First Quadrant’s CMS Energy CMS Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2021 Q4	–	Sell	-555	Closed	-$33K	–	511
2021 Q3	$33K	Hold	555	–	–	﹤0.01%	465
2021 Q2	$33K	Buy	+555	New	+$33K	﹤0.01%	425
2021 Q1	–	Sell	-567	Closed	-$35K	–	576
2020 Q4	$35K	Hold	567	–	–	﹤0.01%	483
2020 Q3	$35K	Hold	567	–	–	﹤0.01%	512
2020 Q2	$33K	Buy	+567	New	+$33K	﹤0.01%	650
2019 Q3	–	Sell	-5,614	Closed	-$325K	–	601
2019 Q2	$325K	Hold	5,614	–	–	0.02%	458
2019 Q1	$312K	Hold	5,614	–	–	0.02%	427
2018 Q4	$279K	Hold	5,614	–	–	0.02%	464
2018 Q3	$275K	Hold	5,614	–	–	0.01%	589
2018 Q2	$265K	Hold	5,614	–	–	0.01%	562
2018 Q1	$254K	Hold	5,614	–	–	﹤0.01%	596
2017 Q4	$266K	Sell	5,614 -362,699	-98%	-$17.2M	0.01%	672
2017 Q3	$17.1M	Buy	368,313 +188,797	+105%	+$8.74M	0.33%	109
2017 Q2	$8.3M	Buy	179,516 +135,032	+304%	+$6.25M	0.17%	189
2017 Q1	$1.99M	Sell	44,484 -208,953	-82%	-$9.35M	0.04%	356
2016 Q4	$10.5M	Sell	253,437 -56,593	-18%	-$2.36M	0.22%	159
2016 Q3	$13M	Buy	310,030 +306,630	+9,019%	+$12.9M	0.28%	128
2016 Q2	$156K	Sell	3,400 -42,500	-93%	-$1.95M	﹤0.01%	606
2016 Q1	$1.95M	Buy	45,900 +42,500	+1,250%	+$1.8M	0.04%	311
2015 Q4	$123K	Hold	3,400	–	–	﹤0.01%	598
2015 Q3	$120K	Hold	3,400	–	–	﹤0.01%	589
2015 Q2	$108K	Hold	3,400	–	–	﹤0.01%	610
2015 Q1	$119K	Hold	3,400	–	–	﹤0.01%	573
2014 Q4	$118K	Hold	3,400	–	–	﹤0.01%	575
2014 Q3	$101K	Hold	3,400	–	–	﹤0.01%	618
2014 Q2	$106K	Hold	3,400	–	–	﹤0.01%	637
2014 Q1	$100K	Hold	3,400	–	–	﹤0.01%	588
2013 Q4	$91K	Hold	3,400	–	–	﹤0.01%	629
2013 Q3	$89K	Hold	3,400	–	–	﹤0.01%	619
2013 Q2	$92K	Buy	+3,400	New	+$92K	﹤0.01%	606