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CEMIG Preferred Shares

112 hedge funds and large institutions have $210M invested in CEMIG Preferred Shares in 2017 Q2 according to their latest regulatory filings, with 12 funds opening new positions, 32 increasing their positions, 50 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

7.24% less ownership

Funds ownership: 27.22%19.98% (-7.2%)

11% less funds holding

Funds holding: 126112 (-14)

36% less call options, than puts

Call options by funds: $285K | Put options by funds: $443K

36% less repeat investments, than reductions

Existing positions increased: 32 | Existing positions reduced: 50

46% less capital invested

Capital invested by funds: $388M → $210M (-$178M)

52% less first-time investments, than exits

New positions opened: 12 | Existing positions closed: 25

Holders
112
Holders Change
-14
Holders Change %
-11.11%
% of All Funds
2.79%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.05%
New
12
Increased
32
Reduced
50
Closed
25
Calls
$285K
Puts
$443K
Net Calls
-$158K
Net Calls Change
+$483K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$21.4M -$804K -607,046 -3%
Vanguard Group
2
Vanguard Group
Pennsylvania
$19.7M +$976K +736,480 +5%
Goldman Sachs
3
Goldman Sachs
New York
$19.1M -$3.78M -2,850,596 -15%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$14.5M -$9.47M -7,147,099 -38%
PPA
5
Parametric Portfolio Associates
Washington
$13.9M -$1.98M -1,496,436 -12%
Bank of America
6
Bank of America
North Carolina
$13.9M -$13.2M -9,960,057 -47%
Morgan Stanley
7
Morgan Stanley
New York
$13.4M -$16.4M -12,380,588 -53%
Citigroup
8
Citigroup
New York
$11.2M +$2.34M +1,763,992 +24%
PAM
9
Panagora Asset Management
Massachusetts
$7.75M +$180K +135,907 +2%
Grantham, Mayo, Van Otterloo & Co (GMO)
10
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$5.09M +$322K +243,067 +6%
TCMG
11
TSP Capital Management Group
New Jersey
$5.03M
State Street
12
State Street
Massachusetts
$4.96M -$446K -336,812 -8%
Bank of New York Mellon
13
Bank of New York Mellon
New York
$4.74M +$5.04M +3,804,330 +5,273%
NCM
14
Newfoundland Capital Management
Brazil
$3.77M +$2.49M +1,881,671 +160%
Northern Trust
15
Northern Trust
Illinois
$3.72M +$697K +525,812 +21%
Barclays
16
Barclays
United Kingdom
$3.19M +$1.78M +1,344,188 +106%
Dimensional Fund Advisors
17
Dimensional Fund Advisors
Texas
$3.14M +$4.42K +3,335 +0.1%
Millennium Management
18
Millennium Management
New York
$2.48M +$1.7M +1,283,291 +172%
UBS Group
19
UBS Group
Switzerland
$2.28M -$2.29M -1,726,161 -48%
Renaissance Technologies
20
Renaissance Technologies
New York
$2.25M +$2.44M +1,842,060 New
Deutsche Bank
21
Deutsche Bank
Germany
$2.17M +$649K +489,935 +38%
AQR Capital Management
22
AQR Capital Management
Connecticut
$2.04M -$3.01M -2,274,681 -58%
FDCDDQ
23
Federation des caisses Desjardins du Quebec
Quebec, Canada
$1.95M +$15.8K +11,901 +0.8%
AGC
24
Alden Global Capital
Florida
$1.87M
Daiwa Securities Group
25
Daiwa Securities Group
Japan
$1.8M -$17.4K -13,144 -0.9%

CIG Hedge Fund Activity: Q2 2017 in Review

112 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in CEMIG Preferred Shares (CIG) for Q2 2017, worth a combined $210M — down 46% from $388M a quarter earlier.

Sellers outnumbered buyers: 25 funds closed out of CIG and 12 opened new positions — a net loss of 13 holders — while 50 trimmed existing stakes and 32 added.

The largest buyer was Bank of New York Mellon, adding an estimated $5.04M. The largest seller was Morgan Stanley, cutting an estimated $16.4M.

  • 112 institutional investors held CEMIG Preferred Shares (CIG) as of Q2 2017, down from 126 in Q1 2017.
  • Funds reported $210M of CEMIG Preferred Shares stock for Q2 2017, down 46% quarter-over-quarter.
  • 12 funds opened new CEMIG Preferred Shares positions in Q2 2017 and 25 closed out, a net change of -13 holders.
  • The largest CEMIG Preferred Shares buyer in Q2 2017 was Bank of New York Mellon, an estimated $5.04M added.
  • The largest CEMIG Preferred Shares seller in Q2 2017 was Morgan Stanley, an estimated $16.4M sold.

Based on aggregated 13F filings for Q2 2017.