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 234
Positions with Activity 480
Sold Out Positions 52
Total Mkt Value (in $ millions) 4,596

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

Sector Weighting

Basic Materials 4.15%
Capital Goods 5.38%
Conglomerates 0.02%
Consumer Cyclical 2.41%
Consumer/Non-Cyclical 4.45%
Energy 10.9%
Financial 18.43%
Healthcare 11.31%
Services 16.24%
Technology 18.67%
Transportation 5.57%
Utilities 2.16%

860 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SUNTRUST BKS INC COM 27,090 4,398 19.38 711,400
HARRIS CORP DEL COM 26,943 -2,370 (8.09) 377,400
FACEBOOK INC CL A 26,838 9,150 51.73 358,705
DISCOVER FINL SVCS COM 26,282 -50 (0.19) 421,387
WESTLAKE CHEM CORP COM 26,147 New 269,200
GENERAL ELECTRIC CO COM 25,858 1,678 6.94 995,304
VMWARE INC CL A COM 25,818 New 261,900
DELTA AIR LINES INC DEL COM NEW 25,751 311 1.22 650,600
NORTHROP GRUMMAN CORP COM 25,393 -14,096 (35.7) 199,600
RAYTHEON CO COM NEW 25,174 12,245 94.71 261,300
LAS VEGAS SANDS CORP COM 24,800 632 2.61 372,873
DOMINOS PIZZA INC COM 24,733 5,214 26.71 327,800
ZEBRA TECHNOLOGIES CORP CL A 24,673 20,116 441.44 316,200
UNITED THERAPEUTICS CORP DEL COM 24,344 -5,208 (17.62) 206,600
VALERO ENERGY CORP NEW COM 23,695 7,835 49.40 437,661
PROCTER & GAMBLE CO COM 23,684 1,961 9.03 284,967
CISCO SYS INC COM 23,636 2,884 13.90 945,800
EVEREST RE GROUP LTD COM 22,680 3,473 18.09 138,425
DST SYS INC DEL COM 22,562 -49 (0.22) 243,100
MACYS INC COM 22,181 -8,540 (27.8) 356,100