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Livermore
Livermore
ZHEN

First Quadrant L P

SEC CIK
0001014736
Latest filing
Apr 21, 2022

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Jul 23, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
509
−56 vs. Q1 2021
Portfolio value
$870.8M
−$69.5M (−7.4%) vs. Q1 2021
Filed
Jul 23, 2021
SEC
Holdings of First Quadrant L P in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr464287150CORE S&P TTL STK641,157$63.3M7.3%−27,981−4.2%Reduced–
Vanguard Morningstar Total Stock Market ETF922908769ETF283,523$63.2M7.3%−12,900−4.4%Reduced–
SPDR Series Trust78464A805ST STR PR SP15001,189,598$63.0M7.2%−51,930−4.2%Reduced–
MSFTMicrosoft CorpStock145,926$39.5M4.5%−14,206−8.9%ReducedHistory
AAPLApple Inc.Stock274,305$37.6M4.3%−29,949−9.8%ReducedHistory
AMZNAmazon Com IncStock5,772$19.9M2.3%−799−12.2%ReducedHistory
METAMeta Platforms, Inc.Stock56,517$19.7M2.3%−5,715−9.2%ReducedHistory
GOOGAlphabet Inc.Stock6,614$16.6M1.9%−711−9.7%ReducedHistory
GOOGLAlphabet Inc.Stock6,287$15.4M1.8%−705−10.1%ReducedHistory
iShares Tr464288513IBOXX HI YD ETF135,097$11.9M1.4%−568,982−80.8%Reduced–
VVisa Inc.Stock48,889$11.4M1.3%−13,053−21.1%ReducedHistory
LLYEli Lilly & CoStock41,897$9.62M1.1%00.0%UnchangedHistory
UNHUnitedHealth Group IncStock22,737$9.11M1.0%−7,827−25.6%ReducedHistory
TSLATesla, Inc.Stock12,240$8.32M1.0%−1,374−10.1%ReducedHistory
PGProcter & Gamble CoStock48,964$6.61M0.8%−5,280−9.7%ReducedHistory
DFSDiscover Financial ServicesCOM55,279$6.54M0.8%00.0%UnchangedHistory
ORCLOracle CorpStock82,759$6.44M0.7%−2,316−2.7%ReducedHistory
VRSNVerisign IncCOM27,694$6.31M0.7%00.0%UnchangedHistory
HDHome Depot, Inc.Stock19,170$6.11M0.7%−1,153−5.7%ReducedHistory
NSCNorfolk Southern CorpStock21,625$5.74M0.7%00.0%UnchangedHistory
SNPSSynopsys IncCOM19,539$5.39M0.6%00.0%UnchangedHistory
UNPUnion Pacific CorpStock24,458$5.38M0.6%−369−1.5%ReducedHistory
SBUXStarbucks CorpStock47,485$5.31M0.6%00.0%UnchangedHistory
GLGlobe Life Inc.COM55,736$5.31M0.6%00.0%UnchangedHistory
AMGNAmgen IncStock20,475$4.99M0.6%−2,280−10.0%ReducedHistory
iShares Tips Bond ETF464287176ETF38,982$4.99M0.6%−16,719−30.0%Reduced–
RHIRobert Half Inc.COM55,495$4.94M0.6%−5,769−9.4%ReducedHistory
NVDANVIDIA CorpStock6,153$4.92M0.6%−1,046−14.5%ReducedHistory
EWEdwards Lifesciences CorpStock46,442$4.81M0.6%−1,914−4.0%ReducedHistory
MAMastercard IncStock13,030$4.76M0.5%−7,492−36.5%ReducedHistory
ADBEAdobe Inc.Stock7,797$4.57M0.5%−1,212−13.5%ReducedHistory
LOWLowes Companies IncStock23,442$4.55M0.5%−6,998−23.0%ReducedHistory
ATVIActivision Blizzard, Inc.COM44,563$4.25M0.5%00.0%UnchangedHistory
INTCIntel CorpStock73,779$4.14M0.5%+44+0.1%AddedHistory
GLWCorning IncCOM99,827$4.08M0.5%−9,914−9.0%ReducedHistory
BXBlackstone Inc.COM41,546$4.04M0.5%00.0%UnchangedHistory
ELSEquity Lifestyle Properties IncCOM53,210$3.95M0.5%−8,562−13.9%ReducedHistory
IDXXIDEXX Laboratories IncCOM6,246$3.94M0.5%−842−11.9%ReducedHistory
CHEChemed CorpCOM8,143$3.86M0.4%00.0%UnchangedHistory
ORLYO Reilly Automotive IncStock6,767$3.83M0.4%−935−12.1%ReducedHistory
MTDMettler Toledo International IncCOM2,727$3.78M0.4%+23+0.9%AddedHistory
BNYBank of New York Mellon CorpStock73,170$3.75M0.4%00.0%UnchangedHistory
AGCOAGCO CorpCOM28,049$3.66M0.4%00.0%UnchangedHistory
Brookfield Ppty REIT Inc11282X103CL A192,500$3.64M0.4%00.0%Unchanged–
JNJJohnson & JohnsonStock21,313$3.51M0.4%−3,199−13.1%ReducedHistory
EBAYeBay IncCOM49,504$3.48M0.4%−2,099−4.1%ReducedHistory
