CA
HIO

Cliff Asness’s Western Asset High Income Opportunity Fund HIO Stock Holding History

Cliff Asness’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
2015
Q1 		– Sell
-230,475
Closed -$1.24M – 2212
2014
Q4 		$1.24M Buy
230,475
+90,814
+65% +$508K ﹤0.01% 1550
2014
Q3 		$809K Buy
139,661
+76,453
+121% +$453K ﹤0.01% 1721
2014
Q2 		$386K Sell
63,208
-5,981
-9% -$36.3K ﹤0.01% 2101
2014
Q1 		$419K Buy
+69,189
New +$414K ﹤0.01% 2125

Other funds holding HIO

Morgan Stanley
Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return
SCM
Saba Capital Management New York $3.9B AUM 12.9% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return
RCM
Rivernorth Capital Management West Palm Beach, Florida $2.1B AUM 2.15% 1-Year Est. Return
PRCM
Pine River Capital Management Minnetonka, Minnesota $32.9M AUM 4.47% 1-Year Est. Return
EVM
Eaton Vance Management Boston, Massachusetts $67.5B AUM 11.44% 1-Year Est. Return
Citigroup
Citigroup New York $303B AUM 53.02% 1-Year Est. Return
COLIM
City of London Investment Management London, United Kingdom $1.66B AUM 59.71% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return
PAM
PT Asset Management Chicago, Illinois $13.7M AUM 9.34% 1-Year Est. Return

Cliff Asness's HIO Position: Q1 2015 in Review

Cliff Asness sold out of Western Asset High Income Opportunity Fund (HIO) in Q1 2015, closing a stake of 230,475 shares — an estimated $1.24M sold.

Cliff Asness first reported a position in HIO in Q1 2014 and held it in 4 quarters. The position peaked at $1.24M in Q4 2014. 75 funds tracked by Wall St. Rank hold HIO as of Q1 2015.

  • Cliff Asness reported no remaining Western Asset High Income Opportunity Fund position as of Q1 2015 after selling out during the quarter.
  • Cliff Asness sold 230,475 Western Asset High Income Opportunity Fund shares in Q1 2015, an estimated $1.24M.
  • Cliff Asness first reported a position in Western Asset High Income Opportunity Fund in Q1 2014 and held it in 4 quarters.
  • Cliff Asness's Western Asset High Income Opportunity Fund position peaked at $1.24M in Q4 2014.
  • 75 funds tracked by Wall St. Rank held Western Asset High Income Opportunity Fund as of Q1 2015.

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