First Quadrant

First Quadrant as of March 31, 2022

Portfolio Holdings for First Quadrant

First Quadrant holds 136 positions in its portfolio as reported in the March 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tips Bond Etf Etf (TIP) 26.1 $4.7M 38k 124.57
Ishares Iboxx High Yld Corp Etf (HYG) 12.9 $2.3M 28k 82.28
Elements Rogers Total Return Etf 7.6 $1.4M 156k 8.77
Ipath Bloomberg Commodity In Etf (DJP) 7.1 $1.3M 35k 36.90
Spdr Ftse International Gove Etf (WIP) 6.7 $1.2M 23k 53.96
Vanguard Real Estate Etf Etf (VNQ) 5.4 $975k 9.0k 108.32
Db Gold Double Long Etn Etf (DGP) 3.7 $664k 15k 43.78
Ishares Global Infrastructur Etf (IGF) 1.9 $349k 6.9k 50.88
Vaneck Gold Miners Etf Etf (GDX) 1.9 $338k 8.8k 38.30
Vaneck Natural Resources Etf Etf (HAP) 1.8 $331k 6.0k 54.87
Materials Select Sector Spdr Etf (XLB) 1.8 $330k 3.7k 88.12
Vanguard Glbl Ex Us Real Est Etf (VNQI) 0.6 $109k 2.1k 51.88
Avis Budget Group Common (CAR) 0.3 $57k 216.00 263.89
Matson Common (MATX) 0.3 $48k 401.00 119.70
Alignment Healthcare Common (ALHC) 0.3 $47k 4.2k 11.18
Pacira Biosciences Common (PCRX) 0.3 $47k 610.00 77.05
Opendoor Technologies Common (OPEN) 0.3 $46k 5.3k 8.73
United States Steel Corp Common (X) 0.2 $45k 1.2k 37.82
Hawaiian Holdings Common 0.2 $45k 2.3k 19.61
Jetblue Airways Corp Common (JBLU) 0.2 $45k 3.0k 15.05
Heritage Insurance Holdings Common (HRTG) 0.2 $44k 6.1k 7.19
Oasis Petroleum Common (CHRD) 0.2 $44k 298.00 147.65
Equitrans Midstream Corp Common (ETRN) 0.2 $44k 5.2k 8.41
Rayonier Advanced Materials Common (RYAM) 0.2 $44k 6.7k 6.57
Consolidated Communications Common 0.2 $43k 7.3k 5.88
Liberty Tripadvisor Hdg A Common (LTRPA) 0.2 $43k 21k 2.07
Cardinal Health Common (CAH) 0.2 $43k 757.00 56.80
Exxon Mobil Corp Common (XOM) 0.2 $43k 522.00 82.38
Autozone Common (AZO) 0.2 $43k 21.00 2047.62
Skywest Common (SKYW) 0.2 $43k 1.5k 28.84
Bristol Myers Squibb Common (BMY) 0.2 $43k 584.00 73.63
Fulgent Genetics Common (FLGT) 0.2 $43k 690.00 62.32
Innoviva Common (INVA) 0.2 $43k 2.2k 19.33
Conduent Common (CNDT) 0.2 $43k 8.2k 5.22
Altice Usa Inc A Common (ATUS) 0.2 $43k 3.4k 12.55
Alpha Omega Semiconductor Common (AOSL) 0.2 $42k 760.00 55.26
American Electric Power Common (AEP) 0.2 $42k 423.00 99.29
Seaworld Entertainment Common (PRKS) 0.2 $42k 558.00 75.27
HP Common (HPQ) 0.2 $42k 1.2k 36.24
Jabil Common (JBL) 0.2 $41k 666.00 61.56
Signet Jewelers Common (SIG) 0.2 $41k 559.00 73.35
Sculptor Capital Management Common 0.2 $41k 2.9k 13.92
Lumen Technologies Common (LUMN) 0.2 $40k 3.5k 11.41
O I Glass Common (OI) 0.2 $40k 3.0k 13.30
Interactive Brokers Gro Cl A Common (IBKR) 0.2 $40k 611.00 65.47
Reinsurance Group Of America Common (RGA) 0.2 $39k 354.00 110.17
Vector Group Common (VGR) 0.2 $39k 3.3k 11.92
Us Xpress Enterprises Inc A Common 0.2 $38k 9.9k 3.84
Pitney Bowes Common (PBI) 0.2 $38k 7.2k 5.26
Perdoceo Education Corp Common (PRDO) 0.2 $38k 3.3k 11.55
Amkor Technology Common (AMKR) 0.2 $38k 1.7k 21.94
Triton International Common 0.2 $38k 548.00 69.34
Sciplay Corp Class A Common 0.2 $38k 2.9k 13.08
Chevron Corp Common (CVX) 0.2 $38k 234.00 162.39
Herc Holdings Common (HRI) 0.2 $38k 229.00 165.94
Corvel Corp Common (CRVL) 0.2 $38k 226.00 168.14
Agiliti Common 0.2 $38k 1.8k 20.83
Carrols Restaurant Group Common 0.2 $37k 16k 2.28
American Axle Mfg Holdings Common (AXL) 0.2 $37k 4.7k 7.85
Atlas Air Worldwide Holdings Common 0.2 $37k 431.00 85.85
Intel Corp Common (INTC) 0.2 $37k 744.00 49.73
Ryder System Common (R) 0.2 $37k 463.00 79.91
Titan Machinery Common (TITN) 0.2 $37k 1.3k 27.95
Krispy Kreme Common (DNUT) 0.2 $37k 2.5k 15.02
Xperi Holding Corp Common 0.2 $37k 2.1k 17.36
