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ProShares Investment Grade-Interest Rate Hedged

20 hedge funds and large institutions have $35.6M invested in ProShares Investment Grade-Interest Rate Hedged in 2016 Q2 according to their latest regulatory filings, with 3 funds opening new positions, 6 increasing their positions, 7 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% less funds holding

Funds holding: 2120 (-1)

10% less capital invested

Capital invested by funds: $39.6M → $35.6M (-$4.06M)

14% less repeat investments, than reductions

Existing positions increased: 6 | Existing positions reduced: 7

25% less first-time investments, than exits

New positions opened: 3 | Existing positions closed: 4

Holders
20
Holders Change
-1
Holders Change %
-4.76%
% of All Funds
0.53%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
3
Increased
6
Reduced
7
Closed
4
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$16.9M +$1.06M +14,506 +7%
GC
2
Guggenheim Capital
Illinois
$3.07M +$129K +1,766 +4%
UBS Group
3
UBS Group
Switzerland
$2.05M +$90.6K +1,239 +5%
AssetMark Inc
4
AssetMark Inc
California
$1.82M +$1.85M +25,292 New
HWP
5
Hefty Wealth Partners
Indiana
$1.69M +$22.1K +302 +1%
Wells Fargo
6
Wells Fargo
California
$1.66M +$1.54M +21,127 +1,147%
Bank of America
7
Bank of America
North Carolina
$1.64M -$772K -10,554 -32%
HIC
8
Holderness Investments Company
North Carolina
$1.61M -$536K -7,333 -25%
Jane Street
9
Jane Street
New York
$1.32M -$7.73M -105,696 -85%
Susquehanna International Group
10
Susquehanna International Group
Pennsylvania
$1.16M +$944K +12,915 +408%
RJA
11
Raymond James & Associates
Florida
$822K -$103K -1,408 -11%
Royal Bank of Canada
12
Royal Bank of Canada
Ontario, Canada
$784K -$65.8K -900 -8%
EWM
13
Endurance Wealth Management
Rhode Island
$246K
LPL Financial
14
LPL Financial
California
$244K -$335K -4,576 -58%
HighTower Advisors
15
HighTower Advisors
Illinois
$209K
BFPW
16
BOK Financial Private Wealth
Colorado
$203K +$205K +2,810 New
AG
17
Advisor Group
Arizona
$81K +$82.7K +1,131 New
TRCT
18
Tower Research Capital (TRC)
New York
$18K -$1.9K -26 -9%
NFG
19
Next Financial Group
Texas
$7K
VKH
20
Virtu KCG Holdings
New York
-$306K -4,214 Closed
M&T Bank
21
M&T Bank
New York
-$230K -3,175 Closed
AIG
22
American International Group
New York
-$52K -719 Closed
IA
23
IFP Advisors
Florida
-$1K -20 Closed

IGHG Hedge Fund Activity: Q2 2016 in Review

20 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Investment Grade-Interest Rate Hedged (IGHG) for Q2 2016, worth a combined $35.6M — down 10% from $39.6M a quarter earlier.

Sellers outnumbered buyers: 4 funds closed out of IGHG and 3 opened new positions — a net loss of 1 holder — while 7 trimmed existing stakes and 6 added.

The largest buyer was AssetMark Inc, opening a new position worth an estimated $1.85M. The largest seller was Jane Street, cutting an estimated $7.73M.

  • 20 institutional investors held ProShares Investment Grade-Interest Rate Hedged (IGHG) as of Q2 2016, down from 21 in Q1 2016.
  • Funds reported $35.6M of ProShares Investment Grade-Interest Rate Hedged stock for Q2 2016, down 10% quarter-over-quarter.
  • 3 funds opened new ProShares Investment Grade-Interest Rate Hedged positions in Q2 2016 and 4 closed out, a net change of -1 holder.
  • The largest ProShares Investment Grade-Interest Rate Hedged buyer in Q2 2016 was AssetMark Inc, an estimated $1.85M added.
  • The largest ProShares Investment Grade-Interest Rate Hedged seller in Q2 2016 was Jane Street, an estimated $7.73M sold.

Based on aggregated 13F filings for Q2 2016.