FIRST QUADRANT L P/CA Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 856
New Positions 50
Increased Positions 216
Decreased Positions 298
Positions with Activity 514
Sold Out Positions 91
Total Mkt Value (in $ millions) 4,850

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

Sector Weighting

Basic Materials 4.11%
Capital Goods 3.69%
Conglomerates 0.02%
Consumer Cyclical 1.76%
Consumer/Non-Cyclical 5.83%
Energy 8.53%
Financial 19.35%
Healthcare 11.3%
Services 15.72%
Technology 18.88%
Transportation 7.16%
Utilities 2.63%

856 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
STAPLES INC COM 5,916 5,916 New 352,900
MEDTRONIC PLC SHS 5,825 939 19.22 75,076
CSX CORP COM 5,740 New 167,300
AXIS CAPITAL HOLDINGS LTD SHS 5,613 New 108,300
ENERGIZER HLDGS INC COM 5,608 -94 (1.64) 41,901
AMERICAN FINL GROUP INC OHIO COM 5,594 New 88,800
ALIGN TECHNOLOGY INC COM 5,580 2,426 76.91 97,300
AMPHENOL CORP NEW CL A 5,533 -3,263 (37.1) 98,000
DSW INC CL A 5,501 4,353 379.26 145,954
ROSS STORES INC COM 5,481 -74 (1.33) 51,800
SANDERSON FARMS INC COM 5,472 31 .57 64,213
GRAHAM HLDGS CO COM 5,425 New 5,500
LEGGETT & PLATT INC COM 5,392 5,392 New 119,700
HEALTH NET INC COM 5,334 New 93,000
SWIFT TRANSN CO CL A 5,226 -221 (4.05) 184,800
VISHAY INTERTECHNOLOGY INC COM 5,133 New 360,464
DOLLAR TREE INC COM 5,084 255 5.28 63,800
OIL STS INTL INC COM 5,083 4,631 1,024.04 116,900
WALGREENS BOOTS ALLIANCE INC COM 5,076 523 11.50 61,100
SIMON PPTY GROUP INC NEW COM 5,072 628 14.14 26,642