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 859
New Positions 101
Increased Positions 246
Decreased Positions 234
Positions with Activity 480
Sold Out Positions 52
Total Mkt Value (in $ millions) 4,607

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 5.46%
Conglomerates 0.02%
Consumer Cyclical 2.34%
Consumer/Non-Cyclical 4.49%
Energy 10.39%
Financial 18.72%
Healthcare 11.5%
Services 16.21%
Technology 18.58%
Transportation 5.71%
Utilities 2.12%

859 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 -81 Sold Out 0
ARC DOCUMENT SOLUTIONS INC COM -124 Sold Out 0
AVERY DENNISON CORP COM -12,107 Sold Out 0
BALLY TECHNOLOGIES INC COM -17,893 Sold Out 0
BASSETT FURNITURE INDS INC COM -36 Sold Out 0
CALAMOS ASSET MGMT INC CL A -125 Sold Out 0
CARLISLE COS INC COM -4,099 Sold Out 0
CRYOLIFE INC COM -66 Sold Out 0
CYBERONICS INC COM -127 Sold Out 0
DAKTRONICS INC COM -57 Sold Out 0
DAWSON GEOPHYSICAL CO COM -120 Sold Out 0
DREW INDS INC COM NEW -147 Sold Out 0
ELIZABETH ARDEN INC COM -2 Sold Out 0
EMERGENT BIOSOLUTIONS INC COM -1,136 Sold Out 0
EXELIS INC COM -3,639 Sold Out 0
FEDERAL SIGNAL CORP COM -798 Sold Out 0
FXCM INC COM CL A -3 Sold Out 0
GENTIVA HEALTH SERVICES INC COM -177 Sold Out 0
HANESBRANDS INC COM -11,575 Sold Out 0
HAVERTY FURNITURE INC COM -53 Sold Out 0