FIRST QUADRANT L P/CA

CIK

1014736

Location

PASADENA, CA

Portfolio Value

Micro $16,229,142

Diversification

Moderately concentrated

Reports for

AFFILIATED MANAGERS GROUP, INC. AMG Funds LLC

Filing Date

Global Rank

#6,800 / 6,901 ▼ 4775 · as of Mar 2022

Top Industry

Banks - Regional 17.8%

Period ended 4 years ago

Filed Apr 21, 2022 · 4y

9 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Unknown

Portfolio style

Measured from the filed 13F common-share book for Mar 31, 2022, never from the firm's own description.

Style

Concentrated

The top 10 positions are 78.5% of the book (60%+)

Turnover

Low turnover

5.0% over the last four quarters (under 30%)

Horizon

Horizon unknown

The value-weighted holding period is at least 6.1 quarters, but 30.3% of the book was already held when coverage starts

Closest benchmark: every 13F filer's combined book, active share 92.8%; sector active share 55.0% against the combined 13F book's sector weights.

Over time 9 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

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Portfolio Concentration

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

Top Position

45.5%

+36.8 pts

Top 5

71.0%

+37.4 pts

Top 10

78.5%

+33.8 pts

HHI

2,269

Moderately concentrated+1,985

Portfolio Trend

9 quarters · across all stocks

Sector Breakdown

As of Mar 31, 2022

Sector	% Portfolio	Value	Positions
Unclassified	77.0%	$12,503,047	32
Financial Services	6.1%	$982,293	10
Industrials	3.2%	$519,992	13
Consumer Cyclical	3.2%	$515,819	17
Technology	2.7%	$430,756	13
Healthcare	2.4%	$389,922	10
Energy	1.8%	$294,369	10
Consumer Defensive	1.3%	$206,847	10
Communication Services	1.1%	$170,796	7
Utilities	0.6%	$93,695	5
Real Estate	0.5%	$77,601	2
Basic Materials	0.3%	$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	ExxonMobil Holdings Corp	+367	522	$43,111
SIG	Signet Jewelers Ltd	+104	559	$40,639
MC	Moelis & Co	+79	685	$32,160
—		+40	345	$33,961
CRVL	Corvel Corp	+17	226	$38,067
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
HYG	iShares iBoxx $ High Yield Corporate Bond ETF	−52,143	28,295	$2,328,395
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
TIP	iShares TIPS Bond ETF	−14,719	37,802	$4,708,995
TSLA	Tesla, Inc.	−12,232	11	$11,853
DJP		−10,171	34,795	$1,284,283
GDX	VanEck Gold Miners ETF	−9,080	8,826	$338,477
—		−8,260	3,840	$34,000
UNFI	United Natural Foods Inc	−7,289	211	$8,724
GOOG	Alphabet Inc.	−6,610	6	$17,000
GOOGL	Alphabet Inc.	−6,282	6	$16,688
VNQ	VANGUARD REAL ESTATE INDEX FUND	−6,086	9,001	$975,438
AMZN	Amazon Com Inc	−5,765	7	$22,819
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
—		2,295	$45,000
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
—		7,309	$43,000
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
IBKR	Interactive Brokers Group, Inc.	611	$40,271
OI	O-I Glass, Inc.	3,007	$39,632
LUMN	Lumen Technologies, Inc.	3,505	$39,501
HRI	Herc Holdings Inc	229	$38,263
TRTN	Triton International Ltd	548	$38,000
—		1,824	$38,000
PRDO	PERDOCEO EDUCATION Corp	3,289	$37,757
AMKR	Amkor Technology, Inc.	1,732	$37,619
PBI	Pitney Bowes Inc	7,223	$37,559
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
ITOT	iShares Core S&P Total U.S. Stock Market ETF	604,331	$64,651,330
VTI	VANGUARD TOTAL STOCK MARKET INDEX FUND	266,954	$64,453,373
SPTM	State Street(R) SPDR(R) Portfolio S&P 1500(R) Composite Stock Market ETF	1,093,230	$63,899,293
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
NVDA	Nvidia Corp	24,284	$7,142,167
VRSN	Verisign Inc	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
ORLY	O Reilly Automotive Inc	6,767	$4,779,058
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
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

130 tracked positions · $16,229,142 total · filing declares 136 positions · $18,028,000 · 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 130 positions by value · page 1 of 3