Amneal Pharmaceuticals Common (AMRX) 0.2 $37k 8.8k 4.21
Endo International Common 0.2 $36k 16k 2.30
Infrastructure And Energy Al Common 0.2 $36k 3.0k 11.82
Telephone And Data Systems Common (TDS) 0.2 $36k 1.9k 19.03
Micron Technology Common (MU) 0.2 $36k 459.00 78.43
Heidrick Struggles Intl Common (HSII) 0.2 $36k 903.00 39.87
Plains Gp Holdings Lp Cl A Common (PAGP) 0.2 $36k 3.1k 11.59
Travelcenters Of America Common 0.2 $36k 849.00 42.40
Hewlett Packard Enterprise Common (HPE) 0.2 $36k 2.2k 16.54
Adt Common (ADT) 0.2 $36k 4.7k 7.67
Realogy Holdings Corp Common (HOUS) 0.2 $35k 2.3k 15.46
Hayward Holdings Common (HAYW) 0.2 $35k 2.1k 16.59
Hess Midstream Lp Class A Common (HESM) 0.2 $35k 1.2k 29.69
Select Medical Holdings Corp Common (SEM) 0.2 $35k 1.5k 23.96
Stonex Group Common (SNEX) 0.2 $35k 470.00 74.47
Qurate Retail Inc Series A Common (QRTEA) 0.2 $35k 7.3k 4.78
Dell Technologies C Common (DELL) 0.2 $35k 695.00 50.36
Alliance Data Systems Corp Common (BFH) 0.2 $35k 626.00 55.91
Cowen Inc A Common 0.2 $35k 1.3k 27.20
Lannett Common 0.2 $35k 44k 0.79
Retail Value Reit 0.2 $34k 11k 3.04
Rite Aid Corp Common (RADCQ) 0.2 $34k 3.8k 8.85
Target Corp Common (TGT) 0.2 $34k 161.00 211.18
Atkore Common (ATKR) 0.2 $34k 345.00 98.55
3M Common (MMM) 0.2 $34k 231.00 147.19
Arrow Electronics Common (ARW) 0.2 $33k 274.00 120.44
Enstar Group Common (ESGR) 0.2 $33k 128.00 257.81
Penske Automotive Group Common (PAG) 0.2 $33k 352.00 93.75
Group 1 Automotive Common (GPI) 0.2 $33k 199.00 165.83
Encore Wire Corp Common (WIRE) 0.2 $33k 288.00 114.58
Ebay Common (EBAY) 0.2 $33k 578.00 57.09
Varex Imaging Corp Common (VREX) 0.2 $32k 1.5k 21.39
Realty Income Corp Reit (O) 0.2 $32k 462.00 69.26
Moelis Co Class A Common (MC) 0.2 $32k 685.00 46.72
Tri Pointe Homes Common (TPH) 0.2 $31k 1.5k 20.09
Gran Tierra Energy Common 0.2 $31k 20k 1.59
Goodyear Tire Rubber Common (GT) 0.2 $30k 2.1k 14.08
Asbury Automotive Group Common (ABG) 0.2 $29k 184.00 157.61
Autonation Common (AN) 0.2 $29k 293.00 98.98
Pilgrim S Pride Corp Common (PPC) 0.2 $29k 1.1k 25.24
Comstock Resources Common (CRK) 0.2 $28k 2.2k 13.00
Virtus Investment Partners Common (VRTS) 0.2 $28k 116.00 241.38
Curo Group Holdings Corp Common (CUROQ) 0.2 $28k 2.2k 12.92
Evercore Inc A Common (EVR) 0.1 $27k 242.00 111.57
Sanmina Corp Common (SANM) 0.1 $26k 633.00 41.07
Amazon Common (AMZN) 0.1 $23k 7.00 3285.71
Evolent Health Inc A Common (EVH) 0.1 $21k 650.00 32.31
Procter Gamble Co The Common (PG) 0.1 $20k 134.00 149.25
Nabors Industries Common (NBR) 0.1 $19k 122.00 155.74
Duke Energy Corp Common (DUK) 0.1 $18k 159.00 113.21
Ford Motor Common (F) 0.1 $17k 1.0k 16.93
Alphabet Inc Cl A Common (GOOGL) 0.1 $17k 6.00 2833.33
Alphabet Inc Cl C Common (GOOG) 0.1 $17k 6.00 2833.33
Conn S Common (CONNQ) 0.1 $16k 1.0k 15.37
Nextera Energy Common (NEE) 0.1 $15k 173.00 86.71
Apple Common (AAPL) 0.1 $13k 77.00 168.83
Tesla Common (TSLA) 0.1 $12k 11.00 1090.91
Conocophillips Common (COP) 0.1 $12k 115.00 104.35
Coca Cola Co The Common (KO) 0.1 $11k 185.00 59.46
Costco Wholesale Corp Common (COST) 0.1 $10k 18.00 555.56
Pepsico Common (PEP) 0.1 $10k 57.00 175.44
Meta Platforms Inc Class A Common (META) 0.1 $10k 46.00 217.39
Microsoft Corp Common (MSFT) 0.1 $10k 34.00 294.12
Ppl Corp Common (PPL) 0.1 $10k 341.00 29.33
Eversource Energy Common (ES) 0.0 $9.0k 106.00 84.91
Walmart Common (WMT) 0.0 $9.0k 60.00 150.00
Marathon Oil Corp Common (MRO) 0.0 $9.0k 360.00 25.00
Targa Resources Corp Common (TRGP) 0.0 $9.0k 125.00 72.00
Walt Disney Co The Common (DIS) 0.0 $9.0k 65.00 138.46
United Natural Foods Common (UNFI) 0.0 $9.0k 211.00 42.65
Hovnanian Enterprises A Common (HOV) 0.0 $8.0k 140.00 57.14