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ProShares Investment Grade-Interest Rate Hedged

23 hedge funds and large institutions have $47.6M invested in ProShares Investment Grade-Interest Rate Hedged in 2015 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 8 increasing their positions, 6 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 6

3% more capital invested

Capital invested by funds: $46.2M → $47.6M (+$1.34M)

4% less funds holding

Funds holding: 2423 (-1)

17% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 6

Holders
23
Holders Change
-1
Holders Change %
-4.17%
% of All Funds
0.64%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
5
Increased
8
Reduced
6
Closed
6
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$18.9M -$1.61M -21,595 -8%
UBS Group
2
UBS Group
Switzerland
$5.65M +$918K +12,306 +19%
Bank of America
3
Bank of America
North Carolina
$4.73M +$3.09M +41,342 +179%
LPT
4
Legacy Private Trust
Wisconsin
$2.7M -$93K -1,246 -3%
Jane Street
5
Jane Street
New York
$2.68M +$2.72M +36,465 New
GC
6
Guggenheim Capital
Illinois
$2.61M +$428K +5,733 +19%
HIC
7
Holderness Investments Company
North Carolina
$1.75M +$470K +6,302 +36%
Royal Bank of Canada
8
Royal Bank of Canada
Ontario, Canada
$1.71M +$1.41M +18,914 +439%
RJA
9
Raymond James & Associates
Florida
$1.49M -$19K -255 -1%
Janney Montgomery Scott
10
Janney Montgomery Scott
Pennsylvania
$1.26M +$70.2K +941 +6%
SIM
11
SSI Investment Management
California
$1.2M +$1.22M +16,298 New
M&T Bank
12
M&T Bank
New York
$706K
PAG
13
Private Advisor Group
New Jersey
$702K -$2.45M -32,890 -77%
EWM
14
Endurance Wealth Management
Rhode Island
$359K
LPL Financial
15
LPL Financial
California
$307K -$2.03M -27,214 -87%
Cambridge Investment Research Advisors
16
Cambridge Investment Research Advisors
Iowa
$295K +$300K +4,022 New
VKH
17
Virtu KCG Holdings
New York
$236K +$14.3K +191 +6%
HighTower Advisors
18
HighTower Advisors
Illinois
$235K
AIG
19
American International Group
New York
$52K -$2.24K -30 -4%
PNC Financial Services Group
20
PNC Financial Services Group
Pennsylvania
$18K +$149 +2 +0.8%
NFG
21
Next Financial Group
Texas
$7K +$7.46K +100 New
Bank of Montreal
22
Bank of Montreal
Ontario, Canada
$3K +$3.06K +41 New
CAN
23
Cetera Advisor Networks
California
-$361K -4,655 Closed
FAT
24
First American Trust
California
-$276K -3,608 Closed
Baird Financial Group
25
Baird Financial Group
Wisconsin
-$272K -3,558 Closed

IGHG Hedge Fund Activity: Q3 2015 in Review

23 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in ProShares Investment Grade-Interest Rate Hedged (IGHG) for Q3 2015, worth a combined $47.6M — up 2.9% from $46.2M a quarter earlier.

Sellers outnumbered buyers: 6 funds closed out of IGHG and 5 opened new positions — a net loss of 1 holder — while 6 trimmed existing stakes and 8 added.

The largest buyer was Bank of America, adding an estimated $3.09M. The largest seller was Private Advisor Group, cutting an estimated $2.45M.

  • 23 institutional investors held ProShares Investment Grade-Interest Rate Hedged (IGHG) as of Q3 2015, down from 24 in Q2 2015.
  • Funds reported $47.6M of ProShares Investment Grade-Interest Rate Hedged stock for Q3 2015, up 2.9% quarter-over-quarter.
  • 5 funds opened new ProShares Investment Grade-Interest Rate Hedged positions in Q3 2015 and 6 closed out, a net change of -1 holder.
  • The largest ProShares Investment Grade-Interest Rate Hedged buyer in Q3 2015 was Bank of America, an estimated $3.09M added.
  • The largest ProShares Investment Grade-Interest Rate Hedged seller in Q3 2015 was Private Advisor Group, an estimated $2.45M sold.

Based on aggregated 13F filings for Q3 2015.