AQR Arbitrage’s Advent Claymore Conv Sec & Incme AGC Stock Holding History

AQR Arbitrage’s Portfolio AGC Stock Details AGC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q1	–	Sell	-47,691	Closed	-$280K	–	378
2016 Q4	$280K	Sell	47,691 -34,184	-42%	-$191K	﹤0.01%	320
2016 Q3	$471K	Sell	81,875 -69,330	-46%	-$398K	﹤0.01%	298
2016 Q2	$835K	Sell	151,205 -47,795	-24%	-$265K	0.01%	256
2016 Q1	$1.08M	Sell	199,000 -8,148	-4%	-$41.3K	0.01%	248
2015 Q4	$1.15M	Sell	207,148 -38,702	-16%	-$218K	0.01%	272
2015 Q3	$1.33M	Sell	245,850 -17,526	-7%	-$105K	0.02%	262
2015 Q2	$1.69M	Sell	263,376 -11,139	-4%	-$75.7K	0.02%	231
2015 Q1	$1.84M	Buy	+274,515	New	+$1.79M	0.02%	244

Other funds holding AGC

SCM

Saba Capital Management New York $3.62B AUM 13% 1-Year Est. Return

SIA

Sit Investment Associates Minneapolis, Minnesota $4.93B AUM 12.22% 1-Year Est. Return

AAM

Advisors Asset Management Monument, Colorado $6.01B AUM 24.74% 1-Year Est. Return

RCM

Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

ACM

Advent Capital Management New York $3.63B AUM 0.29% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

RJFSA

Raymond James Financial Services Advisors St. Petersburg, Florida $75.1B AUM 31.89% 1-Year Est. Return

RJA

Raymond James & Associates St Petersburg, Florida $164B AUM 33.91% 1-Year Est. Return

AQR Arbitrage's AGC Position: Q1 2017 in Review

AQR Arbitrage sold out of Advent Claymore Conv Sec & Incme (AGC) in Q1 2017, closing a stake of 47,691 shares — an estimated $280K sold.

AQR Arbitrage first reported a position in AGC in Q1 2015 and held it in 8 quarters. The position peaked at $1.84M in Q1 2015. 33 funds tracked by Wall St. Rank hold AGC as of Q1 2017.

AQR Arbitrage reported no remaining Advent Claymore Conv Sec & Incme position as of Q1 2017 after selling out during the quarter.
AQR Arbitrage sold 47,691 Advent Claymore Conv Sec & Incme shares in Q1 2017, an estimated $280K.
AQR Arbitrage first reported a position in Advent Claymore Conv Sec & Incme in Q1 2015 and held it in 8 quarters.
AQR Arbitrage's Advent Claymore Conv Sec & Incme position peaked at $1.84M in Q1 2015.
33 funds tracked by Wall St. Rank held Advent Claymore Conv Sec & Incme as of Q1 2017.

Based on AQR Arbitrage's 13F filing for Q1 2017, filed 15 May 2017.