AQR Arbitrage’s First Trust Strategic High FHY Stock Holding History

Bought
Maintained
Sold
Quarter Market Value Status Shares Shares
Change %
Capital Flow Portfolio Weight Portfolio Position
2016
Q3
Sell
-13,642
Closed -$163K 428
2016
Q2
$163K Sell
13,642
-26,434
-66% -$316K ﹤0.01% 368
2016
Q1
$456K Buy
40,076
+4,001
+11% +$45.5K 0.01% 329
2015
Q4
$402K Buy
36,075
+12,601
+54% +$140K ﹤0.01% 387
2015
Q3
$270K Buy
+23,474
New +$270K ﹤0.01% 409