CSXCSX CorpStock107,802$3.46M0.4%−4,098−3.7%ReducedConverted for a 3-for-1 splitHistory
INTUIntuit Inc.Stock7,004$3.43M0.4%−1,001−12.5%ReducedHistory
MRKMerck & Co., Inc.Stock43,935$3.42M0.4%−1,326−2.9%ReducedHistory
BIIBBiogen Inc.COM9,847$3.41M0.4%−1,735−15.0%ReducedHistory
HSYHershey CoCOM19,372$3.37M0.4%−1,939−9.1%ReducedHistory
QCOMQualcomm IncStock23,214$3.32M0.4%−1,853−7.4%ReducedHistory
SXTSensient Technologies CorpCOM36,199$3.13M0.4%00.0%UnchangedHistory
SLGNSilgan Holdings IncCOM75,501$3.13M0.4%00.0%UnchangedHistory
AWIArmstrong World Industries IncCOM29,189$3.13M0.4%00.0%UnchangedHistory
CMCSAComcast CorpStock54,801$3.13M0.4%−1,216−2.2%ReducedHistory
TJXTJX Companies IncStock45,222$3.05M0.4%−5,878−11.5%ReducedHistory
ADSKAutodesk, Inc.COM10,259$3.00M0.3%−11−0.1%ReducedHistory
CLXClorox CoStock16,600$2.99M0.3%00.0%UnchangedHistory
STESTERIS plcSHS USD14,470$2.98M0.3%00.0%UnchangedHistory
BAXBaxter International IncStock36,400$2.93M0.3%00.0%UnchangedHistory
COPConocoPhillipsStock47,287$2.88M0.3%−7,302−13.4%ReducedHistory
TXNTexas Instruments IncStock14,608$2.81M0.3%00.0%UnchangedHistory
LKQLKQ CorpCOM57,078$2.81M0.3%−926−1.6%ReducedHistory
BACBank of America CorpStock66,482$2.74M0.3%−7,256−9.8%ReducedHistory
ROLRollins IncCOM79,628$2.72M0.3%−14,494−15.4%ReducedHistory
LSTRLandstar System IncCOM17,140$2.71M0.3%−3,371−16.4%ReducedHistory
EAElectronic Arts Inc.COM18,200$2.62M0.3%−3,363−15.6%ReducedHistory
CATYCathay General BancorpCOM65,400$2.57M0.3%00.0%UnchangedHistory
CVXChevron CorpStock24,262$2.54M0.3%00.0%UnchangedHistory
WRBBerkley W R CorpCOM33,235$2.47M0.3%+79+0.2%AddedHistory
ICEIntercontinental Exchange, Inc.Stock20,738$2.46M0.3%−1,127−5.2%ReducedHistory
TSCOTractor Supply CoCOM13,196$2.46M0.3%−2,107−13.8%ReducedHistory
CHXChampionX CorpCOM95,264$2.44M0.3%00.0%UnchangedHistory
EXPDExpeditors International of Washington IncCOM19,197$2.43M0.3%00.0%UnchangedHistory
Vanguard Real Estate ETF922908553ETF23,795$2.42M0.3%+2,714+12.9%Added–
CMECME Group Inc.COM11,281$2.40M0.3%00.0%UnchangedHistory
CHTRCharter Communications, Inc.CL A3,299$2.38M0.3%−571−14.8%ReducedHistory
ELVElevance Health, Inc.Stock6,222$2.38M0.3%00.0%UnchangedHistory
AVYAvery Dennison CorpCOM11,067$2.33M0.3%00.0%UnchangedHistory
ADPAutomatic Data Processing IncStock11,682$2.32M0.3%−180−1.5%ReducedHistory
CTXSCitrix Systems IncCOM19,749$2.32M0.3%+559+2.9%AddedHistory
SYFSynchrony FinancialCOM47,660$2.31M0.3%00.0%UnchangedHistory
ROSTRoss Stores, Inc.COM18,640$2.31M0.3%00.0%UnchangedHistory
FBCFlagstar Bancorp IncCOM PAR .00153,979$2.28M0.3%00.0%UnchangedHistory
IDAIdacorp IncCOM23,268$2.27M0.3%−20,847−47.3%ReducedHistory
CPRTCopart IncCOM17,200$2.27M0.3%00.0%UnchangedHistory
LEN.BLennar CorpCL B26,890$2.19M0.3%00.0%UnchangedHistory
ENTGEntegris IncCOM17,800$2.19M0.3%00.0%UnchangedHistory
CTSHCognizant Technology Solutions CorpCL A31,510$2.18M0.3%+418+1.3%AddedHistory
GDDYGoDaddy Inc.CL A25,046$2.18M0.3%−455−1.8%ReducedHistory
MXIMMaxim Integrated Products IncCOM20,129$2.12M0.2%00.0%UnchangedHistory
SPBSpectrum Brands Holdings, Inc.COM24,811$2.11M0.2%−15,454−38.4%ReducedHistory
MGMMGM Resorts InternationalStock49,400$2.11M0.2%00.0%UnchangedHistory
CAHCardinal Health IncStock36,627$2.09M0.2%+204+0.6%AddedHistory
ALLAllstate CorpStock16,008$2.09M0.2%00.0%UnchangedHistory
WYWeyerhaeuser CoCOM NEW59,232$2.04M0.2%−12,205−17.1%ReducedHistory
PVHPVH Corp.COM18,513$1.99M0.2%00.0%UnchangedHistory
AVTAvnet IncCOM49,651$1.99M0.2%−6,987−12.3%ReducedHistory
BKNGBooking Holdings Inc.Stock904$1.98M0.2%−108−10.7%ReducedHistory

