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) 4,573

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

Sector Weighting

Basic Materials 4.14%
Capital Goods 5.4%
Conglomerates 0.02%
Consumer Cyclical 2.42%
Consumer/Non-Cyclical 4.47%
Energy 10.89%
Financial 18.45%
Healthcare 11.2%
Services 16.3%
Technology 18.64%
Transportation 5.6%
Utilities 2.15%

860 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
BIOGEN IDEC INC COM 19,807 -31,531 (61.42) 58,045
AMGEN INC COM 15,237 -25,660 (62.74) 109,867
PACKAGING CORP AMER COM 3,091 -24,877 (88.95) 46,000
EDISON INTL COM 1,590 -20,652 (92.85) 27,200
VERIZON COMMUNICATIONS INC COM 38,013 -19,942 (34.41) 769,331
HERSHEY CO COM 239 -19,197 (98.77) 2,600
THERMO FISHER SCIENTIFIC INC COM 14,734 -18,754 (56) 122,712
BALLY TECHNOLOGIES INC COM -17,315 Sold Out 0
CITIGROUP INC COM NEW 7,667 -15,741 (67.25) 149,183
LILLY ELI & CO COM 20,561 -15,304 (42.67) 325,800
ALLERGAN INC COM 113 -15,190 (99.26) 700
NORTHROP GRUMMAN CORP COM 25,325 -14,058 (35.7) 199,600
LENNOX INTL INC COM 8,376 -13,874 (62.36) 100,400
AXIS CAPITAL HOLDINGS LTD SHS 7,726 -13,869 (64.22) 161,500
ALEXION PHARMACEUTICALS INC COM 2,302 -12,960 (84.92) 13,676
DANAHER CORP DEL COM 2,459 -12,549 (83.61) 32,218
ALLIANT TECHSYSTEMS INC COM 4,424 -12,317 (73.57) 34,787
AVERY DENNISON CORP COM -12,188 Sold Out 0
WHIRLPOOL CORP COM -11,682 Sold Out 0
HANESBRANDS INC COM -11,095 Sold Out 0