FIRST QUADRANT L P/CA Information

800 E COLORADO BLVD, PASADENA, California, 91101, (818) 795-8220

Report Date: 03/31/2016

Position Statistics

Total Positions 861
New Positions 105
Increased Positions 296
Decreased Positions 361
Positions with Activity 657
Sold Out Positions 80
Total Mkt Value (in $ millions) 4,583

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 5.06%
Capital Goods 4.96%
Conglomerates 0.03%
Consumer Cyclical 3.69%
Consumer/Non-Cyclical 6.72%
Energy 7.56%
Financial 17.13%
Healthcare 11.7%
Services 16.14%
Technology 19.59%
Transportation 3.69%
Utilities 2.54%

861 Positions as of 03/31/2016

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
TEXAS INSTRS INC COM 35,799 354 1.00 627,607
ALASKA AIR GROUP INC COM 35,087 -126 (0.36) 498,189
ILLINOIS TOOL WKS INC COM 32,140 575 1.82 307,500
TARGET CORP COM 31,745 1,003 3.26 399,314
SIMON PPTY GROUP INC NEW COM 31,091 -20 (0.07) 154,552
ALPHABET INC CAP STK CL A 30,875 -16,133 (34.32) 43,616
WESTLAKE CHEM CORP COM 30,485 10,153 49.94 607,387
TYSON FOODS INC CL A 30,307 -3,096 (9.27) 460,452
HUNTINGTON INGALLS INDS INC COM 29,691 11,552 63.69 205,094
MERCK & CO INC NEW COM 29,671 6,643 28.85 541,049
RELIANCE STEEL & ALUMINUM CO COM 29,551 4,128 16.24 399,494
VISA INC COM CL A 29,147 -270 (0.92) 377,354
OCEANEERING INTL INC COM 29,137 19,516 202.86 794,994
PNC FINL SVCS GROUP INC COM 29,084 21,603 288.77 331,326
CITIGROUP INC COM NEW 28,388 -12,704 (30.92) 613,398
INTERNATIONAL BUSINESS MACHS COM 28,341 2,851 11.19 194,193
ALLSTATE CORP COM 28,175 5,243 22.86 433,124
BEMIS INC COM 28,080 -399 (1.4) 559,595
CARLISLE COS INC COM 27,816 15,272 121.75 272,974
LEAR CORP COM NEW 27,804 18,574 201.23 241,503