Sold out since Q1 2021 (105)

Positions held at the end of Q1 2021 that are gone from this filing.

The largest 100 of 105 by value last quarter.

Positions of First Quadrant L P sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
BROBrown & Brown, Inc.Stock36,169$1.65M0.2%History
CRLCharles River Laboratories International, Inc.COM4,884$1.42M0.2%History
Flir Sys Inc302445101COM14,172$800.0K0.1%–
ALKAlaska Air Group, Inc.COM11,034$764.0K0.1%History
AWKAmerican Water Works Company, Inc.Stock4,104$615.0K0.1%History
TFCTruist Financial CorpCOM9,957$581.0K0.1%History
Glu Mobile Inc379890106COM46,234$577.0K0.1%–
BWXTBWX Technologies, Inc.COM8,387$553.0K0.1%History
CRMSalesforce, Inc.Stock1,974$418.0K<0.1%History
IEXIdex CorpCOM1,933$405.0K<0.1%History
MEDMedifast IncCOM1,859$394.0K<0.1%History
ABBVAbbVie Inc.Stock3,522$381.0K<0.1%History
APPFAppfolio IncCOM CL A2,427$343.0K<0.1%History
CNCCentene CorpStock5,321$340.0K<0.1%History
CTRECareTrust REIT, Inc.COM12,604$293.0K<0.1%History
BBYBest Buy Co IncStock2,515$289.0K<0.1%History
CPTCamden Property TrustREIT2,481$273.0K<0.1%History
DRHDiamondRock Hospitality CoCOM25,116$259.0K<0.1%History
PBYIPuma Biotechnology, Inc.COM23,500$228.0K<0.1%History
AVNTAvient CorpCOM4,438$210.0K<0.1%History
MGPMGM Growth Properties LLCCL A COM5,839$190.0K<0.1%History
EOGEOG Resources IncStock2,410$175.0K<0.1%History
CMCanadian Imperial Bank of CommerceCOM1,790$175.0K<0.1%History
AAgilent Technologies, Inc.COM1,239$158.0K<0.1%History
FIZZNational Beverage CorpCOM3,142$154.0K<0.1%History
VSTVistra Corp.Stock8,552$151.0K<0.1%History
GRTSGritstone bio, Inc.COM15,900$150.0K<0.1%History
KKRKKR & Co. Inc.COM3,019$147.0K<0.1%History
CHMICherry Hill Mortgage Investment CorpCOM15,477$145.0K<0.1%History
TAT&T Inc.Stock4,748$144.0K<0.1%History
SNDRSchneider National, Inc.CL B5,730$143.0K<0.1%History
LITELumentum Holdings Inc.COM1,486$136.0K<0.1%History
SEMSelect Medical Holdings CorpCOM3,715$127.0K<0.1%History
BKRBaker Hughes CoCL A5,700$123.0K<0.1%History
SHWSherwin Williams CoCOM165$122.0K<0.1%History
CPACopa Holdings, S.A.CL A1,480$120.0K<0.1%History
CACICACI International IncCL A476$117.0K<0.1%History
CROXCrocs, Inc.COM1,408$113.0K<0.1%History
INVAInnoviva, Inc.COM8,600$103.0K<0.1%History
TTGTTechTarget, Inc.COM1,452$101.0K<0.1%History
TRUTransUnionCOM1,098$99.0K<0.1%History
IONSIonis Pharmaceuticals IncCOM2,082$94.0K<0.1%History
HLFHerbalife Ltd.COM SHS2,043$91.0K<0.1%History
ZNGAZynga IncCL A8,227$84.0K<0.1%History
TXRHTexas Roadhouse, Inc.COM866$83.0K<0.1%History
GAPGap IncCOM2,707$81.0K<0.1%History
UPSUnited Parcel Service IncStock456$78.0K<0.1%History
