# AlphaCrest Capital Management LLC

> Institutional holdings reported to the SEC as of Q3 2022 on Form 13F. CIK 1633256. Source: https://holderbook.com/funds/1633256-alphacrest-capital-management-llc/

- Reported value: $1.6B
- Positions: 1,256
- Weight of the ten largest: 4.4%
- Filed: 2022-11-14

A 13F reports long US equity positions only. Short positions, bonds, foreign listings, private holdings and cash are not visible, so this is not the manager's whole book.

## Holdings

| Security | Ticker | Value | Shares | Weight | Quarters held |
|---|---|---|---|---|---|
| US BANCORP | [USB](https://holderbook.com/stocks/USB/) | $9.3M | 230,755 | 0.6% | 16 |
| ADOBE INC | [ADBE](https://holderbook.com/stocks/ADBE/) | $8.5M | 31,057 | 0.5% | 5 |
| AMERICAN TOWER CORP | [AMT](https://holderbook.com/stocks/AMT/) | $7.7M | 35,788 | 0.5% | 14 |
| CHURCH & DWIGHT CO INC | [CHD](https://holderbook.com/stocks/CHD/) | $7.1M | 99,322 | 0.4% | 14 |
| KIMBERLY-CLARK CORP | [KMB](https://holderbook.com/stocks/KMB/) | $6.8M | 60,624 | 0.4% | 15 |
| PROGRESSIVE CORP | [PGR](https://holderbook.com/stocks/PGR/) | $6.8M | 58,249 | 0.4% | 7 |
| CSX CORP | [CSX](https://holderbook.com/stocks/CSX/) | $6.6M | 246,397 | 0.4% | 14 |
| UNION PAC CORP | [UNP](https://holderbook.com/stocks/UNP/) | $6.4M | 32,751 | 0.4% | 16 |
| CME GROUP INC | [CME](https://holderbook.com/stocks/CME/) | $6.2M | 34,786 | 0.4% | 15 |
| FLEETCOR TECHNOLOGIES INC | [FLT](https://holderbook.com/stocks/FLT/) | $6.1M | 34,691 | 0.4% | 12 |
| COMCAST CORP NEW | [CMCSA](https://holderbook.com/stocks/CMCSA/) | $5.9M | 201,945 | 0.4% | 7 |
| ORACLE CORP | [ORCL](https://holderbook.com/stocks/ORCL/) | $5.9M | 96,587 | 0.4% | 16 |
| LIBERTY GLOBAL PLC | [LBTYAXXXX](https://holderbook.com/stocks/LBTYAXXXX/) | $5.9M | 378,295 | 0.4% | 14 |
| VENTAS INC | [VTR](https://holderbook.com/stocks/VTR/) | $5.5M | 137,904 | 0.3% | 2 |
| LIBERTY BROADBAND CORP | [LBRDK](https://holderbook.com/stocks/LBRDK/) | $5.5M | 74,764 | 0.3% | 8 |
| MONDELEZ INTL INC | [MDLZ](https://holderbook.com/stocks/MDLZ/) | $5.4M | 98,938 | 0.3% | 14 |
| CENTENE CORP DEL | [CNC](https://holderbook.com/stocks/CNC/) | $5.4M | 68,802 | 0.3% | 10 |
| COCA COLA CO | [KO](https://holderbook.com/stocks/KO/) | $5.3M | 95,400 | 0.3% | 16 |
| SYSCO CORP | [SYY](https://holderbook.com/stocks/SYY/) | $5.3M | 74,274 | 0.3% | 16 |
| CHARTER COMMUNICATIONS INC | [CHTR](https://holderbook.com/stocks/CHTR/) | $5.2M | 17,227 | 0.3% | 16 |
| NORTHERN TR CORP | [NTRS](https://holderbook.com/stocks/NTRS/) | $5.2M | 60,801 | 0.3% | 16 |
| ROCKWELL AUTOMATION INC | [ROK](https://holderbook.com/stocks/ROK/) | $5.2M | 24,172 | 0.3% | 16 |
| REALTY INCOME CORP | [O](https://holderbook.com/stocks/O/) | $5.0M | 86,523 | 0.3% | 9 |
| UNITED AIRLS HLDGS INC | [UAL](https://holderbook.com/stocks/UAL/) | $5.0M | 154,646 | 0.3% | 9 |
| EBAY INC. | [EBAY](https://holderbook.com/stocks/EBAY/) | $4.9M | 133,836 | 0.3% | 5 |
| HERSHEY CO | [HSY](https://holderbook.com/stocks/HSY/) | $4.9M | 22,298 | 0.3% | 16 |
| HCA HEALTHCARE INC | [HCA](https://holderbook.com/stocks/HCA/) | $4.9M | 26,601 | 0.3% | 6 |
| INTUITIVE SURGICAL INC | [ISRG](https://holderbook.com/stocks/ISRG/) | $4.8M | 25,494 | 0.3% | 5 |
| MCDONALDS CORP | [MCD](https://holderbook.com/stocks/MCD/) | $4.7M | 20,215 | 0.3% | 8 |
