AA
LCM

AQR Arbitrage’s Advent/Claymore Enhanced Gth & F LCM Stock Holding History

AQR Arbitrage’s Portfolio LCM Stock Details LCM Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2016
Q1 		– Sell
-33,372
Closed -$276K – 458
2015
Q4 		$276K Sell
33,372
-15,067
-31% -$128K ﹤0.01% 422
2015
Q3 		$397K Sell
48,439
-14,216
-23% -$124K ﹤0.01% 376
2015
Q2 		$568K Sell
62,655
-7,216
-10% -$68.5K 0.01% 308
2015
Q1 		$658K Buy
+69,871
New +$646K 0.01% 327

Other funds holding LCM

BI
Bulldog Investors Saddle Brook, New Jersey $445M AUM 2.55% 1-Year Est. Return
SCM
Saba Capital Management New York $3.62B AUM 13% 1-Year Est. Return
MIG
Mariner Investment Group Harrison, New York $346M AUM 25.25% 1-Year Est. Return
RCM
Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return
IA
Icon Advisers Greenwood Village, Colorado $433M AUM 40.01% 1-Year Est. Return
SIA
Sit Investment Associates Minneapolis, Minnesota $4.93B AUM 12.22% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return
LPL Financial
LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return
AAM
Advisors Asset Management Monument, Colorado $6.01B AUM 24.74% 1-Year Est. Return

AQR Arbitrage's LCM Position: Q1 2016 in Review

AQR Arbitrage sold out of Advent/Claymore Enhanced Gth & F (LCM) in Q1 2016, closing a stake of 33,372 shares — an estimated $276K sold.

AQR Arbitrage first reported a position in LCM in Q1 2015 and held it in 4 quarters. The position peaked at $658K in Q1 2015. 30 funds tracked by Wall St. Rank hold LCM as of Q1 2016.

  • AQR Arbitrage reported no remaining Advent/Claymore Enhanced Gth & F position as of Q1 2016 after selling out during the quarter.
  • AQR Arbitrage sold 33,372 Advent/Claymore Enhanced Gth & F shares in Q1 2016, an estimated $276K.
  • AQR Arbitrage first reported a position in Advent/Claymore Enhanced Gth & F in Q1 2015 and held it in 4 quarters.
  • AQR Arbitrage's Advent/Claymore Enhanced Gth & F position peaked at $658K in Q1 2015.
  • 30 funds tracked by Wall St. Rank held Advent/Claymore Enhanced Gth & F as of Q1 2016.

Based on AQR Arbitrage's 13F filing for Q1 2016, filed 16 May 2016.