fisher Scientific INC	-0.4%	-89.57%	Trim
41	INTU	Intuit INC	-0.4%	-87.94%	Trim
42	AAPL	Apple INC	-0.4%	-92.38%	Trim
43	CTSH	Cognizant Tech Solutions-a	—	EXIT	Sold out
44	RY	Royal Bank Of Canada	—	EXIT	Sold out
45	XYZ	Block INC	—	EXIT	Sold out
46	ACN	Accenture plc	—	EXIT	Sold out
47	PRU	Prudential Financial INC	—	NEW	New buy
48	WSM	Williams-sonoma INC	—	EXIT	Sold out
49	FHB	First Hawaiian INC	—	EXIT	Sold out
50	LW	Lamb Weston Holdings INC	—	EXIT	Sold out