AQR Arbitrage’s Western Asset High Income Opportunity Fund HIO Stock Holding History

AQR Arbitrage’s Portfolio HIO Stock Details HIO Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-157,953	Closed	-$741K	–	408
2016 Q1	$741K	Sell	157,953 -287,058	-65%	-$1.3M	0.01%	273
2015 Q4	$2.09M	Sell	445,011 -23,865	-5%	-$112K	0.02%	232
2015 Q3	$2.2M	Sell	468,876 -22,652	-5%	-$111K	0.03%	229
2015 Q2	$2.53M	Buy	491,528 +126,615	+35%	+$674K	0.03%	203
2015 Q1	$1.94M	Buy	+364,913	New	+$1.96M	0.03%	240

Other funds holding HIO

Morgan Stanley New York $1.66T AUM 25.57% 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

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

EVM

Eaton Vance Management Boston, Massachusetts $67.5B AUM 11.44% 1-Year Est. Return

FCA Corp Houston, Texas $354M AUM 17.74% 1-Year Est. Return

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

LCM

Laurion Capital Management New York $2.29B AUM 75.73% 1-Year Est. Return

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

Kovitz Investment Group Partners Chicago, Illinois $4.31B AUM 20.41% 1-Year Est. Return

AQR Arbitrage's HIO Position: Q2 2016 in Review

AQR Arbitrage sold out of Western Asset High Income Opportunity Fund (HIO) in Q2 2016, closing a stake of 157,953 shares — an estimated $741K sold.

AQR Arbitrage first reported a position in HIO in Q1 2015 and held it in 5 quarters. The position peaked at $2.53M in Q2 2015. 73 funds tracked by Wall St. Rank hold HIO as of Q2 2016.

AQR Arbitrage reported no remaining Western Asset High Income Opportunity Fund position as of Q2 2016 after selling out during the quarter.
AQR Arbitrage sold 157,953 Western Asset High Income Opportunity Fund shares in Q2 2016, an estimated $741K.
AQR Arbitrage first reported a position in Western Asset High Income Opportunity Fund in Q1 2015 and held it in 5 quarters.
AQR Arbitrage's Western Asset High Income Opportunity Fund position peaked at $2.53M in Q2 2015.
73 funds tracked by Wall St. Rank held Western Asset High Income Opportunity Fund as of Q2 2016.

Based on AQR Arbitrage's 13F filing for Q2 2016, filed 15 Aug 2016.