AlphaCrest Capital Management LLC — Q3 2020 13F Holdings

Name: AlphaCrest Capital Management LLC — 13F Holdings, Q3 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 1074 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	CSCO	Cisco Systems INC	Stock-Tech	0.97%	—	+1448.69%
2	HD	Home Depot INC	Stock-Consumer Disc	0.88%	—	+217.29%
3	HCA	Hca Healthcare INC	Stock-Healthcare	0.79%	—	+111.79%
4	ABBV	Abbvie INC	Stock-Healthcare	0.76%	—	+2554.81%
5	DIS	Walt Disney Co/the	Stock-Comm Services	0.70%	—	+524.16%
6	BAC	Bank Of America CORP	Stock-Financials	0.68%	—	+283.99%
7	MO	Altria Group INC	Stock-Consumer Staples	0.67%	—	+460.38%
8	T	At&t INC	Stock-Comm Services	0.64%	—	+214.27%
9	BAX	Baxter International INC	Stock-Healthcare	0.60%	—	+37.17%
10	TROW	T Rowe Price Group INC	Stock-Financials	0.58%	—	+296.37%
11	MSFT	Microsoft CORP	Stock-Tech	0.58%	—	+497.56%
12	MA	Mastercard INC - A	Stock-Financials	0.56%	—	+51.30%
13	AAPL	Apple INC	Stock-Tech	0.56%	—	+3439.66%
14	ORCL	Oracle CORP	Stock-Tech	0.52%	—	+377.56%
15	EBAY	Ebay INC	Stock-Consumer Disc	0.48%	—	+1742.76%
16	MS	Morgan Stanley	Stock-Financials	0.48%	—	+590.43%
17	CERNCHF	Cerner CORP	Stock-Other	0.46%	—	+42.09%
18	HLT	Hilton Worldwide Holdings In	Stock-Consumer Disc	0.44%	—	+146.61%
19	KMB	Kimberly-clark CORP	Stock-Consumer Staples	0.43%	—	+210.83%
20	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.42%	—	+1207.92%
21	DISH	Dish Network Corp-a	Stock-Other	0.41%	—	+1667.04%
22	BDX	Becton Dickinson And Co	Stock-Healthcare	0.40%	—	+148.54%
23	XOM	Exxon Mobil CORP	Stock-Energy	0.39%	—	+1411.92%
24	BSX	Boston Scientific CORP	Stock-Healthcare	0.38%	—	+413.32%
25	TRV	Travelers Cos Inc/the	Stock-Financials	0.37%	—	+1295.37%
26	LLY	Eli Lilly & Co	Stock-Healthcare	0.37%	—	+126.28%
27	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.37%	—	-53.12%
28	MMM	3m Co	Stock-Industrials	0.36%	—	+464.08%
29	HSY	Hershey Co/the	Stock-Consumer Staples	0.36%	—	+268.59%
30	LKQ	Lkq CORP	Stock-Consumer Disc	0.36%	—	+91.56%
31	KR	Kroger Co	Stock-Consumer Staples	0.35%	—	+788.27%
32	ELV	Elevance Health INC	Stock-Healthcare	0.35%	—	+23.23%
33	USB	US Bancorp	Stock-Financials	0.34%	—	+415.92%
34	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.33%	—	+139.69%
35	TD	Toronto-dominion Bank	Stock-Financials	0.33%	—	+62.81%
36	VRSN	Verisign INC	Stock-Tech	0.33%	—	+44.10%
37	NFLX	Netflix INC	Stock-Comm Services	0.33%	—	+34.66%
38	STT	State Street CORP	Stock-Financials	0.33%	—	+248.48%
39	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.32%	—	+1006.84%
40	ODFL	Old Dominion Freight Line	Stock-Industrials	0.32%	—	+394.55%
41	CLX	Clorox Company	Stock-Consumer Staples	0.32%	—	—
42	MAS	Masco CORP	Stock-Industrials	0.32%	—	+376.66%
43	ADI	Analog Devices INC	Stock-Tech	0.31%	—	+170.07%
44	EOG	Eog Resources INC	Stock-Energy	0.31%	—	+397.38%
45	SHOP	Shopify INC - Class A	Stock-Tech	0.31%	—	—
46	MET	Metlife INC	Stock-Financials	0.31%	—	-6.04%
47	YUM	Yum! Brands INC	Stock-Consumer Disc	0.31%	—	+156.71%
48	ITW	Illinois Tool Works	Stock-Industrials	0.31%	—	+1.28%
49	KDP	Keurig Dr Pepper INC	Stock-Consumer Staples	0.30%	—	+522.86%
50	UNH	Unitedhealth Group INC	Stock-Healthcare	0.30%	—	+733.02%

