He said first party titles. He didn't specify wether it was developer, or publisher.;)
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Everyone I can think of is listed in the wikipedia.
http://en.wikipedia.org/wiki/Sony_Co...l_organization
Saying 1st Party usually denotes a developer. The whole party thing pretty much is developer oriented. IE 1st party, 2nd Party and 3rd Party are all ways of describing the relationship a DEVELOPER has with a hardware manufacturer and publisher doesn't come into the equation.
A 3rd party game published by Sony is still a 3rd party game. Asking for 1st party stuff is a given that you're asking for developer and not publisher.