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ProShares Investment Grade-Interest Rate Hedged

21 hedge funds and large institutions have $39.6M invested in ProShares Investment Grade-Interest Rate Hedged in 2016 Q1 according to their latest regulatory filings, with 1 funds opening new positions, 8 increasing their positions, 8 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% more repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 8

16% less funds holding

Funds holding: 2521 (-4)

28% less capital invested

Capital invested by funds: $55.2M → $39.6M (-$15.5M)

80% less first-time investments, than exits

New positions opened: 1 | Existing positions closed: 5

Holders
21
Holders Change
-4
Holders Change %
-16%
% of All Funds
0.56%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
1
Increased
8
Reduced
8
Closed
5
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$16M -$3.45M -48,567 -18%
Jane Street
2
Jane Street
New York
$8.99M +$7M +98,706 +391%
GC
3
Guggenheim Capital
Illinois
$2.96M +$307K +4,324 +12%
Bank of America
4
Bank of America
North Carolina
$2.41M -$2.15M -30,342 -48%
HIC
5
Holderness Investments Company
North Carolina
$2.15M +$438K +6,181 +26%
UBS Group
6
UBS Group
Switzerland
$1.97M -$3.64M -51,323 -65%
HWP
7
Hefty Wealth Partners
Indiana
$1.67M -$22.2K -313 -1%
RJA
8
Raymond James & Associates
Florida
$927K -$284 -4 -0%
Royal Bank of Canada
9
Royal Bank of Canada
Ontario, Canada
$852K +$399K +5,625 +92%
LPL Financial
10
LPL Financial
California
$575K
VKH
11
Virtu KCG Holdings
New York
$306K -$610K -8,599 -67%
M&T Bank
12
M&T Bank
New York
$230K -$553K -7,796 -71%
Susquehanna International Group
13
Susquehanna International Group
Pennsylvania
$230K +$11.9K +168 +6%
HighTower Advisors
14
HighTower Advisors
Illinois
$210K -$21.3K -300 -9%
Wells Fargo
15
Wells Fargo
California
$134K +$48.8K +688 +60%
AIG
16
American International Group
New York
$52K +$1.14K +16 +2%
TRCT
17
Tower Research Capital (TRC)
New York
$20K +$12.6K +178 +178%
NFG
18
Next Financial Group
Texas
$7K
IA
19
IFP Advisors
Florida
$1K +$1.42K +20 New
EWM
20
Endurance Wealth Management
Rhode Island
$246
CG
21
Colony Group
Massachusetts
-$6.81M -92,986 Closed
VFS
22
VSR Financial Services
Kansas
-$3.93M -53,621 Closed
Janney Montgomery Scott
23
Janney Montgomery Scott
Pennsylvania
-$1.13M -15,440 Closed
LPT
24
Legacy Private Trust
Wisconsin
-$513K -7,006 Closed
Cambridge Investment Research Advisors
25
Cambridge Investment Research Advisors
Iowa
-$252K -3,438 Closed

IGHG Hedge Fund Activity: Q1 2016 in Review

21 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in ProShares Investment Grade-Interest Rate Hedged (IGHG) for Q1 2016, worth a combined $39.6M — down 28% from $55.2M a quarter earlier.

Sellers outnumbered buyers: 5 funds closed out of IGHG and 1 opened new positions — a net loss of 4 holders — while 8 trimmed existing stakes and 8 added.

The largest buyer was Jane Street, adding an estimated $7M. The largest seller was Colony Group, exiting entirely with an estimated $6.81M sold.

  • 21 institutional investors held ProShares Investment Grade-Interest Rate Hedged (IGHG) as of Q1 2016, down from 25 in Q4 2015.
  • Funds reported $39.6M of ProShares Investment Grade-Interest Rate Hedged stock for Q1 2016, down 28% quarter-over-quarter.
  • 1 fund opened new ProShares Investment Grade-Interest Rate Hedged positions in Q1 2016 and 5 closed out, a net change of -4 holders.
  • The largest ProShares Investment Grade-Interest Rate Hedged buyer in Q1 2016 was Jane Street, an estimated $7M added.
  • The largest ProShares Investment Grade-Interest Rate Hedged seller in Q1 2016 was Colony Group, an estimated $6.81M sold.

Based on aggregated 13F filings for Q1 2016.