FIRST QUADRANT L P/CA

CIK

1014736

Location

PASADENA, CA

Portfolio Value

Micro $2,787,617

Diversification

Diversified

Filing Date

Global Rank

#6,604 / 6,760 ▼ 4675

Top Industry

Rental & Leasing Services 4.7%

3Y Alpha vs SPY

+7.3%

Period ended 4 years ago

Filed Apr 21, 2022 · 4y

9 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+110.3%

SPY

+76.5%

Annualised alpha

+7.3%

Max drawdown

−21.4%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

93 positions · as of Mar 31, 2022 · Δ vs Dec 31, 2021

Top Position

2.0%

−6.4 pts

Top 5

8.8%

−15.3 pts

Top 10

16.6%

−14.5 pts

HHI

129

Diversified−75

Portfolio Trend

9 quarters · across all stocks

Sector Breakdown

As of Mar 31, 2022

Sector	% Portfolio	Value	Positions
Industrials	17.1%	$476,356	12
Consumer Cyclical	16.2%	$451,221	16
Technology	15.5%	$430,756	13
Healthcare	13.4%	$373,806	10
Energy	9.5%	$263,715	9
Financial Services	8.5%	$237,630	9
Consumer Defensive	7.2%	$200,890	10
Communication Services	4.9%	$137,942	6
Utilities	3.4%	$93,695	5
Real Estate	2.8%	$77,601	2
Basic Materials	1.6%	$44,005	1

Last Quarter's Activity

Export CSV

Mar 31, 2022 vs Dec 31, 2021

Added To

Positions the filer increased

9 positions

Ticker	Company	Δ Shares	Shares	Value
JBLU	Jetblue Airways Corp	+1,391	2,991	$44,715
XOM	Exxon Mobil Corp	+367	522	$43,111
SIG	Signet Jewelers Ltd	+104	559	$40,639
MC	Moelis & Co	+79	685	$32,160
ATKR	Atkore Inc.	+40	345	$33,961
CRVL	Corvel Corp	+17	226	$12,689
KO	Coca Cola Co	+16	185	$11,470
NEE	Nextera Energy Inc	+10	173	$14,654
DIS	Walt Disney Co	+2	65	$8,915
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
AAPL	Apple Inc.	−274,241	77	$13,444
MSFT	Microsoft Corp	−145,897	34	$10,482
INVA	Innoviva, Inc.	−117,900	2,224	$43,034
INTC	Intel Corp	−80,035	744	$36,872
META	Meta Platforms, Inc.	−56,480	46	$10,228
EBAY	Ebay Inc	−49,504	578	$33,096
PG	PROCTER & GAMBLE Co	−48,847	134	$20,475
COP	Conocophillips	−47,172	115	$11,500
CAH	Cardinal Health Inc	−36,423	757	$42,921
SANM	Sanmina Corp	−24,783	633	$25,585
BMY	Bristol Myers Squibb Co	−24,749	584	$42,649
CVX	Chevron Corp	−24,028	234	$38,102
PPL	PPL Corp	−19,775	341	$9,738
RGA	Reinsurance Group Of America Inc	−15,606	354	$38,748
TSLA	Tesla, Inc.	−12,232	11	$3,951
UNFI	United Natural Foods Inc	−7,289	211	$8,724
GOOGL	Alphabet Inc.	−6,282	6	$834
AMZN	Amazon Com Inc	−5,765	7	$1,140
DUK	Duke Energy CORP	−5,265	159	$17,753
R	Ryder System Inc	−4,237	463	$36,729
