Cliff Asness’s Nuveen Municipal Credit Income Fund NZF Stock Holding History

Cliff Asness’s Portfolio NZF Stock Details NZF Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-88,841	Closed	-$1.22M	–	2270
2014 Q4	$1.22M	Buy	88,841 +28,614	+48%	+$393K	﹤0.01%	1557
2014 Q3	$823K	Sell	60,227 -90,163	-60%	-$1.25M	﹤0.01%	1713
2014 Q2	$2.06M	Sell	150,390 -998	-0.7%	-$13.4K	0.01%	1274
2014 Q1	$1.98M	Buy	+151,388	New	+$1.95M	0.01%	1320
2013 Q4	–	Sell	-105,730	Closed	-$1.34M	–	2595
2013 Q3	$1.34M	Buy	+105,730	New	+$1.31M	﹤0.01%	1498

Other funds holding NZF

KIM

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

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

OHA

Oak Hill Advisors New York $701M AUM 78.4% 1-Year Est. Return

MSL

Mackay Shields LLC New York $2.99B AUM 3.89% 1-Year Est. Return

PPA

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

MIG

Mariner Investment Group Harrison, New York $463M AUM 13.33% 1-Year Est. Return

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

RCM

Rivernorth Capital Management West Palm Beach, Florida $2.1B AUM 2.15% 1-Year Est. Return

PNC Financial Services Group Pittsburgh, Pennsylvania $202B AUM 37.79% 1-Year Est. Return

Guggenheim Capital Chicago, Illinois $15.9B AUM 53.4% 1-Year Est. Return

Cliff Asness's NZF Position: Q1 2015 in Review

Cliff Asness sold out of Nuveen Municipal Credit Income Fund (NZF) in Q1 2015, closing a stake of 88,841 shares — an estimated $1.22M sold.

Cliff Asness first reported a position in NZF in Q3 2013 and held it in 5 quarters. The position peaked at $2.06M in Q2 2014. 62 funds tracked by Wall St. Rank hold NZF as of Q1 2015.

Cliff Asness reported no remaining Nuveen Municipal Credit Income Fund position as of Q1 2015 after selling out during the quarter.
Cliff Asness sold 88,841 Nuveen Municipal Credit Income Fund shares in Q1 2015, an estimated $1.22M.
Cliff Asness first reported a position in Nuveen Municipal Credit Income Fund in Q3 2013 and held it in 5 quarters.
Cliff Asness's Nuveen Municipal Credit Income Fund position peaked at $2.06M in Q2 2014.
62 funds tracked by Wall St. Rank held Nuveen Municipal Credit Income Fund as of Q1 2015.

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