| BROADCOM INC | [AVGO](https://holderbook.com/stocks/AVGO/) | $4.6M | 10,333 | 0.3% | 14 |
| MADISON SQUARE GRDN SPRT COR | [MSGS](https://holderbook.com/stocks/MSGS/) | $4.6M | 33,459 | 0.3% | 4 |
| STERIS PLC | [STE](https://holderbook.com/stocks/STE/) | $4.5M | 27,320 | 0.3% | 7 |
| NIKE INC | [NKE](https://holderbook.com/stocks/NKE/) | $4.5M | 53,862 | 0.3% | 16 |
| FIFTH THIRD BANCORP | [FITB](https://holderbook.com/stocks/FITB/) | $4.5M | 139,786 | 0.3% | 14 |
| WESTROCK CO | [WRK](https://holderbook.com/stocks/WRK/) | $4.4M | 143,094 | 0.3% | 2 |
| SERVICENOW INC | [NOW](https://holderbook.com/stocks/NOW/) | $4.4M | 11,621 | 0.3% | 15 |
| BANK OF NY MELLON CORP | [BNY](https://holderbook.com/stocks/BNY/) | $4.4M | 113,855 | 0.3% | 10 |
| NASDAQ INC | [NDAQ](https://holderbook.com/stocks/NDAQ/) | $4.4M | 76,820 | 0.3% | 4 |
| SUN LIFE FINANCIAL INC. | [SLF](https://holderbook.com/stocks/SLF/) | $4.3M | 109,346 | 0.3% | 12 |
| COLGATE PALMOLIVE CO | [CL](https://holderbook.com/stocks/CL/) | $4.3M | 61,568 | 0.3% | 16 |
| CINCINNATI FINL CORP | [CINF](https://holderbook.com/stocks/CINF/) | $4.3M | 48,178 | 0.3% | 8 |
| BECTON DICKINSON & CO | [BDX](https://holderbook.com/stocks/BDX/) | $4.3M | 19,335 | 0.3% | 11 |
| CISCO SYS INC | [CSCO](https://holderbook.com/stocks/CSCO/) | $4.3M | 106,969 | 0.3% | 16 |
| UNITED PARCEL SVCS INC | [UPS](https://holderbook.com/stocks/UPS/) | $4.2M | 26,088 | 0.3% | 9 |
| CENCORA INC | [COR](https://holderbook.com/stocks/COR/) | $4.1M | 30,569 | 0.3% | 10 |
| PROCTER & GAMBLE CO | [PG](https://holderbook.com/stocks/PG/) | $4.1M | 32,564 | 0.3% | 15 |
| MASTERCARD INCORPORATED | [MA](https://holderbook.com/stocks/MA/) | $4.1M | 14,363 | 0.2% | 16 |
| SEALED AIR CORP NEW | [SEE](https://holderbook.com/stocks/SEE/) | $4.0M | 90,010 | 0.2% | 5 |
| ALASKA AIR GROUP INC | [ALK](https://holderbook.com/stocks/ALK/) | $4.0M | 101,005 | 0.2% | 6 |
| V F CORP | [VFC](https://holderbook.com/stocks/VFC/) | $3.9M | 131,232 | 0.2% | 11 |
| MCCORMICK & CO INC | [MKC](https://holderbook.com/stocks/MKC/) | $3.9M | 54,434 | 0.2% | 14 |
| QUALCOMM INC | [QCOM](https://holderbook.com/stocks/QCOM/) | $3.9M | 34,210 | 0.2% | 14 |
| TRUIST FINL CORP | [TFC](https://holderbook.com/stocks/TFC/) | $3.9M | 88,629 | 0.2% | 11 |
| BANK NOVA SCOTIA B C | [BNS](https://holderbook.com/stocks/BNS/) | $3.8M | 80,651 | 0.2% | 12 |
| FASTENAL CO | [FAST](https://holderbook.com/stocks/FAST/) | $3.8M | 83,043 | 0.2% | 15 |
| OLD DOMINION FREIGHT LINE IN | [ODFL](https://holderbook.com/stocks/ODFL/) | $3.8M | 15,283 | 0.2% | 16 |
| WELLS FARGO & CO | [WFC](https://holderbook.com/stocks/WFC/) | $3.8M | 94,010 | 0.2% | 5 |
| MOSAIC CO | [MOS](https://holderbook.com/stocks/MOS/) | $3.7M | 77,440 | 0.2% | 8 |
| DELTA AIR LINES INC | [DAL](https://holderbook.com/stocks/DAL/) | $3.7M | 133,298 | 0.2% | 8 |
| DISCOVER FINL SVCS | [DFS](https://holderbook.com/stocks/DFS/) | $3.6M | 39,946 | 0.2% | 8 |
| VIRTU FINL INC | [VIRT](https://holderbook.com/stocks/VIRT/) | $3.6M | 174,391 | 0.2% | 11 |
| PHILIP MORRIS INTL INC | [PM](https://holderbook.com/stocks/PM/) | $3.6M | 43,281 | 0.2% | 5 |
| LABORATORY CORP AMER HLDGS | [LH](https://holderbook.com/stocks/LH/) | $3.6M | 17,532 | 0.2% | 6 |
| PFIZER INC | [PFE](https://holderbook.com/stocks/PFE/) | $3.6M | 82,063 | 0.2% | 16 |
