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
BUNGE LIMITED COM 18,281 -75 (0.41) 292,500
GOODYEAR TIRE & RUBR CO COM 17,927 -2,216 (11) 618,803
CARNIVAL CORP PAIRED CTF 17,683 -4,983 (21.99) 360,500
EBAY INC COM 17,606 1,317 8.08 720,673
CIGNA CORPORATION COM 17,428 69 .40 125,800
HOME DEPOT INC COM 17,352 -924 (5.06) 129,600
DOW CHEM CO COM 17,351 -13,147 (43.11) 329,800
HCA HOLDINGS INC COM 17,202 12,448 261.86 213,369
COMCAST CORP NEW CL A 17,165 -128 (0.74) 282,500
CULLEN FROST BANKERS INC COM 17,136 9,540 125.60 267,790
NORDSTROM INC COM 17,078 6,099 55.56 334,010
GENERAL MLS INC COM 17,022 16,936 19,721.43 277,500
THERMO FISHER SCIENTIFIC INC COM 16,807 -845 (4.79) 116,516
SALLY BEAUTY HLDGS INC COM 16,714 New 532,300
AIR PRODS & CHEMS INC COM 16,704 New 114,500
VARIAN MED SYS INC COM 16,585 -32 (0.2) 204,300
VISTEON CORP COM NEW 16,468 8,215 99.54 206,700
RESMED INC COM 16,405 16,405 New 294,000
BERKLEY W R CORP COM 16,085 8,148 102.65 287,239
MCDONALDS CORP COM 15,786 12,125 331.18 124,800