First Quadrant LP Holdings in 3rd Quarter: 13F Alert

The following is an analysis of First Quadrant LP as of September 30, according to a filing with the U.S. Securities and Exchange Commission on 11/10/2011.

Top Positions by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
Exxon Mobil Corp             XOM US        74,592,898    1,027,026      245,601
Apple Inc                    AAPL US       69,892,905      183,292        9,400
Intl Business Machines Corp  IBM US        54,996,615      314,500        5,000
Chevron Corp                 CVX US        51,249,398      553,509       20,900
Microsoft Corp               MSFT US       46,730,975    1,877,500       51,483
Google Inc-Cl A              GOOG US       37,803,936       73,400       19,500
AT&T Inc                     T US          36,679,601    1,286,101      154,200
ConocoPhillips               COP US        30,704,565      484,911       22,134
Oracle Corp                  ORCL US       29,632,779    1,031,064      617,364
Procter & Gamble Co/The      PG US         27,816,764      440,278      144,320
 
 
Top New Buys by Market Value 
Company Name                 Ticker      Market Value      Current     Change
                                            (USD $)       Position  In Position
American Electric Power      AEP US        11,358,817      298,759      298,759
Emerson Electric Co          EMR US         9,773,946      236,600      236,600
Brinker International Inc    EAT US         8,564,648      409,400      409,400
Kimberly-Clark Corp          KMB US         7,590,969      106,900      106,900
Boeing Co/The                BA US          6,777,120      112,000      112,000
 
 
Top Sell Outs by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
RadioShack Corp              RSH US        -6,826,526            0     -512,887
DST Systems Inc              DST US        -6,679,200            0     -126,500
McGraw-Hill Companies Inc    MHP US        -4,844,796            0     -115,600
IAC/InteractiveCorp          IACI US       -4,641,472            0     -121,600
Service Corp International   SCI US        -4,377,664            0     -374,800
 
 
Top Position Increases by Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
Oracle Corp                  ORCL US       16,017,912    1,031,064      617,364
Bed Bath & Beyond Inc        BBBY US       15,586,545      378,300      273,900
Home Depot Inc               HD US         14,748,402      512,600      454,600
Medtronic Inc                MDT US        13,951,086      428,865      420,965
Public Service Enterprise Gp PEG US        13,844,645      468,582      413,682
 
 
Top Position Decreases By Market Value 
Company Name                 Ticker         MV Change      Current     Change
                                            (USD $)       Position  In Position
General Electric Co          GE US        -19,305,154    1,296,900     -773,300
Vishay Intertechnology Inc   VSH US       -17,821,803      456,100     -982,384
TRW Automotive Holdings Corp TRW US       -13,444,805       72,998     -195,239
Hormel Foods Corp            HRL US       -12,639,058        2,000     -423,800
Seacor Holdings Inc          CKH US       -12,483,894      115,700     -102,029
 
 
SOURCE: SEC 13F-HR 
FILER: First Quadrant LP 
QUARTER ENDED: 09/30/2011 
SEC RECEIVED: 11/10/2011 

To contact the reporter on this story: Chris Cappucci in Princeton at ccappucci1@bloomberg.net.

To contact the editor responsible for this story: Rodney Yap at ryap@bloomberg.net.

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