ABG	Asbury Automotive Group Inc	−3,716	184	$29,476
DELL	Dell Technologies Inc.	−2,055	695	$34,882
WMT	Walmart Inc.	−2,006	60	$2,978
VREX	Varex Imaging Corp	−1,900	1,496	$31,849
ARW	Arrow Electronics, Inc.	−1,839	274	$32,504
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
CAR	Avis Budget Group, Inc.	216	$56,872
MATX	Matson, Inc.	401	$48,368
ALHC	Alignment Healthcare, Inc.	4,203	$47,199
OPEN	Opendoor Technologies Inc.	5,270	$45,585
RYAM	Rayonier Advanced Materials Inc.	6,698	$44,005
HRTG	Heritage Insurance Holdings, Inc.	6,121	$43,703
FLGT	Fulgent Genetics, Inc.	690	$43,062
SKYW	Skywest Inc	1,491	$43,015
OPTU	Optimum Communications, Inc.	3,425	$42,744
CNDT	CONDUENT Inc	8,241	$42,523
AEP	American Electric Power Co Inc	423	$42,202
PRKS	United Parks & Resorts Inc.	558	$41,537
AOSL	ALPHA & OMEGA SEMICONDUCTOR Ltd	760	$41,534
JBL	Jabil Inc	666	$41,112
OI	O-I Glass, Inc. /DE/	3,007	$39,632
LUMN	Lumen Technologies, Inc.	3,505	$39,501
HRI	Herc Holdings Inc	229	$38,263
PRDO	PERDOCEO EDUCATION Corp	3,289	$37,757
AMKR	Amkor Technology, Inc.	1,732	$37,619
PBI	Pitney Bowes Inc /De/	7,223	$37,559
TITN	Titan Machinery Inc.	1,324	$37,416
AMRX	Amneal Pharmaceuticals, Inc.	8,791	$36,658
DCH	Dauch Corp	4,714	$36,580
DNUT	Krispy Kreme, Inc.	2,463	$36,575
HPE	Hewlett Packard Enterprise Co	2,177	$36,377
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
LLY	ELI LILLY & Co	41,897	$11,572,789
UNH	Unitedhealth Group Inc	22,737	$11,417,157
V	Visa Inc.	48,889	$10,594,735
HD	Home Depot, Inc.	19,170	$7,955,741
ORCL	Oracle Corp	82,759	$7,217,412
SNPS	Synopsys Inc	19,539	$7,200,121
VRSN	Verisign Inc/Ca	27,037	$6,862,531
NSC	Norfolk Southern Corp	21,625	$6,437,978
RHI	Robert Half Inc.	55,495	$6,188,802
UNP	Union Pacific Corp	24,458	$6,161,703
LOW	Lowes Companies Inc	23,442	$6,059,288
EW	Edwards Lifesciences Corp	46,442	$6,016,561
SBUX	Starbucks Corp	47,485	$5,554,320
BX	Blackstone Inc.	41,546	$5,375,636
GL	Globe Life Inc.	55,736	$5,223,577
MA	Mastercard Inc	13,030	$4,681,939
ELS	Equity Lifestyle Properties Inc	53,332	$4,675,083
AMGN	Amgen Inc	20,475	$4,606,260
MTD	Mettler Toledo International Inc/	2,704	$4,589,255
INTU	Intuit Inc.	7,004	$4,505,112
ADBE	Adobe Inc.	7,797	$4,421,366
CHE	Chemed Corp	8,143	$4,307,972
BNY	Bank of New York Mellon Corp	73,170	$4,249,713
QCOM	Qualcomm Inc/De	23,214	$4,245,144
IDXX	Idexx Laboratories Inc /De	6,191	$4,076,525
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

