FIRST QUADRANT L P/CA Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 860
New Positions 101
Increased Positions 246
Decreased Positions 235
Positions with Activity 481
Sold Out Positions 53
Total Mkt Value (in $ millions) 4,455

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

Sector Weighting

Basic Materials 3.84%
Capital Goods 5.46%
Conglomerates 0.02%
Consumer Cyclical 2.39%
Consumer/Non-Cyclical 4.56%
Energy 9.89%
Financial 18.7%
Healthcare 11.77%
Services 16.51%
Technology 18.46%
Transportation 5.88%
Utilities 2.22%

53 Sold Out Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AEP INDS INC COM -83 Sold Out 0
ARC DOCUMENT SOLUTIONS INC COM -166 Sold Out 0
AVERY DENNISON CORP COM -11,192 Sold Out 0
BALLY TECHNOLOGIES INC COM -17,607 Sold Out 0
BASSETT FURNITURE INDS INC COM -42 Sold Out 0
CALAMOS ASSET MGMT INC CL A -122 Sold Out 0
CARLISLE COS INC COM -4,205 Sold Out 0
CRYOLIFE INC COM -68 Sold Out 0
CYBERONICS INC COM -123 Sold Out 0
DAKTRONICS INC COM -53 Sold Out 0
DAWSON GEOPHYSICAL CO COM -93 Sold Out 0
DREW INDS INC COM NEW -145 Sold Out 0
ELIZABETH ARDEN INC COM -2 Sold Out 0
EMERGENT BIOSOLUTIONS INC COM -1,125 Sold Out 0
EXELIS INC COM -3,295 Sold Out 0
FEDERAL SIGNAL CORP COM -754 Sold Out 0
FXCM INC COM CL A -3 Sold Out 0
GENTIVA HEALTH SERVICES INC COM -192 Sold Out 0
HANESBRANDS INC COM -11,766 Sold Out 0
HAVERTY FURNITURE INC COM -50 Sold Out 0