Analyzing Acadian Asset Management's Q3 and Q4 2022 13F Holdings Report

Acadian Asset Management LLC recently released their 13F Holdings Report, detailing their changes in holdings between Q3 2022 and Q4 2022. In this blog post, we'll take a closer look at the report and understand the investment strategy of one of the world's leading investment management firms.

Introduction:

Acadian Asset Management LLC is a global investment management firm that specializes in quantitative investing strategies. They use a proprietary multi-factor model to identify securities with favorable exposure to targeted investment factors. As of Q4 2022, the firm had more than $102 billion in assets under management, with a diverse portfolio of equity, fixed income, and alternative strategies.

Main Body:

Apple Inc. was the most held security in the portfolio, with 4,228,005 shares held at the end of Q4 2022. However, the value of these shares decreased by 6% from Q3 2022 to Q4 2022, going from $584 million to $549 million. In contrast, Check Point Software Technologies Ltd. was the biggest gainer, with holdings increasing by 40.1% from Q3 2022 to 3,726,630 shares worth $470 million in Q4 2022.

Microsoft Corporation, on the other hand, experienced a decrease in both shares held (1.4%) and value (1.4%) from Q3 2022 to Q4 2022. Meanwhile, Hershey Co. and Procter and Gamble Co. both saw a decrease in holdings of over 15%.

Looking at the report by industry, Acadian Asset Management increased their holdings in the technology sector but decreased their holdings in the consumer goods, healthcare, and finance sectors. The biggest gains in the technology sector were seen in Cisco Systems Inc. and Juniper Networks Inc., with holdings increasing by 28.5% and 24.4%, respectively.

In the healthcare sector, Reliance Steel & Aluminum Co. saw a decrease in holdings of 11%, while Regeneron Pharmaceuticals saw a decrease of 19.6%. In contrast, holdings in Manulife Financial Corporation increased by 312.5%.

Acadian Asset Management also made significant changes to their holdings in the energy sector. Holdings in BP Plc increased by 73.1%, while holdings in Valero Energy Corp increased by 17.9%. Meanwhile, Crescent Point Energy Corp saw an increase of 40.9% in holdings.

Conclusion:

Acadian Asset Management LLC's Q3 and Q4 2022 13F Holdings Report provides insight into the investment strategy of one of the world's leading investment management firms. Despite a decrease in holdings of some of the biggest consumer goods companies, the firm increased its holdings in the technology and energy sectors. This report is a valuable tool for investors looking to understand the investment strategy of one of the world's leading quantitative investing firms.