AQR Arbitrage’s Deutsche High Income Trust KHI Stock Holding History

AQR Arbitrage’s Portfolio KHI Stock Details KHI Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-12,860	Closed	-$109K	–	483
2016 Q1	$109K	Sell	12,860 -24,446	-66%	-$196K	﹤0.01%	403
2015 Q4	$297K	Buy	37,306 +10,986	+42%	+$88.2K	﹤0.01%	413
2015 Q3	$206K	Buy	26,320 +13,313	+102%	+$110K	﹤0.01%	425
2015 Q2	$111K	Sell	13,007 -15,865	-55%	-$141K	﹤0.01%	408
2015 Q1	$256K	Buy	+28,872	New	+$257K	﹤0.01%	416

Other funds holding KHI

SCM

Saba Capital Management New York $3.62B AUM 13% 1-Year Est. Return

RCM

Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return

SIA

Sit Investment Associates Minneapolis, Minnesota $4.93B AUM 12.22% 1-Year Est. Return

OTC

Opera Trading Capital Paris, France $419M AUM 0.58% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

YMRC

Yorktown Management & Research Company Forest, Virginia $163M AUM 68.53% 1-Year Est. Return

Icon Advisers Greenwood Village, Colorado $433M AUM 40.01% 1-Year Est. Return

VHAM

Van Hulzen Asset Management El Dorado Hills, California $1.35B AUM 22.73% 1-Year Est. Return

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

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

AQR Arbitrage's KHI Position: Q2 2016 in Review

AQR Arbitrage sold out of Deutsche High Income Trust (KHI) in Q2 2016, closing a stake of 12,860 shares — an estimated $109K sold.

AQR Arbitrage first reported a position in KHI in Q1 2015 and held it in 5 quarters. The position peaked at $297K in Q4 2015. 29 funds tracked by Wall St. Rank hold KHI as of Q2 2016.

AQR Arbitrage reported no remaining Deutsche High Income Trust position as of Q2 2016 after selling out during the quarter.
AQR Arbitrage sold 12,860 Deutsche High Income Trust shares in Q2 2016, an estimated $109K.
AQR Arbitrage first reported a position in Deutsche High Income Trust in Q1 2015 and held it in 5 quarters.
AQR Arbitrage's Deutsche High Income Trust position peaked at $297K in Q4 2015.
29 funds tracked by Wall St. Rank held Deutsche High Income Trust as of Q2 2016.

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