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

AQR Capital Management’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
2014 Q4	–	Sell	-34,217	Closed	-$508K	–	2523
2014 Q3	$508K	Sell	34,217 -78,901	-70%	-$1.18M	﹤0.01%	1936
2014 Q2	$1.67M	Sell	113,118 -148,850	-57%	-$2.15M	﹤0.01%	1387
2014 Q1	$3.66M	Sell	261,968 -32,113	-11%	-$444K	0.01%	982
2013 Q4	$4.02M	Buy	294,081 +44,684	+18%	+$602K	0.01%	970
2013 Q3	$3.23M	Buy	249,397 +79,184	+47%	+$1.03M	0.01%	1011
2013 Q2	$2.15M	Buy	+170,213	New	+$2.22M	0.01%	1240

Other funds holding CII

AAM

Advisors Asset Management Monument, Colorado $6.01B AUM 24.74% 1-Year Est. Return

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

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

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

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

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

PPA

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

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

Cambridge Investment Research Advisors Fairfield, Iowa $38.8B AUM 21.88% 1-Year Est. Return

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

AQR Capital Management's CII Position: Q4 2014 in Review

AQR Capital Management sold out of BlackRock Enhanced Captial and Income Fund (CII) in Q4 2014, closing a stake of 34,217 shares — an estimated $508K sold.

AQR Capital Management first reported a position in CII in Q2 2013 and held it in 6 quarters. The position peaked at $4.02M in Q4 2013. 55 funds tracked by Wall St. Rank hold CII as of Q4 2014.

AQR Capital Management reported no remaining BlackRock Enhanced Captial and Income Fund position as of Q4 2014 after selling out during the quarter.
AQR Capital Management sold 34,217 BlackRock Enhanced Captial and Income Fund shares in Q4 2014, an estimated $508K.
AQR Capital Management first reported a position in BlackRock Enhanced Captial and Income Fund in Q2 2013 and held it in 6 quarters.
AQR Capital Management's BlackRock Enhanced Captial and Income Fund position peaked at $4.02M in Q4 2013.
55 funds tracked by Wall St. Rank held BlackRock Enhanced Captial and Income Fund as of Q4 2014.

Based on AQR Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.