FIRST QUADRANT LLC/CA portfolio

Q2 2016 · Holdings as of 30 Jun 2016 · Filed 19 Jul 2016 · $4,534,755,000 reported in Form 13F

All quarters View SEC source

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What changed in Q2 2016?

Comparable share positions since Q1 2016.

View all holdings

New: 109
Increased: 210
Reduced: 211
Exited: 83

1 position with incomplete comparison or price data excluded.

Largest disclosed changes

PEP Reduced
PEPSICO INC

-368,610 shares

-$39,049,384 estimated
PFE Reduced
PFIZER INC

-1,105,700 shares

-$38,931,888 estimated
COST Increased
COSTCO WHOLESALE CORP

218,696 shares

+$34,344,401 estimated
LOW Increased
LOWE S COS INC

423,400 shares

+$33,520,252 estimated
HD Increased
HOME DEPOT INC

244,700 shares

+$31,245,503 estimated

Estimates use share changes and filing prices. They are not trade proceeds. Options and principal positions are excluded.

Compare with Q1 2016

Holdings

Show detailed columns

Sym	Weight	Trade Impact	Company	Class	Share Change	Activity	Value change	SEC-reported value	SEC-reported price	Shares	Principal

Filing details and SEC source

Portfolio date: 30 Jun 2016
Reported 13F value: $4,534,755,000
Reported 13F holdings: 804
Largest 13F holdings: AAPL XOM JNJ VZ GE BRKB WFC MSFT AMGN MRK CSCO HD
+8 more
JPM SLB WMT PG NOC LOW MCK GOOG
What this filing covers: Period
Q2 2016
Calendar quarter covered by the filing.
13F holdings
804
Parsed equity rows, excluding option-only view rows.
Reported value
$4,534,755,000
SEC Form 13F market value, not total AUM.
Accepted by SEC
19 Jul 2016
EDGAR acceptance date.
How to read this filing
Start with the largest positions and changes, then open issuer-level rows for CUSIP-specific history.
Form 13F market value excludes cash and many non-13F assets, so it should not be treated as total assets under management.
SEC classifies this as a holdings report: this manager reports its visible U.S.-listed equity holdings in this filing.
Manager signature: Joel Brouwer - Chief Financial Officer
Manager location: Glendale, CA
Accepted by SEC: 19 Jul 2016, 14:18:11 UTC
SEC form: 13F-HR
Prior SEC filing: Q1 2016 - 20 Apr 2016
Next SEC filing: Q3 2016 - 19 Oct 2016
Source filing: View source filing

This view compares filing 2016 Q2 with 2016 Q1. Changes are calculated against the previous SEC filing.

Compare Q2 2016 to

SEC-reported price is the security price as of the portfolio date and can indicate the last known price at which the security was still held.
^* marks a reported price that did not pass the local price check.

Person Signing this Report on Behalf of Reporting Manager:

Name	Title	City, State	Date
Joel Brouwer	Chief Financial Officer	Pasadena, California	19 Jul 2016

Other Included Managers (2):

Num	Name	Location	File Number
1	AFFILIATED MANAGERS GROUP, INC.	Jupiter, FL	028-04975
2	AMG Funds LLC	Stamford, CT	028-11395