AQR Capital Management’s BlackRock Credit Allocation Income Trust BTZ Stock Holding History

AQR Capital Management’s Portfolio BTZ Stock Details BTZ Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-629,143	Closed	-$8.13M	–	2171
2014 Q4	$8.13M	Sell	629,143 -97,340	-13%	-$1.3M	0.02%	734
2014 Q3	$9.67M	Sell	726,483 -16,566	-2%	-$224K	0.03%	608
2014 Q2	$10.2M	Sell	743,049 -22,259	-3%	-$304K	0.03%	618
2014 Q1	$10.3M	Hold	765,308	–	–	0.03%	585
2013 Q4	$9.99M	Buy	765,308 +92,195	+14%	+$1.18M	0.03%	597
2013 Q3	$8.78M	Buy	673,113 +205,488	+44%	+$2.59M	0.03%	615
2013 Q2	$6.07M	Buy	+467,625	New	+$6.48M	0.02%	790

Other funds holding BTZ

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

RVP

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

RCM

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

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

SCM

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

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

1CP

1607 Capital Partners Richmond, Virginia $1.39B AUM 8.35% 1-Year Est. Return

KIM

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

PPA

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

AQR Capital Management's BTZ Position: Q1 2015 in Review

AQR Capital Management sold out of BlackRock Credit Allocation Income Trust (BTZ) in Q1 2015, closing a stake of 629,143 shares — an estimated $8.13M sold.

AQR Capital Management first reported a position in BTZ in Q2 2013 and held it in 7 quarters. The position peaked at $10.3M in Q1 2014. 103 funds tracked by Wall St. Rank hold BTZ as of Q1 2015.

AQR Capital Management reported no remaining BlackRock Credit Allocation Income Trust position as of Q1 2015 after selling out during the quarter.
AQR Capital Management sold 629,143 BlackRock Credit Allocation Income Trust shares in Q1 2015, an estimated $8.13M.
AQR Capital Management first reported a position in BlackRock Credit Allocation Income Trust in Q2 2013 and held it in 7 quarters.
AQR Capital Management's BlackRock Credit Allocation Income Trust position peaked at $10.3M in Q1 2014.
103 funds tracked by Wall St. Rank held BlackRock Credit Allocation Income Trust as of Q1 2015.

Based on AQR Capital Management's 13F filing for Q1 2015, filed 15 May 2015.