| DROPBOX INC | [DBX](https://holderbook.com/stocks/DBX/) | $3.6M | 172,836 | 0.2% | 13 |
| TEXAS INSTRS INC | [TXN](https://holderbook.com/stocks/TXN/) | $3.6M | 23,070 | 0.2% | 2 |
| EDWARDS LIFESCIENCES CORP | [EW](https://holderbook.com/stocks/EW/) | $3.5M | 42,944 | 0.2% | 16 |
| WP CAREY INC | [WPC](https://holderbook.com/stocks/WPC/) | $3.5M | 50,517 | 0.2% | 14 |
| COPART INC | [CPRT](https://holderbook.com/stocks/CPRT/) | $3.5M | 32,740 | 0.2% | 14 |
| OPEN TEXT CORP | [OTEX](https://holderbook.com/stocks/OTEX/) | $3.5M | 131,221 | 0.2% | 7 |
| TYSON FOODS INC | [TSN](https://holderbook.com/stocks/TSN/) | $3.5M | 52,437 | 0.2% | 11 |
| AMERICAN WTR WKS CO INC NEW | [AWK](https://holderbook.com/stocks/AWK/) | $3.4M | 26,168 | 0.2% | 10 |
| DOLLAR TREE INC | [DLTR](https://holderbook.com/stocks/DLTR/) | $3.3M | 24,396 | 0.2% | 2 |
| CARDINAL HEALTH INC | [CAH](https://holderbook.com/stocks/CAH/) | $3.3M | 49,614 | 0.2% | 13 |
| ROLLINS INC | [ROL](https://holderbook.com/stocks/ROL/) | $3.3M | 95,025 | 0.2% | 2 |
| AT&T INC | [T](https://holderbook.com/stocks/T/) | $3.3M | 212,810 | 0.2% | 1 |
| NORFOLK SOUTHN CORP | [NSC](https://holderbook.com/stocks/NSC/) | $3.3M | 15,531 | 0.2% | 14 |
| DOLBY LABORATORIES INC | [DLB](https://holderbook.com/stocks/DLB/) | $3.2M | 49,518 | 0.2% | 1 |
| WW GRAINGER INC | [GWW](https://holderbook.com/stocks/GWW/) | $3.2M | 6,592 | 0.2% | 15 |
| HUMANA INC | [HUM](https://holderbook.com/stocks/HUM/) | $3.2M | 6,630 | 0.2% | 16 |
| DIGITAL RLTY TR INC | [DLR](https://holderbook.com/stocks/DLR/) | $3.2M | 32,381 | 0.2% | 9 |
| CVS HEALTH CORP | [CVS](https://holderbook.com/stocks/CVS/) | $3.2M | 33,472 | 0.2% | 16 |
| NETAPP INC | [NTAP](https://holderbook.com/stocks/NTAP/) | $3.2M | 51,590 | 0.2% | 16 |
| IRONWOOD PHARMACEUTICALS INC | [IRWD](https://holderbook.com/stocks/IRWD/) | $3.2M | 306,494 | 0.2% | 13 |
| TRACTOR SUPPLY CO | [TSCO](https://holderbook.com/stocks/TSCO/) | $3.2M | 17,045 | 0.2% | 6 |
| BCE INC | [BCE](https://holderbook.com/stocks/BCE/) | $3.2M | 75,382 | 0.2% | 9 |
| BANKUNITED INC | [BKU](https://holderbook.com/stocks/BKU/) | $3.2M | 92,398 | 0.2% | 4 |
| TRIPADVISOR INC | [TRIP](https://holderbook.com/stocks/TRIP/) | $3.1M | 142,375 | 0.2% | 6 |
| YUM BRANDS INC | [YUM](https://holderbook.com/stocks/YUM/) | $3.1M | 29,459 | 0.2% | 16 |
| ADVANCED MICRO DEVICES INC | [AMD](https://holderbook.com/stocks/AMD/) | $3.1M | 49,327 | 0.2% | 13 |
| LAMB WESTON HLDGS INC | [LW](https://holderbook.com/stocks/LW/) | $3.1M | 40,372 | 0.2% | 1 |
| CORNING INC | [GLW](https://holderbook.com/stocks/GLW/) | $3.1M | 107,444 | 0.2% | 6 |
| CDW CORP | [CDW](https://holderbook.com/stocks/CDW/) | $3.1M | 19,873 | 0.2% | 16 |
| CATERPILLAR INC | [CAT](https://holderbook.com/stocks/CAT/) | $3.1M | 18,816 | 0.2% | 13 |
| IQVIA HLDGS INC | [IQV](https://holderbook.com/stocks/IQV/) | $3.1M | 17,042 | 0.2% | 13 |
| VEEVA SYS INC | [VEEV](https://holderbook.com/stocks/VEEV/) | $3.1M | 18,624 | 0.2% | 14 |
| ABBOTT LABORATORIES | [ABT](https://holderbook.com/stocks/ABT/) | $3.1M | 31,617 | 0.2% | 13 |
| SYNOPSYS INC | [SNPS](https://holderbook.com/stocks/SNPS/) | $3.0M | 9,955 | 0.2% | 16 |
| NEUROCRINE BIOSCIENCES INC | [NBIX](https://holderbook.com/stocks/NBIX/) | $3.0M | 28,555 | 0.2% | 15 |
| AGNC INVT CORP | [AGNC](https://holderbook.com/stocks/AGNC/) | $3.0M | 360,116 | 0.2% | 9 |

