CA
IMH

Cliff Asness’s Impac Mortgage Holdings Inc. IMH Stock Holding History

Cliff Asness’s Portfolio IMH Stock Details IMH Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2016
Q3 		– Sell
-16,597
Closed -$260K – 2381
2016
Q2 		$260K Sell
16,597
-18,333
-52% -$264K ﹤0.01% 2053
2016
Q1 		$484K Buy
34,930
+739
+2% +$10.5K ﹤0.01% 1850
2015
Q4 		$615K Buy
34,191
+9,688
+40% +$182K ﹤0.01% 1788
2015
Q3 		$401K Buy
24,503
+9,170
+60% +$168K ﹤0.01% 1812
2015
Q2 		$293K Buy
+15,333
New +$286K ﹤0.01% 1992

Other funds holding IMH

PFMOSF
Philadelphia Financial Management of San Francisco San Francisco, California $496M AUM 39.04% 1-Year Est. Return
Wellington Management Group
Wellington Management Group Boston, Massachusetts $580B AUM 38.23% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
TC
Talkot Capital Sausalito, California $73.7M AUM 8.5% 1-Year Est. Return
BFA
BlackRock Fund Advisors San Francisco, California $542B AUM 18.14% 1-Year Est. Return
BCM
Bridgeway Capital Management Houston, Texas $5.69B AUM 60.64% 1-Year Est. Return
EC
EJF Capital Arlington, Virginia $150M AUM 32.63% 1-Year Est. Return
BIT
BlackRock Institutional Trust San Francisco, California $675B AUM 16.26% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return
SM
Salzhauer Michael $292M AUM 30% 1-Year Est. Return

Cliff Asness's IMH Position: Q3 2016 in Review

Cliff Asness sold out of Impac Mortgage Holdings Inc. (IMH) in Q3 2016, closing a stake of 16,597 shares — an estimated $260K sold.

Cliff Asness first reported a position in IMH in Q2 2015 and held it in 5 quarters. The position peaked at $615K in Q4 2015. 55 funds tracked by Wall St. Rank hold IMH as of Q3 2016.

  • Cliff Asness reported no remaining Impac Mortgage Holdings Inc. position as of Q3 2016 after selling out during the quarter.
  • Cliff Asness sold 16,597 Impac Mortgage Holdings Inc. shares in Q3 2016, an estimated $260K.
  • Cliff Asness first reported a position in Impac Mortgage Holdings Inc. in Q2 2015 and held it in 5 quarters.
  • Cliff Asness's Impac Mortgage Holdings Inc. position peaked at $615K in Q4 2015.
  • 55 funds tracked by Wall St. Rank held Impac Mortgage Holdings Inc. as of Q3 2016.

Based on AQR Capital Management's 13F filing for Q3 2016, filed 14 Nov 2016.