1–50 of 200

Holding changes this quarter

Position changes disclosed by AlphaCrest Capital Management LLC for the quarter ending Q3 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	CSCO	Cisco Systems INC	+0.9%	+1448.69%	Add
2	ABBV	Abbvie INC	+0.7%	+2554.81%	Add
3	DIS	Walt Disney Co/the	+0.6%	+524.16%	Add
4	HD	Home Depot INC	+0.5%	+217.29%	Add
5	MO	Altria Group INC	+0.5%	+460.38%	Add
6	AAPL	Apple INC	+0.5%	+3439.66%	Add
7	MSFT	Microsoft CORP	+0.4%	+497.56%	Add
8	EBAY	Ebay INC	+0.4%	+1742.76%	Add
9	BAC	Bank Of America CORP	+0.4%	+283.99%	Add
10	TROW	T Rowe Price Group INC	+0.4%	+296.37%	Add
11	ORCL	Oracle CORP	+0.4%	+377.56%	Add
12	MS	Morgan Stanley	+0.4%	+590.43%	Add
13	HRL	Hormel Foods CORP	+0.4%	+1207.92%	Add
14	DISH	Dish Network Corp-a	+0.4%	+1667.04%	Add
15	HCA	Hca Healthcare INC	+0.4%	+111.79%	Add
16	XOM	Exxon Mobil CORP	+0.3%	+1411.92%	Add
17	TRV	Travelers Cos Inc/the	+0.3%	+1295.37%	Add
18	T	At&t INC	+0.3%	+214.27%	Add
19	KR	Kroger Co	+0.3%	+788.27%	Add
20	BSX	Boston Scientific CORP	+0.3%	+413.32%	Add
21	LULU	Lululemon Athletica INC	+0.3%	+1006.84%	Add
22	MMM	3m Co	+0.3%	+464.08%	Add
23	UNH	Unitedhealth Group INC	+0.3%	+733.02%	Add
24	USB	US Bancorp	+0.2%	+415.92%	Add
25	KMB	Kimberly-clark CORP	+0.2%	+210.83%	Add
26	HSY	Hershey Co/the	+0.2%	+268.59%	Add
27	ODFL	Old Dominion Freight Line	+0.2%	+394.55%	Add
28	MAS	Masco CORP	+0.2%	+376.66%	Add
29	KDP	Keurig Dr Pepper INC	+0.2%	+522.86%	Add
30	HLT	Hilton Worldwide Holdings In	+0.2%	+146.61%	Add
31	BDX	Becton Dickinson And Co	+0.2%	+148.54%	Add
32	MA	Mastercard INC - A	+0.1%	+51.30%	Add
33	SO	Southern Co/the	-0.4%	-71.82%	Trim
34	FISV	Fiserv INC	-0.5%	-75.54%	Trim
35	CHTR	Charter Communications Inc-a	-0.5%	-72.36%	Trim
36	CME	Cme Group INC	-0.5%	-51.33%	Trim
37	DUK	Duke Energy CORP	-0.6%	-88.19%	Trim
38	PFE	Pfizer INC	-0.6%	-89.16%	Trim
39	JPM	Jpmorgan Chase & Co	-0.6%	-89.23%	Trim
40	INTC	Intel CORP	-0.6%	-65.57%	Trim
41	COST	Costco Wholesale CORP	-0.7%	-53.12%	Trim
42	TJX	Tjx Companies INC	-0.8%	-81.63%	Trim
43	ROST	Ross Stores INC	-0.8%	-73.79%	Trim
44	MDT	Medtronic plc	-0.9%	-88.16%	Trim
45	SCHW	Schwab (charles) CORP	—	EXIT	Sold out
46	SYK	Stryker CORP	—	EXIT	Sold out
47	CLX	Clorox Company	—	NEW	New buy
48	SHOP	Shopify INC - Class A	—	NEW	New buy
49	ACN	Accenture plc	—	NEW	New buy
50	BIIB	Biogen INC	—	EXIT	Sold out