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Livermore
Livermore
ZHEN

First Quadrant L P

SEC CIK
0001014736
Latest filing
Apr 21, 2022

Holdings in Q1 2022

Holdings as of Mar 31, 2022, filed Apr 21, 2022. Long positions only; changes compare share counts with Q4 2021.

Institution overview
Positions
136
−365 vs. Q4 2021
Portfolio value
$18.0M
−$911.7M (−98.1%) vs. Q4 2021
Filed
Apr 21, 2022
SEC
Holdings of First Quadrant L P in Q1 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tips Bond ETF464287176ETF37,802$4.71M26.1%−14,719−28.0%Reduced–
iShares Tr464288513IBOXX HI YD ETF28,295$2.33M12.9%−52,143−64.8%Reduced–
Swedish Expt CR Corp870297801ROG TTL ETN 22156,015$1.37M7.6%−61,789−28.4%Reduced–
DJPBarclays Bank PLCDJUBS CMDT ETN3634,795$1.28M7.1%−10,171−22.6%ReducedHistory
SPDR Series Trust78464A490ST STR FTSE ETF22,516$1.22M6.7%−2,407−9.7%Reduced–
Vanguard Real Estate ETF922908553ETF9,001$975.0K5.4%−6,086−40.3%Reduced–
DGPDeutsche Bank AktiengesellschaftDB GOLD DBL LNG15,165$664.0K3.7%−4,649−23.5%ReducedHistory
iShares Tr464288372GLB INFRASTR ETF6,859$349.0K1.9%−4,605−40.2%Reduced–
VanEck ETF Trust92189F106GOLD MINERS ETF8,826$338.0K1.9%−9,080−50.7%Reduced–
VanEck Vectors ETF Tr92189F841NAT RES ETF6,032$331.0K1.8%−5,437−47.4%Reduced–
State Street Materials Select Sector SPDR ETF81369Y100ETF3,745$330.0K1.8%−2,580−40.8%Reduced–
Vanguard Intl Equity Index F922042676GLB EX US ETF2,101$109.0K0.6%−1,210−36.5%Reduced–
CARAvis Budget Group, Inc.COM216$57.0K0.3%+216NewHistory
MATXMatson, Inc.COM401$48.0K0.3%+401NewHistory
ALHCAlignment Healthcare, Inc.COM4,203$47.0K0.3%+4,203NewHistory
PCRXPacira BioSciences, Inc.COM610$47.0K0.3%−41−6.3%ReducedHistory
OPENOpendoor Technologies Inc.COM5,270$46.0K0.3%+5,270NewHistory
JBLUJetBlue Airways CorpCOM2,991$45.0K0.2%+1,391+86.9%AddedHistory
HAHawaiian Holdings IncCOM2,295$45.0K0.2%+2,295NewHistory
XUnited States Steel CorpCOM1,190$45.0K0.2%+1,190NewHistory
HRTGHeritage Insurance Holdings, Inc.COM6,121$44.0K0.2%+6,121NewHistory
CHRDChord Energy CorpCOM NEW298$44.0K0.2%−24−7.5%ReducedHistory
RYAMRayonier Advanced Materials Inc.COM6,698$44.0K0.2%+6,698NewHistory
ETRNMidstream Co LLCCOM5,229$44.0K0.2%+5,229NewHistory
BMYBristol Myers Squibb CoStock584$43.0K0.2%−24,749−97.7%ReducedHistory
CAHCardinal Health IncStock757$43.0K0.2%−36,423−98.0%ReducedHistory
XOMExxonMobil Holdings CorpCOM522$43.0K0.2%+367+236.8%AddedHistory
AZOAutoZone IncCOM21$43.0K0.2%−206−90.7%ReducedHistory
SKYWSkywest IncCOM1,491$43.0K0.2%+1,491NewHistory
CNDTCONDUENT IncCOM8,241$43.0K0.2%+8,241NewHistory
INVAInnoviva, Inc.COM2,224$43.0K0.2%−117,900−98.1%ReducedHistory
FLGTFulgent Genetics, Inc.COM690$43.0K0.2%+690NewHistory
OPTUOptimum Communications, Inc.CL A3,425$43.0K0.2%+3,425NewHistory
CNSLConsolidated Communications Holdings, Inc.COM7,309$43.0K0.2%+7,309NewHistory
LTRPALiberty TripAdvisor Holdings, Inc.COM SER A20,782$43.0K0.2%+20,782NewHistory
AEPAmerican Electric Power Co IncStock423$42.0K0.2%+423NewHistory
HPQHP IncStock1,159$42.0K0.2%−154−11.7%ReducedHistory
PRKSUnited Parks & Resorts Inc.COM558$42.0K0.2%+558NewHistory
AOSLAlpha & Omega Semiconductor LtdSHS760$42.0K0.2%+760NewHistory
JBLJabil IncStock666$41.0K0.2%+666NewHistory
SIGSignet Jewelers LtdSHS559$41.0K0.2%+104+22.9%AddedHistory
SCUSculptor Capital Management, Inc.COM CL A2,945$41.0K0.2%+2,945NewHistory
LUMNLumen Technologies, Inc.Stock3,505$40.0K0.2%+3,505NewHistory