AFLAflac IncStock1,514$77.0K<0.1%History
ONTOOnto Innovation Inc.COM1,166$77.0K<0.1%History
PFGPrincipal Financial Group IncCOM1,244$75.0K<0.1%History
JEFJefferies Financial Group Inc.COM2,498$75.0K<0.1%History
NXHNeighborhood Intelligence, Inc.COM1,100$73.0K<0.1%History
TNETTrinet Group, Inc.COM863$67.0K<0.1%History
GENGen Digital Inc.Stock3,116$66.0K<0.1%History
SNEXStoneX Group Inc.COM1,014$66.0K<0.1%History
TWTRTwitter, Inc.COM1,041$66.0K<0.1%History
LIILennox International IncCOM208$65.0K<0.1%History
SPSCSPS Commerce IncCOM650$65.0K<0.1%History
HAEHaemonetics CorpCOM570$63.0K<0.1%History
TTWOTake Two Interactive Software IncCOM332$59.0K<0.1%History
DECKDeckers Outdoor CorpCOM173$57.0K<0.1%History
PPDPPD, Inc.COM1,481$56.0K<0.1%History
LZBLa-Z-Boy IncCOM1,279$54.0K<0.1%History
EXLSExlService Holdings, Inc.COM592$53.0K<0.1%History
AMKRAmkor Technology, Inc.COM2,139$51.0K<0.1%History
MLIMueller Industries IncCOM1,157$48.0K<0.1%History
NWSNews CorpCL B1,963$46.0K<0.1%History
Varian Med Sys Inc92220P105COM261$46.0K<0.1%–
FOXFox CorpCL B COM1,036$36.0K<0.1%History
MYEMyers Industries IncCOM1,705$34.0K<0.1%History
RMAXRE/MAX Holdings, Inc.CL A872$34.0K<0.1%History
IVACIntevac IncCOM4,486$32.0K<0.1%History
LECOLincoln Electric Holdings IncCOM256$31.0K<0.1%History
FORMFormfactor IncCOM669$30.0K<0.1%History
DXCMDexcom IncCOM83$30.0K<0.1%History
PEPPepsiCo IncStock206$29.0K<0.1%History
CBZCBIZ, Inc.COM898$29.0K<0.1%History
ITTItt Inc.COM322$29.0K<0.1%History
MRSHMarsh & McLennan Companies, Inc.Stock222$27.0K<0.1%History
ACTGAcacia Research CorpACACIA TCH COM4,116$27.0K<0.1%History
MTUSMetallus Inc.COM2,177$26.0K<0.1%History
SAMGSilvercrest Asset Management Group Inc.CL A1,789$26.0K<0.1%History
LEUCentrus Energy CorpStock1,050$25.0K<0.1%History
PTONPeloton Interactive, Inc.CL A COM219$25.0K<0.1%History
AMRAlpha Metallurgical Resources, Inc.COM1,993$25.0K<0.1%History
NUVANuvasive IncCOM376$25.0K<0.1%History
FDSFactset Research Systems IncStock78$24.0K<0.1%History
AVTRAvantor, Inc.COM840$24.0K<0.1%History
SWKStanley Black & Decker, Inc.COM122$24.0K<0.1%History
VICIVici Properties Inc.COM846$24.0K<0.1%History
WSTWest Pharmaceutical Services IncCOM86$24.0K<0.1%History
AEYEAudioeye IncCOM NEW852$24.0K<0.1%History
CLPTClearPoint Neuro, Inc.COM1,116$24.0K<0.1%History
LBTYKLiberty Global Ltd.SHS CL C924$24.0K<0.1%History
PINEAlpine Income Property Trust, Inc.COM1,335$23.0K<0.1%History
HURCHurco Companies IncCOM655$23.0K<0.1%History
Via Renewables, Inc.846511103CL A COM2,173$23.0K<0.1%–
MCHXMarchex IncCL B7,775$22.0K<0.1%History
RLGTRadiant Logistics, IncCOM3,045$21.0K<0.1%History
CVEOCiveo CorpCOM NEW1,301$20.0K<0.1%History