CA
AAIC

Cliff Asness’s Arlington Asset Investment Corp. AAIC Stock Holding History

Cliff Asness’s Portfolio AAIC Stock Details AAIC Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2018
Q3 		– Sell
-26,137
Closed -$269K – 2345
2018
Q2 		$269K Sell
26,137
-19,562
-43% -$218K ﹤0.01% 2154
2018
Q1 		$505K Sell
45,699
-2,644
-5% -$29.9K ﹤0.01% 1908
2017
Q4 		$569K Sell
48,343
-13,796
-22% -$166K ﹤0.01% 1878
2017
Q3 		$791K Buy
62,139
+27,639
+80% +$365K ﹤0.01% 1759
2017
Q2 		$472K Sell
34,500
-40,441
-54% -$581K ﹤0.01% 1910
2017
Q1 		$1.06M Sell
74,941
-33,294
-31% -$490K ﹤0.01% 1652
2016
Q4 		$1.6M Buy
108,235
+84,354
+353% +$1.29M ﹤0.01% 1510
2016
Q3 		$353K Buy
+23,881
New +$342K ﹤0.01% 2040
2015
Q4 		– Sell
-10,368
Closed -$146K – 2325
2015
Q3 		$146K Sell
10,368
-6,625
-39% -$117K ﹤0.01% 2102
2015
Q2 		$332K Sell
16,993
-7,685
-31% -$168K ﹤0.01% 1941
2015
Q1 		$594K Sell
24,678
-12,122
-33% -$308K ﹤0.01% 1635
2014
Q4 		$979K Buy
36,800
+5,900
+19% +$159K ﹤0.01% 1655
2014
Q3 		$785K Sell
30,900
-18,600
-38% -$503K ﹤0.01% 1737
2014
Q2 		$1.35M Sell
49,500
-192,757
-80% -$5.16M ﹤0.01% 1493
2014
Q1 		$6.42M Buy
242,257
+24,052
+11% +$635K 0.02% 751
2013
Q4 		$5.76M Buy
218,205
+37,981
+21% +$962K 0.02% 819
2013
Q3 		$4.29M Buy
180,224
+153,574
+576% +$3.82M 0.02% 883
2013
Q2 		$713K Buy
+26,650
New +$722K ﹤0.01% 1733

Other funds holding AAIC

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
AFG
American Financial Group Cincinnati, Ohio $284M AUM 12.01% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return
Citadel Advisors
Citadel Advisors Miami, Florida $875B AUM 40.91% 1-Year Est. Return
WAM
Wolverine Asset Management Chicago, Illinois $11.4B AUM 5.65% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Citigroup
Citigroup New York $303B AUM 53.02% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return
Bank of New York Mellon
Bank of New York Mellon New York $609B AUM 40.19% 1-Year Est. Return

Cliff Asness's AAIC Position: Q3 2018 in Review

Cliff Asness sold out of Arlington Asset Investment Corp. (AAIC) in Q3 2018, closing a stake of 26,137 shares — an estimated $269K sold.

Cliff Asness first reported a position in AAIC in Q2 2013 and held it in 18 quarters. The position peaked at $6.42M in Q1 2014. 81 funds tracked by Wall St. Rank hold AAIC as of Q3 2018.

  • Cliff Asness reported no remaining Arlington Asset Investment Corp. position as of Q3 2018 after selling out during the quarter.
  • Cliff Asness sold 26,137 Arlington Asset Investment Corp. shares in Q3 2018, an estimated $269K.
  • Cliff Asness first reported a position in Arlington Asset Investment Corp. in Q2 2013 and held it in 18 quarters.
  • Cliff Asness's Arlington Asset Investment Corp. position peaked at $6.42M in Q1 2014.
  • 81 funds tracked by Wall St. Rank held Arlington Asset Investment Corp. as of Q3 2018.

Based on AQR Capital Management's 13F filing for Q3 2018, filed 14 Nov 2018.