IBKRInteractive Brokers Group, Inc.Stock611$40.0K0.2%+611NewHistory
OIO-I Glass, Inc.COM3,007$40.0K0.2%+3,007NewHistory
RGAReinsurance Group of America IncCOM NEW354$39.0K0.2%−15,606−97.8%ReducedHistory
VGRVector Group LtdCOM3,272$39.0K0.2%+3,272NewHistory
CVXChevron CorpStock234$38.0K0.2%−24,028−99.0%ReducedHistory
AMKRAmkor Technology, Inc.COM1,732$38.0K0.2%+1,732NewHistory
PRDOPerdoceo Education CorpCOM3,289$38.0K0.2%+3,289NewHistory
PBIPitney Bowes IncCOM7,223$38.0K0.2%+7,223NewHistory
CRVLCorvel CorpCOM226$38.0K0.2%+17+8.1%AddedHistory
HRIHerc Holdings IncCOM229$38.0K0.2%+229NewHistory
SCPLSciPlay CorpCL A2,905$38.0K0.2%−4,094−58.5%ReducedHistory
USXUS Xpress Enterprises IncCOM CL A9,889$38.0K0.2%+9,889NewHistory
TRTNTriton International LtdCL A548$38.0K0.2%+548NewHistory
AGTIAgiliti, Inc.COM1,824$38.0K0.2%+1,824NewHistory
INTCIntel CorpStock744$37.0K0.2%−80,035−99.1%ReducedHistory
AMRXAmneal Pharmaceuticals, Inc.COM STK CL A8,791$37.0K0.2%+8,791NewHistory
DCHDauch CorpCOM4,714$37.0K0.2%+4,714NewHistory
RRyder System IncCOM463$37.0K0.2%−4,237−90.1%ReducedHistory
DNUTKrispy Kreme, Inc.COM2,463$37.0K0.2%+2,463NewHistory
TITNTitan Machinery Inc.COM1,324$37.0K0.2%+1,324NewHistory
AAWWAtlas Air Worldwide Holdings IncCOM NEW431$37.0K0.2%+431NewHistory
TASTCarrols Restaurant Group, Inc.COM16,212$37.0K0.2%+16,212NewHistory
ADEAAdeia Inc.COM2,131$37.0K0.2%−12,569−85.5%ReducedHistory
MUMicron Technology IncStock459$36.0K0.2%+459NewHistory
TDSTelephone & Data Systems IncCOM NEW1,892$36.0K0.2%+1,892NewHistory
HPEHewlett Packard Enterprise CoCOM2,177$36.0K0.2%+2,177NewHistory
ADTADT Inc.COM4,695$36.0K0.2%+4,695NewHistory
PAGPPlains GP Holdings LPLTD PARTNR INT A3,105$36.0K0.2%+3,105NewHistory
HSIIHeidrick & Struggles International IncCOM903$36.0K0.2%+903NewHistory
IEAInfrastructure & Energy Alternatives, Inc.COM3,046$36.0K0.2%+3,046NewHistory
TATravelCenters of America Inc.COM NEW849$36.0K0.2%+849NewHistory
ENDPEndo International plcSHS15,672$36.0K0.2%+15,672NewHistory
DELLDell Technologies Inc.Stock695$35.0K0.2%−2,055−74.7%ReducedHistory
BFHBread Financial Holdings, Inc.COM626$35.0K0.2%+626NewHistory
SNEXStoneX Group Inc.COM470$35.0K0.2%+470NewHistory
HAYWHayward Holdings, Inc.COM2,110$35.0K0.2%+2,110NewHistory
HESMHess Midstream LPCL A SHS1,179$35.0K0.2%+1,179NewHistory
SEMSelect Medical Holdings CorpCOM1,461$35.0K0.2%+1,461NewHistory
COWNCowen Inc.CL A NEW1,287$35.0K0.2%+1,287NewHistory
LCILannett Co IncCOM44,421$35.0K0.2%+44,421NewHistory
QVCGAOld QVC Group, Inc.COM SER A7,328$35.0K0.2%+7,328NewHistory
HOUSAnywhere Real Estate Inc.COM2,264$35.0K0.2%+2,264NewHistory
TGTTarget CorpStock161$34.0K0.2%−5−3.0%ReducedHistory
MMM3M CoStock231$34.0K0.2%+231NewHistory
ATKRAtkore Inc.COM345$34.0K0.2%+40+13.1%AddedHistory
RVICRetail Value Inc.COM11,184$34.0K0.2%+11,184NewHistory
RADNew Rite Aid, LLCCOM3,840$34.0K0.2%−8,260−68.3%ReducedHistory
ESGREnstar Group LTDSHS128$33.0K0.2%+128NewHistory
ARWArrow Electronics, Inc.COM274$33.0K0.2%−1,839−87.0%ReducedHistory
EBAYeBay IncCOM578$33.0K0.2%−49,504−98.8%ReducedHistory
GPIGroup 1 Automotive IncCOM199$33.0K0.2%+199NewHistory
PAGPenske Automotive Group, Inc.COM352$33.0K0.2%+352NewHistory
WIREEncore Wire CorpCOM288$33.0K0.2%00.0%UnchangedHistory
ORealty Income CorpREIT462$32.0K0.2%00.0%UnchangedHistory
MCMoelis & CoCL A685$32.0K0.2%+79+13.0%AddedHistory
VREXVarex Imaging CorpCOM1,496$32.0K0.2%−1,900−55.9%ReducedHistory
GTEGran Tierra Energy Inc.COM19,525$31.0K0.2%+19,525NewHistory

