Cliff Asness’s BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) MYM Stock Holding History

Cliff Asness’s Portfolio MYM Stock Details MYM Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-60,557	Closed	-$779K	–	2481
2014 Q4	$779K	Buy	60,557 +7,329	+14%	+$93.2K	﹤0.01%	1762
2014 Q3	$667K	Buy	53,228 +3,046	+6%	+$38.5K	﹤0.01%	1820
2014 Q2	$651K	Sell	50,182 -2,727	-5%	-$34.7K	﹤0.01%	1869
2014 Q1	$659K	Buy	52,909 +19,313	+57%	+$232K	﹤0.01%	1907
2013 Q4	$386K	Buy	33,596 +11,111	+49%	+$128K	﹤0.01%	2188
2013 Q3	$264K	Buy	+22,485	New	+$262K	﹤0.01%	2257

Other funds holding MYM

SIA

Sit Investment Associates Minneapolis, Minnesota $5.28B AUM 14.42% 1-Year Est. Return

KIM

Karpus Investment Management Pittsford, New York $3.48B AUM 10.49% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

WAM

Wolverine Asset Management Chicago, Illinois $11.4B AUM 5.65% 1-Year Est. Return

AQR Arbitrage Greenwich, Connecticut $7.02B AUM 31.58% 1-Year Est. Return

RJA

Raymond James & Associates St Petersburg, Florida $164B AUM 33.91% 1-Year Est. Return

PNC Financial Services Group Pittsburgh, Pennsylvania $202B AUM 37.79% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Cliff Asness's MYM Position: Q1 2015 in Review

Cliff Asness sold out of BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) (MYM) in Q1 2015, closing a stake of 60,557 shares — an estimated $779K sold.

Cliff Asness first reported a position in MYM in Q3 2013 and held it in 6 quarters. The position peaked at $779K in Q4 2014. 26 funds tracked by Wall St. Rank hold MYM as of Q1 2015.

Cliff Asness reported no remaining BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) position as of Q1 2015 after selling out during the quarter.
Cliff Asness sold 60,557 BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) shares in Q1 2015, an estimated $779K.
Cliff Asness first reported a position in BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) in Q3 2013 and held it in 6 quarters.
Cliff Asness's BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) position peaked at $779K in Q4 2014.
26 funds tracked by Wall St. Rank held BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA) as of Q1 2015.

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