Cliff Asness’s Virtus Total Return Fund Inc. ZF Stock Holding History

Cliff Asness’s Portfolio ZF Stock Details ZF Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2014 Q3	–	Sell	-15,320	Closed	-$240K	–	2626
2014 Q2	$240K	Sell	15,320 -39,510	-72%	-$601K	﹤0.01%	2303
2014 Q1	$833K	Sell	54,830 -1,469	-3%	-$21.5K	﹤0.01%	1774
2013 Q4	$837K	Sell	56,299 -16,714	-23%	-$236K	﹤0.01%	1811
2013 Q3	$987K	Buy	73,013 +27,255	+60%	+$363K	﹤0.01%	1669
2013 Q2	$586K	Buy	+45,758	New	+$593K	﹤0.01%	1826

Other funds holding ZF

AAM

Advisors Asset Management Monument, Colorado $6.56B AUM 35.09% 1-Year Est. Return

KIM

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

RVP

Relative Value Partners Northbrook, Illinois $880M AUM 0.38% 1-Year Est. Return

1CP

1607 Capital Partners Richmond, Virginia $1.15B AUM 12.28% 1-Year Est. Return

COLIM

City of London Investment Management London, United Kingdom $1.66B AUM 59.71% 1-Year Est. Return

RJFSA

Raymond James Financial Services Advisors St. Petersburg, Florida $75.1B AUM 31.89% 1-Year Est. Return

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

SG Americas Securities New York $179B AUM 65.34% 1-Year Est. Return

FAAS

First Allied Advisory Services San Diego, California $2.98B AUM 15.89% 1-Year Est. Return

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

Cliff Asness's ZF Position: Q3 2014 in Review

Cliff Asness sold out of Virtus Total Return Fund Inc. (ZF) in Q3 2014, closing a stake of 15,320 shares — an estimated $240K sold.

Cliff Asness first reported a position in ZF in Q2 2013 and held it in 5 quarters. The position peaked at $987K in Q3 2013. 37 funds tracked by Wall St. Rank hold ZF as of Q3 2014.

Cliff Asness reported no remaining Virtus Total Return Fund Inc. position as of Q3 2014 after selling out during the quarter.
Cliff Asness sold 15,320 Virtus Total Return Fund Inc. shares in Q3 2014, an estimated $240K.
Cliff Asness first reported a position in Virtus Total Return Fund Inc. in Q2 2013 and held it in 5 quarters.
Cliff Asness's Virtus Total Return Fund Inc. position peaked at $987K in Q3 2013.
37 funds tracked by Wall St. Rank held Virtus Total Return Fund Inc. as of Q3 2014.

Based on AQR Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.