FIRST QUADRANT L P/CA Information

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

Report Date: 03/31/2013

Position Statistics:

Total Positions 819
New Positions 59
Increased Positions 249
Decreased Positions 195
Positions with Activity 444
Sold Out Positions 35
Total Mkt Value
(in $ millions)
3,901

Sector Weighting

Basic Materials 4.99%
Capital Goods 3.03%
Conglomerates 0.19%
Consumer Cyclical 1.99%
Consumer/Non-Cyclical 4.29%
Energy 10.89%
Financial 17.31%
Healthcare 11.5%
Services 20.02%
Technology 18.1%
Transportation 5.32%
Utilities 2.3%

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

819 Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
NASDAQ OMX GROUP INC COM 14,036 563 4.18 449,000
PHILIP MORRIS INTL INC COM 13,865 New 144,910
DIRECTV COM 13,505 -15,487 (53.42) 207,102
ACTIVISION BLIZZARD INC COM 13,407 2,284 20.54 897,400
CIGNA CORPORATION COM 13,026 8,352 178.68 191,839
GAMESTOP CORP NEW CL A 12,553 12,449 12,042.81 315,713
RENAISSANCERE HOLDINGS LTD COM 12,547 3,722 42.17 142,600
NV ENERGY INC COM 12,544 2,102 20.14 599,600
ZIMMER HLDGS INC COM 12,533 1,591 14.54 156,000
TIMKEN CO COM 12,471 New 217,500
PUBLIC SVC ENTERPRISE GROUP COM 12,467 -337 (2.63) 355,500
COCA COLA ENTERPRISES INC NEW COM 12,437 906 7.85 325,500
CARLISLE COS INC COM 12,411 6,108 96.90 184,300
FEDEX CORP COM 12,226 -7,444 (37.84) 122,200
DISCOVERY COMMUNICATNS NEW COM SER A 12,151 -670 (5.23) 154,100
NORFOLK SOUTHERN CORP COM 12,051 New 150,200
AMERISOURCEBERGEN CORP COM 11,946 -7,152 (37.45) 217,237
VISA INC COM CL A 11,846 -28,479 (70.62) 64,181
HARRIS CORP DEL COM 11,838 -2,351 (16.57) 234,600
MARATHON PETE CORP COM 11,823 2,055 21.04 143,000