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 Shares
Change % 		Capital Flow Portfolio Weight Portfolio Position
2016
Q1 		– Sell
-33,372
Closed -$276K – 458
2015
Q4 		$276K Sell
33,372
-15,067
-31% -$125K ﹤0.01% 422
2015
Q3 		$397K Sell
48,439
-14,216
-23% -$117K ﹤0.01% 376
2015
Q2 		$568K Sell
62,655
-7,216
-10% -$65.4K 0.01% 308
2015
Q1 		$658K Buy
+69,871
New +$658K 0.01% 327