AA
PCI

AQR Arbitrage’s PIMCO Dynamic Credit and Mortgage Income Fund PCI Stock Holding History

AQR Arbitrage’s Portfolio PCI Stock Details PCI Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2016
Q2 		– Sell
-129,594
Closed -$2.26M – 436
2016
Q1 		$2.26M Sell
129,594
-63,848
-33% -$1.11M 0.03% 200
2015
Q4 		$3.49M Buy
193,442
+20,182
+12% +$373K 0.04% 202
2015
Q3 		$3.17M Buy
173,260
+156,923
+961% +$3.02M 0.04% 210
2015
Q2 		$330K Buy
+16,337
New +$338K ﹤0.01% 363

Other funds holding PCI

RCM
Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return
UBS Group
UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
MGAM
McGowan Group Asset Management Dallas, Texas $785M AUM 15.71% 1-Year Est. Return
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
Bank of America
Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return
Bessemer Group
Bessemer Group Woodbridge, New Jersey $63.6B AUM 28.76% 1-Year Est. Return
Wells Fargo
Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return
Royal Bank of Canada
Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

AQR Arbitrage's PCI Position: Q2 2016 in Review

AQR Arbitrage sold out of PIMCO Dynamic Credit and Mortgage Income Fund (PCI) in Q2 2016, closing a stake of 129,594 shares — an estimated $2.26M sold.

AQR Arbitrage first reported a position in PCI in Q2 2015 and held it in 4 quarters. The position peaked at $3.49M in Q4 2015. 126 funds tracked by Wall St. Rank hold PCI as of Q2 2016.

  • AQR Arbitrage reported no remaining PIMCO Dynamic Credit and Mortgage Income Fund position as of Q2 2016 after selling out during the quarter.
  • AQR Arbitrage sold 129,594 PIMCO Dynamic Credit and Mortgage Income Fund shares in Q2 2016, an estimated $2.26M.
  • AQR Arbitrage first reported a position in PIMCO Dynamic Credit and Mortgage Income Fund in Q2 2015 and held it in 4 quarters.
  • AQR Arbitrage's PIMCO Dynamic Credit and Mortgage Income Fund position peaked at $3.49M in Q4 2015.
  • 126 funds tracked by Wall St. Rank held PIMCO Dynamic Credit and Mortgage Income Fund as of Q2 2016.

Based on AQR Arbitrage's 13F filing for Q2 2016, filed 15 Aug 2016.