## What the disclosed book did

Not the fund's return. This is the change in value of the positions disclosed on Form 13F, had they been left untouched, against SPY over the same quarter ends.

| Quarter | Book | Market | Difference | Priced |
|---|---|---|---|---|
| Q3 2022 | -5.8% | -5.3% | -0.5% | 100% |
| Q2 2022 | -15.6% | -16.5% | +0.9% | 100% |
| Q1 2022 | -4.7% | -4.9% | +0.2% | 100% |
| Q4 2021 | +7.7% | +10.7% | -3.0% | 100% |
| Q3 2021 | -1.6% | +0.3% | -1.8% | 100% |
| Q2 2021 | +6.9% | +8.0% | -1.1% | 100% |
| Q1 2021 | +9.4% | +6.0% | +3.4% | 100% |
| Q4 2020 | +19.9% | +11.6% | +8.2% | 100% |

## Quarter by quarter

| Quarter | Value | Positions |
|---|---|---|
| Q3 2022 | $1.6B | 1,256 |
| Q2 2022 | $2.1B | 1,236 |
| Q1 2022 | $1.8B | 1,220 |
| Q4 2021 | $2.7B | 1,350 |
| Q3 2021 | $1.9B | 1,227 |
| Q2 2021 | $2.3B | 1,203 |
| Q1 2021 | $1.8B | 1,158 |
| Q4 2020 | $1.2B | 1,100 |
| Q3 2020 | $920.2M | 1,074 |
| Q2 2020 | $601.3M | 879 |
| Q1 2020 | $824.4M | 994 |
| Q4 2019 | $1.2B | 1,230 |