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
TIP	iShares TIPS Bond ETF	Reduced	37,802	-14,719	$4,708,995	−30.6%	6	unpriced	29.02%
HYG	iShares iBoxx $ High Yield Corporate Bond ETF	Reduced	28,295	-52,143	$2,328,395	−66.7%	9+	before history	14.35%
DJP		Reduced	34,795	-10,171	$1,284,283	−0.5%	9+	before history	7.91%
WIP	State Street(R) SPDR(R) FTSE International Government Inflation-Protected Bond ETF	Reduced	22,516	-2,407	$1,215,188	−9.4%	6	unpriced	7.49%
VNQ	VANGUARD REAL ESTATE INDEX FUND	Reduced	9,001	-6,086	$975,438	−44.3%	6	$84.79	6.01%
DGP	Financial Services	Reduced	15,165	-4,649	$664,530	−14.9%	9+	before history	4.09%
IGF	iShares Global Infrastructure ETF	Reduced	6,859	-4,605	$348,848	−36.1%	6	unpriced	2.15%
GDX	VanEck Gold Miners ETF	Reduced	8,826	-9,080	$338,477	−41.0%	6	unpriced	2.09%
HAP	VanEck Natural Resources ETF	Reduced	6,032	-5,437	$331,156	−38.8%	6	unpriced	2.04%
		Reduced	3,745	-2,580	$330,121	−42.4%	6	$71.70	2.03%
VNQI	VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEX FUND	Reduced	2,101	-1,210	$109,146	−38.9%	6	$52.70	0.67%
CAR	Avis Budget Group, Inc. Industrials	NEW	216	NEW	$56,872	NEW	1	$201.16	0.35%
MATX	Matson, Inc. Industrials	NEW	401	NEW	$48,368	NEW	1	$100.77	0.30%
ALHC	Alignment Healthcare, Inc. Healthcare	NEW	4,203	NEW	$47,199	NEW	1	$9.00	0.29%
PCRX	Pacira BioSciences, Inc. Healthcare	Reduced	610	-41	$46,555	+18.9%	2	$55.14	0.29%
OPEN	Opendoor Technologies Inc. Real Estate	NEW	5,270	NEW	$45,585	NEW	1	$9.61	0.28%
		NEW	2,295	NEW	$45,000	NEW	1	unpriced	0.28%
JBLU	Jetblue Airways Corp Industrials	Added	2,991	+1,391	$44,715	+96.3%	9+	before history	0.28%
RYAM	Rayonier Advanced Materials Inc. Basic Materials	NEW	6,698	NEW	$44,005	NEW	1	$6.08	0.27%
HRTG	Heritage Insurance Holdings, Inc. Financial Services	NEW	6,121	NEW	$43,703	NEW	1	$6.19	0.27%
CHRD	Chord Energy Corp Energy	Reduced	298	-24	$43,597	+7.5%	2	$118.84	0.27%
XOM	ExxonMobil Holdings Corp Energy	Added	522	+367	$43,111	+354.6%	9+	before history	0.27%
FLGT	Fulgent Genetics, Inc. Healthcare	NEW	690	NEW	$43,062	NEW	1	$65.84	0.27%
INVA	Innoviva, Inc. Healthcare	Reduced	2,224	-117,900	$43,034	−97.9%	2	$17.04	0.27%
SKYW	Skywest Inc Industrials	NEW	1,491	NEW	$43,015	NEW	1	$32.67	0.27%
		NEW	7,309	NEW	$43,000	NEW	1	unpriced	0.26%
AZO	Autozone Inc Consumer Cyclical	Reduced	21	-206	$42,936	−91.0%	9+	before history	0.26%
CAH	Cardinal Health Inc Healthcare	Reduced	757	-36,423	$42,921	−97.8%	9+	before history	0.26%
OPTU	Optimum Communications, Inc. Communication Services	NEW	3,425	NEW	$42,744	NEW	1	$13.36	0.26%
BMY	Bristol Myers Squibb Co Healthcare	Reduced	584	-24,749	$42,649	−97.3%	9+	before history	0.26%
CNDT	CONDUENT Inc Technology	NEW	8,241	NEW	$42,523	NEW	1	$4.92	0.26%
AEP	American Electric Power Co Inc Utilities	NEW	423	NEW	$42,202	NEW	1	$91.36	0.26%
HPQ	Hp Inc Technology	Reduced	1,159	-154	$42,071	−14.9%	6	$26.74	0.26%
PRKS	United Parks & Resorts Inc. Consumer Cyclical	NEW	558	NEW	$41,537	NEW	1	$65.61	0.26%
AOSL	ALPHA & OMEGA SEMICONDUCTOR Ltd Technology	NEW	760	NEW	$41,534	NEW	1	$52.02	0.26%
JBL	Jabil Inc Technology	NEW	666	NEW	$41,112	NEW	1	$61.65	0.25%
SIG	Signet Jewelers Ltd Consumer Cyclical	Added	559	+104	$40,639	+2.6%	2	$89.61	0.25%
IBKR	Interactive Brokers Group, Inc. Financial Services	NEW	611	NEW	$40,271	NEW	1	$68.88	0.25%
OI	O-I Glass, Inc. Consumer Cyclical	NEW	3,007	NEW	$39,632	NEW	1	$13.05	0.24%
LUMN	Lumen Technologies, Inc. Communication Services	NEW	3,505	NEW	$39,501	NEW	1	$11.45	0.24%
RGA	Reinsurance Group Of America Inc Financial Services	Reduced	354	-15,606	$38,748	−97.8%	9+	before history	0.24%
HRI	Herc Holdings Inc Industrials	NEW	229	NEW	$38,263	NEW	1	$158.06	0.24%
CVX	Chevron Corp Energy	Reduced	234	-24,028	$38,102	−98.7%	9+	before history	0.23%
CRVL	Corvel Corp Financial Services	Added	226	+17	$38,067	−12.4%	9+	before history	0.23%
		Reduced	2,905	-4,094	$38,000	−60.4%	2	unpriced	0.23%
		NEW	1,824	NEW	$38,000	NEW	1	unpriced	0.23%
TRTN	Triton International Ltd Industrials	NEW	548	NEW	$38,000	NEW	1	unpriced	0.23%
PRDO	PERDOCEO EDUCATION Corp Consumer Defensive	NEW	3,289	NEW	$37,757	NEW	1	$11.10	0.23%
AMKR	Amkor Technology, Inc. Technology	NEW	1,732	NEW	$37,619	NEW	1	$22.64	0.23%
PBI	Pitney Bowes Inc Industrials	NEW	7,223	NEW	$37,559	NEW	1	$5.42	0.23%

Showing the top 50 of 130 positions. Create a free account to see every position, past quarters, search, filters and CSV export.

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.