Sold out since Q4 2021 (439)

Positions held at the end of Q4 2021 that are gone from this filing.

The largest 100 of 439 by value last quarter.

Positions of First Quadrant L P sold out since Q4 2021
SecurityClassShares in Q4 2021Value in Q4 2021% of portfolio in Q4 2021History
iShares Tr464287150CORE S&P TTL STK604,331$64.7M7.0%–
Vanguard Morningstar Total Stock Market ETF922908769ETF266,954$64.5M6.9%–
SPDR Series Trust78464A805ST STR PR SP15001,093,230$63.9M6.9%–
LLYEli Lilly & CoStock41,897$11.6M1.2%History
UNHUnitedHealth Group IncStock22,737$11.4M1.2%History
VVisa Inc.Stock48,889$10.6M1.1%History
HDHome Depot, Inc.Stock19,170$7.96M0.9%History
ORCLOracle CorpStock82,759$7.22M0.8%History
SNPSSynopsys IncCOM19,539$7.20M0.8%History
NVDANVIDIA CorpStock24,284$7.14M0.8%History
VRSNVerisign IncCOM27,037$6.86M0.7%History
NSCNorfolk Southern CorpStock21,625$6.44M0.7%History
DFSDiscover Financial ServicesCOM55,279$6.39M0.7%History
RHIRobert Half Inc.COM55,495$6.19M0.7%History
UNPUnion Pacific CorpStock24,458$6.16M0.7%History
LOWLowes Companies IncStock23,442$6.06M0.7%History
EWEdwards Lifesciences CorpStock46,442$6.02M0.6%History
SBUXStarbucks CorpStock47,485$5.55M0.6%History
BXBlackstone Inc.COM41,546$5.38M0.6%History
GLGlobe Life Inc.COM55,736$5.22M0.6%History
ORLYO Reilly Automotive IncStock6,767$4.78M0.5%History
MAMastercard IncStock13,030$4.68M0.5%History
ELSEquity Lifestyle Properties IncCOM53,332$4.67M0.5%History
AMGNAmgen IncStock20,475$4.61M0.5%History
MTDMettler Toledo International IncCOM2,704$4.59M0.5%History
INTUIntuit Inc.Stock7,004$4.50M0.5%History
ADBEAdobe Inc.Stock7,797$4.42M0.5%History
CHEChemed CorpCOM8,143$4.31M0.5%History
BNYBank of New York Mellon CorpStock73,170$4.25M0.5%History
QCOMQualcomm IncStock23,214$4.25M0.5%History
IDXXIDEXX Laboratories IncCOM6,191$4.08M0.4%History
CSXCSX CorpStock107,802$4.05M0.4%History
HSYHershey CoCOM19,372$3.75M0.4%History
GLWCorning IncCOM99,094$3.69M0.4%History
JNJJohnson & JohnsonStock21,313$3.65M0.4%History
SXTSensient Technologies CorpCOM36,199$3.62M0.4%History
STESTERIS plcSHS USD14,470$3.52M0.4%History
LKQLKQ CorpCOM57,743$3.47M0.4%History
TJXTJX Companies IncStock45,222$3.43M0.4%History
AWIArmstrong World Industries IncCOM29,189$3.39M0.4%History
MRKMerck & Co., Inc.Stock43,935$3.37M0.4%History
AGCOAGCO CorpCOM28,049$3.25M0.4%History
SLGNSilgan Holdings IncCOM75,501$3.23M0.3%History
TSCOTractor Supply CoCOM13,196$3.15M0.3%History
BAXBaxter International IncStock36,400$3.13M0.3%History
LSTRLandstar System IncCOM17,140$3.07M0.3%History
BACBank of America CorpStock66,783$2.97M0.3%History
