CA
FTF

Cliff Asness’s Franklin Limited Duration Income Trust FTF Stock Holding History

Cliff Asness’s Portfolio FTF Stock Details FTF Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2015
Q1 		– Sell
-135,786
Closed -$1.66M – 2203
2014
Q4 		$1.66M Buy
135,786
+32,445
+31% +$398K ﹤0.01% 1385
2014
Q3 		$1.28M Buy
103,341
+50,943
+97% +$651K ﹤0.01% 1489
2014
Q2 		$685K Buy
+52,398
New +$689K ﹤0.01% 1838
2014
Q1 		– Sell
-12,913
Closed -$168K – 2586
2013
Q4 		$168K Buy
+12,913
New +$167K ﹤0.01% 2459

Other funds holding FTF

SIA
Sit Investment Associates Minneapolis, Minnesota $5.28B AUM 14.42% 1-Year Est. Return
SCM
Saba Capital Management New York $3.9B AUM 12.9% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return
RCM
Rivernorth Capital Management West Palm Beach, Florida $2.1B AUM 2.15% 1-Year Est. Return
AAM
Advisors Asset Management Monument, Colorado $6.56B AUM 35.09% 1-Year Est. Return
GC
Guggenheim Capital Chicago, Illinois $15.9B AUM 53.4% 1-Year Est. Return
Koshinski Asset Management
Koshinski Asset Management Decatur, Illinois $1.88B AUM 29.07% 1-Year Est. Return
FIMG
Financial & Investment Management Group Traverse City, Michigan $274M AUM 8.43% 1-Year Est. Return
WAM
Wolverine Asset Management Chicago, Illinois $11.4B AUM 5.65% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Cliff Asness's FTF Position: Q1 2015 in Review

Cliff Asness sold out of Franklin Limited Duration Income Trust (FTF) in Q1 2015, closing a stake of 135,786 shares — an estimated $1.66M sold.

Cliff Asness first reported a position in FTF in Q4 2013 and held it in 4 quarters. The position peaked at $1.66M in Q4 2014. 52 funds tracked by Wall St. Rank hold FTF as of Q1 2015.

  • Cliff Asness reported no remaining Franklin Limited Duration Income Trust position as of Q1 2015 after selling out during the quarter.
  • Cliff Asness sold 135,786 Franklin Limited Duration Income Trust shares in Q1 2015, an estimated $1.66M.
  • Cliff Asness first reported a position in Franklin Limited Duration Income Trust in Q4 2013 and held it in 4 quarters.
  • Cliff Asness's Franklin Limited Duration Income Trust position peaked at $1.66M in Q4 2014.
  • 52 funds tracked by Wall St. Rank held Franklin Limited Duration Income Trust as of Q1 2015.

Based on AQR Capital Management's 13F filing for Q1 2015, filed 15 May 2015.