FIRST QUADRANT L P/CA
Filing Date
Global Rank
#6,604
/ 6,760
▼ 4675
Top Industry
Rental & Leasing Services
4.7%
3Y Alpha vs SPY
+7.6%
Period ended 4 years ago
Filed Apr 21, 2022 · 4y
9 quarters · since Mar 2020
Clone Performance
Jun 2023–Jun 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+111.7%
SPY
+76.3%
Annualised alpha
+7.6%
Max drawdown
−21.1%
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, 2021Top 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 |
|---|---|---|
| Industrials | 17.1% | $476,356 |
| Consumer Cyclical | 16.2% | $451,221 |
| Technology | 15.5% | $430,756 |
| Healthcare | 13.4% | $373,806 |
| Energy | 9.5% | $263,715 |
| Financial Services | 8.5% | $237,630 |
| Consumer Defensive | 7.2% | $200,890 |
| Communication Services | 4.9% | $137,942 |
| Utilities | 3.4% | $93,695 |
| Real Estate | 2.8% | $77,601 |
| Basic Materials | 1.6% | $44,005 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
9 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| 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 | Open |
|---|---|---|---|---|---|
| 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 | Open |
|---|---|---|---|---|
| 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 | Open |
|---|---|---|---|---|
| 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. | ||||
13 positions ·
$430,756 total
· Technology only
· as of Mar 31, 2022
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| CNDT |
CONDUENT Inc
Technology
|
NEW | 8,241 | $42,523 | 9.87% | |
| HPQ |
Hp Inc
Technology
|
Reduced | 1,159 | $42,071 | 9.77% | |
| AOSL |
ALPHA & OMEGA SEMICONDUCTOR Ltd
Technology
|
NEW | 760 | $41,534 | 9.64% | |
| JBL |
Jabil Inc
Technology
|
NEW | 666 | $41,112 | 9.54% | |
| AMKR |
Amkor Technology, Inc.
Technology
|
NEW | 1,732 | $37,619 | 8.73% | |
| INTC |
Intel Corp
Technology
|
Reduced | 744 | $36,872 | 8.56% | |
| HPE |
Hewlett Packard Enterprise Co
Technology
|
NEW | 2,177 | $36,377 | 8.44% | |
| MU |
Micron Technology Inc
Technology
|
NEW | 459 | $35,751 | 8.30% | |
| DELL |
Dell Technologies Inc.
Technology
|
Reduced | 695 | $34,882 | 8.10% | |
| ARW |
Arrow Electronics, Inc.
Technology
|
Reduced | 274 | $32,504 | 7.55% | |
| SANM |
Sanmina Corp
Technology
|
Reduced | 633 | $25,585 | 5.94% | |
| AAPL |
Apple Inc.
Technology
|
Reduced | 77 | $13,444 | 3.12% | |
| MSFT |
Microsoft Corp
Technology
|
Reduced | 34 | $10,482 | 2.43% |