AQR Arbitrage’s BlackRock Core Bond Trust BHK Stock Holding History

AQR Arbitrage’s Portfolio BHK Stock Details BHK Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2022 Q4	–	Sell	-31,412	Closed	-$314K	–	1232
2022 Q3	$314K	Sell	31,412 -30,707	-49%	-$353K	0.01%	735
2022 Q2	$703K	Buy	62,119 +33,209	+115%	+$393K	0.02%	637
2022 Q1	$376K	Buy	+28,910	New	+$399K	0.01%	649
2020 Q2	–	Sell	-16,084	Closed	-$213K	–	522
2020 Q1	$213K	Buy	+16,084	New	+$234K	0.01%	446
2016 Q3	–	Sell	-64,340	Closed	-$899K	–	358
2016 Q2	$899K	Sell	64,340 -73,962	-53%	-$1.01M	0.01%	254
2016 Q1	$1.85M	Sell	138,302 -125,320	-48%	-$1.62M	0.02%	211
2015 Q4	$3.33M	Sell	263,622 -71,185	-21%	-$912K	0.04%	207
2015 Q3	$4.33M	Sell	334,807 -25,871	-7%	-$330K	0.05%	183
2015 Q2	$4.57M	Sell	360,678 -61,030	-14%	-$816K	0.06%	168
2015 Q1	$5.83M	Buy	+421,708	New	+$5.74M	0.08%	162

Other funds holding BHK

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

SIA

Sit Investment Associates Minneapolis, Minnesota $4.93B AUM 12.22% 1-Year Est. Return

Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

CIA

Capital Investment Advisors Atlanta, Georgia $6.84B AUM 17.28% 1-Year Est. Return

RJA

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

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

KIM

Karpus Investment Management Pittsford, New York $3.21B AUM 6.83% 1-Year Est. Return

Stifel Financial St. Louis, Missouri $109B AUM 21.36% 1-Year Est. Return

AQR Arbitrage's BHK Position: Q4 2022 in Review

AQR Arbitrage sold out of BlackRock Core Bond Trust (BHK) in Q4 2022, closing a stake of 31,412 shares — an estimated $314K sold.

AQR Arbitrage first reported a position in BHK in Q1 2015 and held it in 10 quarters. The position peaked at $5.83M in Q1 2015. 103 funds tracked by Wall St. Rank hold BHK as of Q4 2022.

AQR Arbitrage reported no remaining BlackRock Core Bond Trust position as of Q4 2022 after selling out during the quarter.
AQR Arbitrage sold 31,412 BlackRock Core Bond Trust shares in Q4 2022, an estimated $314K.
AQR Arbitrage first reported a position in BlackRock Core Bond Trust in Q1 2015 and held it in 10 quarters.
AQR Arbitrage's BlackRock Core Bond Trust position peaked at $5.83M in Q1 2015.
103 funds tracked by Wall St. Rank held BlackRock Core Bond Trust as of Q4 2022.

Based on AQR Arbitrage's 13F filing for Q4 2022, filed 14 Feb 2023.