ATVIActivision Blizzard, Inc.COM44,563$2.96M0.3%History
CLXClorox CoStock16,600$2.89M0.3%History
ELVElevance Health, Inc.Stock6,222$2.88M0.3%History
ADPAutomatic Data Processing IncStock11,682$2.88M0.3%History
ADSKAutodesk, Inc.COM10,229$2.88M0.3%History
ICEIntercontinental Exchange, Inc.Stock20,738$2.84M0.3%History
CATYCathay General BancorpCOM65,400$2.81M0.3%History
CMCSAComcast CorpStock54,801$2.76M0.3%History
CTSHCognizant Technology Solutions CorpCL A31,092$2.76M0.3%History
TXNTexas Instruments IncStock14,608$2.75M0.3%History
ROLRollins IncCOM79,628$2.72M0.3%History
WRBBerkley W R CorpCOM32,852$2.71M0.3%History
EXPDExpeditors International of Washington IncCOM19,438$2.61M0.3%History
CPRTCopart IncCOM17,200$2.61M0.3%History
IDAIdacorp IncCOM22,984$2.60M0.3%History
FBCFlagstar Bancorp IncCOM PAR .00153,979$2.59M0.3%History
CMECME Group Inc.COM11,281$2.58M0.3%History
LEN.BLennar CorpCL B26,890$2.57M0.3%History
SPBSpectrum Brands Holdings, Inc.COM24,811$2.52M0.3%History
ENTGEntegris IncCOM17,800$2.47M0.3%History
WYWeyerhaeuser CoCOM NEW59,232$2.44M0.3%History
EAElectronic Arts Inc.COM18,200$2.40M0.3%History
AVYAvery Dennison CorpCOM11,067$2.40M0.3%History
BIIBBiogen Inc.COM9,847$2.36M0.3%History
ADIAnalog Devices IncStock12,680$2.23M0.2%History
MGMMGM Resorts InternationalStock49,400$2.22M0.2%History
SYFSynchrony FinancialCOM47,660$2.21M0.2%History
BKNGBooking Holdings Inc.Stock904$2.17M0.2%History
CHTRCharter Communications, Inc.CL A3,299$2.15M0.2%History
APAAPA CorpStock79,600$2.14M0.2%History
GEGeneral Electric CoStock22,646$2.14M0.2%History
ROSTRoss Stores, Inc.COM18,640$2.13M0.2%History
MRVLMarvell Technology, Inc.COM24,179$2.12M0.2%History
MCKMcKesson CorpStock8,481$2.11M0.2%History
AVTAvnet IncCOM49,651$2.05M0.2%History
BRK.BBerkshire Hathaway IncStock6,786$2.03M0.2%History
PVHPVH Corp.COM18,513$1.97M0.2%History
FFIVF5, Inc.Stock8,000$1.96M0.2%History
ALLAllstate CorpStock16,252$1.91M0.2%History
UFPIUfp Industries IncCOM20,682$1.90M0.2%History
JPMJPMorgan Chase & CoStock11,772$1.86M0.2%History
FELEFranklin Electric Co IncCOM19,376$1.83M0.2%History
CTXSCitrix Systems IncCOM19,190$1.81M0.2%History
ZSZscaler, Inc.Stock5,591$1.80M0.2%History
SYKStryker CorpStock6,700$1.79M0.2%History
CENTACentral Garden & Pet CoCL A NON-VTG37,195$1.78M0.2%History
TPRTapestry, Inc.COM43,000$1.75M0.2%History
DDSDillard's, Inc.CL A7,100$1.74M0.2%History
GDDYGoDaddy Inc.CL A20,050$1.70M0.2%History
MANHManhattan Associates IncStock10,932$1.70M0.2%History
GILDGilead Sciences, Inc.Stock22,272$1.62M0.2%History
PKGPackaging Corp of AmericaStock11,800$1.61M0.2%History
SPGIS&P Global Inc.Stock3,378$1.59M0.2%History