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HIO

Western Asset High Income Opportunity Fund

74 hedge funds and large institutions have $104M invested in Western Asset High Income Opportunity Fund in 2016 Q1 according to their latest regulatory filings, with 11 funds opening new positions, 13 increasing their positions, 23 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

3.25% less ownership

Funds ownership: 29.66%26.41% (-3.2%)

6% less funds holding

Funds holding: 7974 (-5)

11% less capital invested

Capital invested by funds: $116M → $104M (-$12.7M)

27% less first-time investments, than exits

New positions opened: 11 | Existing positions closed: 15

43% less repeat investments, than reductions

Existing positions increased: 13 | Existing positions reduced: 23

Holders
74
Holders Change
-5
Holders Change %
-6.33%
% of All Funds
1.97%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.03%
New
11
Increased
13
Reduced
23
Closed
15
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$16.2M +$132K +29,197 +0.9%
RCM
2
Rivernorth Capital Management
Florida
$10.8M -$130K -28,775 -1%
Bank of America
3
Bank of America
North Carolina
$8.51M +$995K +219,813 +14%
UBS Group
4
UBS Group
Switzerland
$7.03M +$2.96M +653,882 +77%
LPL Financial
5
LPL Financial
California
$6.42M +$2.29M +506,902 +57%
EVM
6
Eaton Vance Management
Massachusetts
$6.04M
LCM
7
Laurion Capital Management
New York
$5.36M +$5.17M +1,141,776 New
COLIM
8
City of London Investment Management
United Kingdom
$4.41M -$1.8M -396,913 -30%
PRCM
9
Pine River Capital Management
Minnesota
$4.23M
Invesco
10
Invesco
Georgia
$4.21M -$323K -71,453 -7%
Citigroup
11
Citigroup
New York
$4.07M -$1.46M -322,459 -27%
FC
12
FCA Corp
Texas
$3.89M +$345K +76,168 +10%
YMRC
13
Yorktown Management & Research Company
Virginia
$2.86M
PPA
14
Parametric Portfolio Associates
Washington
$2.12M +$58.2K +12,865 +3%
Kovitz Investment Group Partners
15
Kovitz Investment Group Partners
Illinois
$1.8M +$1.74M +384,152 New
CC
16
Carlson Capital
Texas
$1.56M
Wells Fargo
17
Wells Fargo
California
$1.4M -$191K -42,144 -12%
Thrivent Financial for Lutherans
18
Thrivent Financial for Lutherans
Minnesota
$1.01M
Stifel Financial
19
Stifel Financial
Missouri
$826K +$1.4K +309 +0.2%
Royal Bank of Canada
20
Royal Bank of Canada
Ontario, Canada
$773K +$512K +113,003 +218%
AA
21
AQR Arbitrage
Connecticut
$741K -$1.3M -287,058 -65%
Commonwealth Equity Services
22
Commonwealth Equity Services
Massachusetts
$644K +$576K +127,230 +1,251%
LCM
23
Landscape Capital Management
New Jersey
$629K -$886K -195,618 -59%
ACM
24
Alethea Capital Management
Washington
$551K -$15.4K -3,406 -3%
WCMNY
25
Westchester Capital Management (New York)
New York
$500K

HIO Hedge Fund Activity: Q1 2016 in Review

74 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Western Asset High Income Opportunity Fund (HIO) for Q1 2016, worth a combined $104M — down 11% from $116M a quarter earlier.

Sellers outnumbered buyers: 15 funds closed out of HIO and 11 opened new positions — a net loss of 4 holders — while 23 trimmed existing stakes and 13 added.

The largest buyer was Laurion Capital Management, opening a new position worth an estimated $5.17M. The largest seller was Saba Capital Management, cutting an estimated $14M.

  • 74 institutional investors held Western Asset High Income Opportunity Fund (HIO) as of Q1 2016, down from 79 in Q4 2015.
  • Funds reported $104M of Western Asset High Income Opportunity Fund stock for Q1 2016, down 11% quarter-over-quarter.
  • 11 funds opened new Western Asset High Income Opportunity Fund positions in Q1 2016 and 15 closed out, a net change of -4 holders.
  • The largest Western Asset High Income Opportunity Fund buyer in Q1 2016 was Laurion Capital Management, an estimated $5.17M added.
  • The largest Western Asset High Income Opportunity Fund seller in Q1 2016 was Saba Capital Management, an estimated $14M sold.

Based on aggregated 13F filings for Q1 2016.