93 positions · $2,787,617 total · as of Mar 31, 2022

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 93 positions by value · page 1 of 2

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
CAR	Avis Budget Group, Inc. Industrials	NEW	216	NEW	$56,872	NEW	2.04%
MATX	Matson, Inc. Industrials	NEW	401	NEW	$48,368	NEW	1.74%
ALHC	Alignment Healthcare, Inc. Healthcare	NEW	4,203	NEW	$47,199	NEW	1.69%
PCRX	Pacira BioSciences, Inc. Healthcare	Reduced	610	-41	$46,555	+18.9%	1.67%
OPEN	Opendoor Technologies Inc. Real Estate	NEW	5,270	NEW	$45,585	NEW	1.64%
JBLU	Jetblue Airways Corp Industrials	Added	2,991	+1,391	$44,715	+96.3%	1.60%
RYAM	Rayonier Advanced Materials Inc. Basic Materials	NEW	6,698	NEW	$44,005	NEW	1.58%
HRTG	Heritage Insurance Holdings, Inc. Financial Services	NEW	6,121	NEW	$43,703	NEW	1.57%
CHRD	Chord Energy Corp Energy	Reduced	298	-24	$43,597	+7.5%	1.56%
XOM	Exxon Mobil Corp Energy	Added	522	+367	$43,111	+354.6%	1.55%
FLGT	Fulgent Genetics, Inc. Healthcare	NEW	690	NEW	$43,062	NEW	1.54%
INVA	Innoviva, Inc. Healthcare	Reduced	2,224	-117,900	$43,034	−97.9%	1.54%
SKYW	Skywest Inc Industrials	NEW	1,491	NEW	$43,015	NEW	1.54%
AZO	Autozone Inc Consumer Cyclical	Reduced	21	-206	$42,936	−91.0%	1.54%
CAH	Cardinal Health Inc Healthcare	Reduced	757	-36,423	$42,921	−97.8%	1.54%
OPTU	Optimum Communications, Inc. Communication Services	NEW	3,425	NEW	$42,744	NEW	1.53%
BMY	Bristol Myers Squibb Co Healthcare	Reduced	584	-24,749	$42,649	−97.3%	1.53%
CNDT	CONDUENT Inc Technology	NEW	8,241	NEW	$42,523	NEW	1.53%
AEP	American Electric Power Co Inc Utilities	NEW	423	NEW	$42,202	NEW	1.51%
HPQ	Hp Inc Technology	Reduced	1,159	-154	$42,071	−14.9%	1.51%
PRKS	United Parks & Resorts Inc. Consumer Cyclical	NEW	558	NEW	$41,537	NEW	1.49%
AOSL	ALPHA & OMEGA SEMICONDUCTOR Ltd Technology	NEW	760	NEW	$41,534	NEW	1.49%
JBL	Jabil Inc Technology	NEW	666	NEW	$41,112	NEW	1.47%
SIG	Signet Jewelers Ltd Consumer Cyclical	Added	559	+104	$40,639	+2.6%	1.46%
OI	O-I Glass, Inc. /DE/ Consumer Cyclical	NEW	3,007	NEW	$39,632	NEW	1.42%
LUMN	Lumen Technologies, Inc. Communication Services	NEW	3,505	NEW	$39,501	NEW	1.42%
RGA	Reinsurance Group Of America Inc Financial Services	Reduced	354	-15,606	$38,748	−97.8%	1.39%
HRI	Herc Holdings Inc Industrials	NEW	229	NEW	$38,263	NEW	1.37%
CVX	Chevron Corp Energy	Reduced	234	-24,028	$38,102	−98.7%	1.37%
PRDO	PERDOCEO EDUCATION Corp Consumer Defensive	NEW	3,289	NEW	$37,757	NEW	1.35%
AMKR	Amkor Technology, Inc. Technology	NEW	1,732	NEW	$37,619	NEW	1.35%
PBI	Pitney Bowes Inc /De/ Industrials	NEW	7,223	NEW	$37,559	NEW	1.35%
TITN	Titan Machinery Inc. Industrials	NEW	1,324	NEW	$37,416	NEW	1.34%
INTC	Intel Corp Technology	Reduced	744	-80,035	$36,872	−99.1%	1.32%
R	Ryder System Inc Industrials	Reduced	463	-4,237	$36,729	−90.5%	1.32%
AMRX	Amneal Pharmaceuticals, Inc. Healthcare	NEW	8,791	NEW	$36,658	NEW	1.32%
DCH	Dauch Corp Consumer Cyclical	NEW	4,714	NEW	$36,580	NEW	1.31%
DNUT	Krispy Kreme, Inc. Consumer Defensive	NEW	2,463	NEW	$36,575	NEW	1.31%
HPE	Hewlett Packard Enterprise Co Technology	NEW	2,177	NEW	$36,377	NEW	1.30%
PAGP	Plains Gp Holdings LP Energy	NEW	3,105	NEW	$35,862	NEW	1.29%
MU	Micron Technology Inc Technology	NEW	459	NEW	$35,751	NEW	1.28%
TDS	Telephone & Data Systems Inc /De/ Communication Services	NEW	1,892	NEW	$35,720	NEW	1.28%
ADT	ADT Inc. Industrials	NEW	4,695	NEW	$35,635	NEW	1.28%
HESM	Hess Midstream LP Energy	NEW	1,179	NEW	$35,370	NEW	1.27%
BFH	Bread Financial Holdings, Inc. Financial Services	NEW	626	NEW	$35,149	NEW	1.26%
HAYW	Hayward Holdings, Inc. Industrials	NEW	2,110	NEW	$35,068	NEW	1.26%
DELL	Dell Technologies Inc. Technology	Reduced	695	-2,055	$34,882	−77.4%	1.25%
TGT	Target Corp Consumer Defensive	Reduced	161	-5	$34,167	−11.1%	1.23%
ATKR	Atkore Inc. Industrials	Added	345	+40	$33,961	+0.1%	1.22%
GPI	Group 1 Automotive Inc Consumer Cyclical	NEW	199	NEW	$33,398	NEW	1.20%