Cliff Asness’s BlackRock Core Bond Trust BHK Stock Holding History

Cliff Asness’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
2015 Q1	–	Sell	-443,191	Closed	-$5.85M	–	2160
2014 Q4	$5.85M	Buy	443,191 +225,534	+104%	+$3M	0.01%	863
2014 Q3	$2.91M	Sell	217,657 -5,769	-3%	-$78.2K	0.01%	1069
2014 Q2	$3.12M	Buy	+223,426	New	+$3.04M	0.01%	1088
2014 Q1	–	Sell	-229,379	Closed	-$2.95M	–	2564
2013 Q4	$2.95M	Buy	229,379 +27,848	+14%	+$357K	0.01%	1124
2013 Q3	$2.62M	Buy	201,531 +72,576	+56%	+$922K	0.01%	1118
2013 Q2	$1.69M	Buy	+128,955	New	+$1.84M	0.01%	1324

Other funds holding BHK

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

KIM

Karpus Investment Management Pittsford, New York $3.48B AUM 10.49% 1-Year Est. Return

1CP

1607 Capital Partners Richmond, Virginia $1.15B AUM 12.28% 1-Year Est. Return

SIA

Sit Investment Associates Minneapolis, Minnesota $5.28B AUM 14.42% 1-Year Est. Return

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

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 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

PPA

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

SCM

Saba Capital Management New York $3.9B AUM 12.9% 1-Year Est. Return

Cliff Asness's BHK Position: Q1 2015 in Review

Cliff Asness sold out of BlackRock Core Bond Trust (BHK) in Q1 2015, closing a stake of 443,191 shares — an estimated $5.85M sold.

Cliff Asness first reported a position in BHK in Q2 2013 and held it in 6 quarters. The position peaked at $5.85M in Q4 2014. 71 funds tracked by Wall St. Rank hold BHK as of Q1 2015.

Cliff Asness reported no remaining BlackRock Core Bond Trust position as of Q1 2015 after selling out during the quarter.
Cliff Asness sold 443,191 BlackRock Core Bond Trust shares in Q1 2015, an estimated $5.85M.
Cliff Asness first reported a position in BlackRock Core Bond Trust in Q2 2013 and held it in 6 quarters.
Cliff Asness's BlackRock Core Bond Trust position peaked at $5.85M in Q4 2014.
71 funds tracked by Wall St. Rank held BlackRock Core Bond Trust as of Q1 2015.

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