AQR Arbitrage’s BlackRock Enhanced Captial and Income Fund CII Stock Holding History

AQR Arbitrage’s Portfolio CII Stock Details CII Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2024 Q4	–	Sell	-15,884	Closed	-$311K	–	470
2024 Q3	$311K	Buy	+15,884	New	+$308K	0.01%	323
2021 Q2	–	Sell	-26,116	Closed	-$504K	–	1132
2021 Q1	$504K	Sell	26,116 -53,124	-67%	-$975K	0.02%	555
2020 Q4	$1.38M	Buy	79,240 +6,710	+9%	+$110K	0.05%	349
2020 Q3	$1.12M	Buy	72,530 +49,484	+215%	+$756K	0.04%	292
2020 Q2	$333K	Buy	23,046 +9,800	+74%	+$138K	0.01%	396
2020 Q1	$172K	Buy	+13,246	New	+$210K	0.01%	474

Other funds holding CII

Raymond James Financial St Petersburg, Florida $369B AUM 28.27% 1-Year Est. Return

Kovitz Investment Group Partners Chicago, Illinois $4.52B AUM 31.84% 1-Year Est. Return

Cornerstone Advisors Asheville, North Carolina $3.04B AUM 36.62% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

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

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

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

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

Osaic Holdings Scottsdale, Arizona $85.1B AUM 27.35% 1-Year Est. Return

AQR Arbitrage's CII Position: Q4 2024 in Review

AQR Arbitrage sold out of BlackRock Enhanced Captial and Income Fund (CII) in Q4 2024, closing a stake of 15,884 shares — an estimated $311K sold.

AQR Arbitrage first reported a position in CII in Q1 2020 and held it in 6 quarters. The position peaked at $1.38M in Q4 2020. 107 funds tracked by Wall St. Rank hold CII as of Q4 2024.

AQR Arbitrage reported no remaining BlackRock Enhanced Captial and Income Fund position as of Q4 2024 after selling out during the quarter.
AQR Arbitrage sold 15,884 BlackRock Enhanced Captial and Income Fund shares in Q4 2024, an estimated $311K.
AQR Arbitrage first reported a position in BlackRock Enhanced Captial and Income Fund in Q1 2020 and held it in 6 quarters.
AQR Arbitrage's BlackRock Enhanced Captial and Income Fund position peaked at $1.38M in Q4 2020.
107 funds tracked by Wall St. Rank held BlackRock Enhanced Captial and Income Fund as of Q4 2024.

Based on AQR Arbitrage's 13F filing for Q4 2024, filed 14 Feb 2025.