AQR Arbitrage’s BlackRock Multi-Sector Income Trust BIT Stock Holding History

AQR Arbitrage’s Portfolio BIT Stock Details BIT Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q3	–	Sell	-31,254	Closed	-$450K	–	572
2020 Q2	$450K	Buy	31,254 +12,808	+69%	+$174K	0.02%	366
2020 Q1	$223K	Buy	+18,446	New	+$279K	0.01%	437
2019 Q2	–	Sell	-24,257	Closed	-$402K	–	496
2019 Q1	$402K	Sell	24,257 -3,470	-13%	-$56.9K	0.01%	379
2018 Q4	$426K	Buy	+27,727	New	+$450K	0.01%	393
2016 Q2	–	Sell	-40,999	Closed	-$648K	–	394
2016 Q1	$648K	Sell	40,999 -38,610	-48%	-$594K	0.01%	285
2015 Q4	$1.26M	Buy	79,609 +28,868	+57%	+$458K	0.01%	264
2015 Q3	$797K	Buy	50,741 +37,256	+276%	+$608K	0.01%	298
2015 Q2	$224K	Buy	+13,485	New	+$233K	﹤0.01%	384

Other funds holding BIT

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

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

Cohen & Steers New York $57.6B AUM 8.03% 1-Year Est. Return

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

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

EVM

Eaton Vance Management Boston, Massachusetts $67.5B AUM 11.44% 1-Year Est. Return

Osaic Holdings Scottsdale, Arizona $68.3B AUM 20.5% 1-Year Est. Return

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

RCM

Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return

AQR Arbitrage's BIT Position: Q3 2020 in Review

AQR Arbitrage sold out of BlackRock Multi-Sector Income Trust (BIT) in Q3 2020, closing a stake of 31,254 shares — an estimated $450K sold.

AQR Arbitrage first reported a position in BIT in Q2 2015 and held it in 8 quarters. The position peaked at $1.26M in Q4 2015. 70 funds tracked by Wall St. Rank hold BIT as of Q3 2020.

AQR Arbitrage reported no remaining BlackRock Multi-Sector Income Trust position as of Q3 2020 after selling out during the quarter.
AQR Arbitrage sold 31,254 BlackRock Multi-Sector Income Trust shares in Q3 2020, an estimated $450K.
AQR Arbitrage first reported a position in BlackRock Multi-Sector Income Trust in Q2 2015 and held it in 8 quarters.
AQR Arbitrage's BlackRock Multi-Sector Income Trust position peaked at $1.26M in Q4 2015.
70 funds tracked by Wall St. Rank held BlackRock Multi-Sector Income Trust as of Q3 2020.

Based on AQR Arbitrage's 13F filing for Q3 2020, filed 16 Nov 2020.