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CEMIG Preferred Shares

109 hedge funds and large institutions have $219M invested in CEMIG Preferred Shares in 2017 Q3 according to their latest regulatory filings, with 22 funds opening new positions, 25 increasing their positions, 37 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

21% more call options, than puts

Call options by funds: $373K | Put options by funds: $308K

4% more capital invested

Capital invested by funds: $210M → $219M (+$8.8M)

0.67% more ownership

Funds ownership: 19.98%20.66% (+0.67%)

8% less first-time investments, than exits

New positions opened: 22 | Existing positions closed: 24

3% less funds holding

Funds holding: 112109 (-3)

32% less repeat investments, than reductions

Existing positions increased: 25 | Existing positions reduced: 37

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

Holders
109
Holders Change
-3
Holders Change %
-2.68%
% of All Funds
2.72%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
22
Increased
25
Reduced
37
Closed
24
Calls
$373K
Puts
$308K
Net Calls
+$65K
Net Calls Change
+$223K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$20.8M +$514K +376,852 +2%
BlackRock
2
BlackRock
New York
$20.3M -$1.94M -1,419,412 -8%
Goldman Sachs
3
Goldman Sachs
New York
$19M -$784K -574,790 -4%
Morgan Stanley
4
Morgan Stanley
New York
$16M +$2.38M +1,744,062 +16%
Citigroup
5
Citigroup
New York
$14.3M +$2.88M +2,115,494 +23%
PPA
6
Parametric Portfolio Associates
Washington
$14.1M -$331K -243,015 -2%
Millennium Management
7
Millennium Management
New York
$12.1M +$10.3M +7,540,073 +372%
JP Morgan Chase
8
JP Morgan Chase
New York
$11.5M +$11M +8,090,941 +810%
Bank of America
9
Bank of America
North Carolina
$11.4M -$3.12M -2,291,864 -20%
Bank of New York Mellon
10
Bank of New York Mellon
New York
$8.02M +$3.36M +2,466,068 +64%
State Street
11
State Street
Massachusetts
$5.12M -$4.39K -3,218 -0.1%
ECP
12
Electron Capital Partners
New York
$4.96M +$5.35M +3,921,657 New
AQR Capital Management
13
AQR Capital Management
Connecticut
$4.66M +$2.75M +2,014,200 +121%
Northern Trust
14
Northern Trust
Illinois
$4.16M +$342K +250,579 +8%
Acadian Asset Management
15
Acadian Asset Management
Massachusetts
$3.98M -$11.9M -8,693,753 -73%
TCMG
16
TSP Capital Management Group
New Jersey
$3.78M +$4.08M +2,992,494 New
Grantham, Mayo, Van Otterloo & Co (GMO)
17
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$3.33M -$2.08M -1,522,840 -37%
Dimensional Fund Advisors
18
Dimensional Fund Advisors
Texas
$3.16M -$98.4K -72,184 -3%
Bank of Nova Scotia
19
Bank of Nova Scotia
Ontario, Canada
$2.73M +$2.94M +2,157,981 New
Deutsche Bank
20
Deutsche Bank
Germany
$2.7M +$491K +360,220 +20%
Renaissance Technologies
21
Renaissance Technologies
New York
$2.27M -$60.2K -44,140 -2%
AllianceBernstein
22
AllianceBernstein
Tennessee
$2.23M +$2.4M +1,762,146 New
FDCDDQ
23
Federation des caisses Desjardins du Quebec
Quebec, Canada
$2.02M -$89 -65 -0%
AGC
24
Alden Global Capital
Florida
$1.94M
Barclays
25
Barclays
United Kingdom
$1.71M -$1.71M -1,256,029 -48%

CIG Hedge Fund Activity: Q3 2017 in Review

109 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in CEMIG Preferred Shares (CIG) for Q3 2017, worth a combined $219M — up 4.2% from $210M a quarter earlier.

Sellers outnumbered buyers: 24 funds closed out of CIG and 22 opened new positions — a net loss of 2 holders — while 37 trimmed existing stakes and 25 added.

The largest buyer was JP Morgan Chase, adding an estimated $11M. The largest seller was Acadian Asset Management, cutting an estimated $11.9M.

  • 109 institutional investors held CEMIG Preferred Shares (CIG) as of Q3 2017, down from 112 in Q2 2017.
  • Funds reported $219M of CEMIG Preferred Shares stock for Q3 2017, up 4.2% quarter-over-quarter.
  • 22 funds opened new CEMIG Preferred Shares positions in Q3 2017 and 24 closed out, a net change of -2 holders.
  • The largest CEMIG Preferred Shares buyer in Q3 2017 was JP Morgan Chase, an estimated $11M added.
  • The largest CEMIG Preferred Shares seller in Q3 2017 was Acadian Asset Management, an estimated $11.9M sold.

Based on aggregated 13F filings for Q3 2017.