Absolute Return Capital’s BlackRock Floating Rate Income Strategies Fund FRA Stock Holding History

Absolute Return Capital’s Portfolio FRA Stock Details FRA Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2014 Q2	–	Sell	-89,192	Closed	-$1.3M	–	1276
2014 Q1	$1.3M	Sell	89,192 -4,212	-5%	-$61.6K	0.02%	586
2013 Q4	$1.36M	Buy	93,404 +7,609	+9%	+$111K	0.02%	567
2013 Q3	$1.27M	Sell	85,795 -18,018	-17%	-$271K	0.02%	550
2013 Q2	$1.61M	Buy	+103,813	New	+$1.66M	0.02%	583

Other funds holding FRA

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Guggenheim Capital Chicago, Illinois $12.9B AUM 27.3% 1-Year Est. Return

AUIM

Aegon USA Investment Management Cedar Rapids, Iowa $140M AUM 12.2% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

SCM

Saba Capital Management New York $3.62B AUM 13% 1-Year Est. Return

PPA

Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return

Horizon Kinetics New York $3.06B AUM 5.37% 1-Year Est. Return

Janney Montgomery Scott Philadelphia, Pennsylvania $40.4B AUM 21.2% 1-Year Est. Return

Absolute Return Capital's FRA Position: Q2 2014 in Review

Absolute Return Capital sold out of BlackRock Floating Rate Income Strategies Fund (FRA) in Q2 2014, closing a stake of 89,192 shares — an estimated $1.3M sold.

Absolute Return Capital first reported a position in FRA in Q2 2013 and held it in 4 quarters. The position peaked at $1.61M in Q2 2013. 67 funds tracked by Wall St. Rank hold FRA as of Q2 2014.

Absolute Return Capital reported no remaining BlackRock Floating Rate Income Strategies Fund position as of Q2 2014 after selling out during the quarter.
Absolute Return Capital sold 89,192 BlackRock Floating Rate Income Strategies Fund shares in Q2 2014, an estimated $1.3M.
Absolute Return Capital first reported a position in BlackRock Floating Rate Income Strategies Fund in Q2 2013 and held it in 4 quarters.
Absolute Return Capital's BlackRock Floating Rate Income Strategies Fund position peaked at $1.61M in Q2 2013.
67 funds tracked by Wall St. Rank held BlackRock Floating Rate Income Strategies Fund as of Q2 2014.

Based on Absolute Return Capital's 13F filing for Q2 2014, filed 14 Aug 2014.