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CEMIG Preferred Shares

126 hedge funds and large institutions have $350M invested in CEMIG Preferred Shares in 2016 Q2 according to their latest regulatory filings, with 21 funds opening new positions, 34 increasing their positions, 43 reducing their positions, and 23 closing their positions.

New
Increased
Maintained
Reduced
Closed

225% more call options, than puts

Call options by funds: $231K | Put options by funds: $71K

9% less first-time investments, than exits

New positions opened: 21 | Existing positions closed: 23

2.24% less ownership

Funds ownership: 39.3%37.05% (-2.2%)

2% less funds holding

Funds holding: 129126 (-3)

8% less capital invested

Capital invested by funds: $380M → $350M (-$30.2M)

21% less repeat investments, than reductions

Existing positions increased: 34 | Existing positions reduced: 43

Holders
126
Holders Change
-3
Holders Change %
-2.33%
% of All Funds
3.36%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
21
Increased
34
Reduced
43
Closed
23
Calls
$231K
Puts
$71K
Net Calls
+$160K
Net Calls Change
+$207K
Name Holding Trade Value Shares
Change
Change in
Stake
Acadian Asset Management
1
Acadian Asset Management
Massachusetts
$42.8M -$5.06M -5,533,369 -13%
Bank of America
2
Bank of America
North Carolina
$27.8M +$9.8M +10,712,894 +77%
Grantham, Mayo, Van Otterloo & Co (GMO)
3
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$26.5M -$7.83M -8,558,699 -27%
PPA
4
Parametric Portfolio Associates
Washington
$24.3M +$4.69M +5,128,553 +31%
Goldman Sachs
5
Goldman Sachs
New York
$23.1M +$11.9M +13,027,285 +173%
Schroder Investment Management Group
6
Schroder Investment Management Group
United Kingdom
$21.8M -$10.1M -11,055,471 -36%
State Street
7
State Street
Massachusetts
$21M +$1.13M +1,233,229 +7%
Credit Agricole
8
Credit Agricole
France
$15.6M +$12.7M +13,847,763 New
AL
9
AJO LP
Pennsylvania
$15.4M -$3.76M -4,110,500 -23%
Vanguard Group
10
Vanguard Group
Pennsylvania
$15.3M -$652K -713,082 -5%
Arrowstreet Capital
11
Arrowstreet Capital
Massachusetts
$14.8M +$3.77M +4,123,248 +46%
BG
12
BlackRock Group
United Kingdom
$8.33M +$524K +572,453 +8%
Morgan Stanley
13
Morgan Stanley
New York
$7.88M +$3.49M +3,812,999 +120%
BFA
14
BlackRock Fund Advisors
California
$7.4M +$453K +494,975 +8%
AQR Capital Management
15
AQR Capital Management
Connecticut
$5.48M -$7.27M -7,952,156 -62%
BIT
16
BlackRock Institutional Trust
California
$4.42M +$1.3M +1,418,088 +57%
TCMG
17
TSP Capital Management Group
New Jersey
$4.37M +$181K +198,134 +5%
Deutsche Bank
18
Deutsche Bank
Germany
$4.22M -$437K -477,537 -11%
UBS Group
19
UBS Group
Switzerland
$4.05M +$2.18M +2,382,909 +196%
NIPH
20
NN Investment Partners Holdings
Netherlands
$3.56M +$1.02M +1,116,864 +55%
Dimensional Fund Advisors
21
Dimensional Fund Advisors
Texas
$3.36M -$748K -817,151 -21%
OAM
22
Oxford Asset Management
United Kingdom
$2.89M +$1.21M +1,327,833 +107%
ECP
23
Electron Capital Partners
New York
$2.88M -$2.39M -2,611,953 -50%
IUHSA
24
Itau Unibanco Holding S.A.
Brazil
$2.79M +$2.26M +2,472,350 New
EA
25
Emerald Acquisition
Washington
$2.24M +$1.82M +1,989,042 New

CIG Hedge Fund Activity: Q2 2016 in Review

126 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in CEMIG Preferred Shares (CIG) for Q2 2016, worth a combined $350M — down 7.9% from $380M a quarter earlier.

Sellers outnumbered buyers: 23 funds closed out of CIG and 21 opened new positions — a net loss of 2 holders — while 43 trimmed existing stakes and 34 added.

The largest buyer was Credit Agricole, opening a new position worth an estimated $12.7M. The largest seller was Lazard Asset Management, exiting entirely with an estimated $38.3M sold.

  • 126 institutional investors held CEMIG Preferred Shares (CIG) as of Q2 2016, down from 129 in Q1 2016.
  • Funds reported $350M of CEMIG Preferred Shares stock for Q2 2016, down 7.9% quarter-over-quarter.
  • 21 funds opened new CEMIG Preferred Shares positions in Q2 2016 and 23 closed out, a net change of -2 holders.
  • The largest CEMIG Preferred Shares buyer in Q2 2016 was Credit Agricole, an estimated $12.7M added.
  • The largest CEMIG Preferred Shares seller in Q2 2016 was Lazard Asset Management, an estimated $38.3M sold.

Based on aggregated 13F filings for Q2 2016.