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ProShares Investment Grade-Interest Rate Hedged

61 hedge funds and large institutions have $325M invested in ProShares Investment Grade-Interest Rate Hedged in 2018 Q2 according to their latest regulatory filings, with 7 funds opening new positions, 24 increasing their positions, 17 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

41% more repeat investments, than reductions

Existing positions increased: 24 | Existing positions reduced: 17

10.74% more ownership

Funds ownership: 57.43%68.18% (+11%)

5% less funds holding

Funds holding: 6461 (-3)

5% less capital invested

Capital invested by funds: $343M → $325M (-$17.9M)

25% less funds holding in top 10

Funds holding in top 10: 43 (-1)

30% less first-time investments, than exits

New positions opened: 7 | Existing positions closed: 10

Holders
61
Holders Change
-3
Holders Change %
-4.69%
% of All Funds
1.4%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
7
Increased
24
Reduced
17
Closed
10
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$94.7M -$9.41M -124,653 -9%
Bank of America
2
Bank of America
North Carolina
$35.1M +$81.6K +1,081 +0.2%
UBS Group
3
UBS Group
Switzerland
$29.6M -$102K -1,347 -0.3%
Wells Fargo
4
Wells Fargo
California
$29.2M -$6.42M -85,008 -18%
SI
5
SimpliFi Inc
California
$18.5M +$3.9M +51,663 +26%
CWM
6
Cornerstone Wealth Management
Missouri
$17.1M +$93.5M +1,238,987 +7,290%
Mirae Asset Global Investments
7
Mirae Asset Global Investments
South Korea
$15.9M -$4.95M -65,600 -23%
AssetMark Inc
8
AssetMark Inc
California
$11.1M +$1.74M +23,060 +18%
Jane Street
9
Jane Street
New York
$9.39M -$599K -7,938 -6%
WP
10
WealthSource Partners
California
$7.48M +$1.7M +22,452 +28%
Royal Bank of Canada
11
Royal Bank of Canada
Ontario, Canada
$7.19M +$133K +1,756 +2%
MML Investors Services
12
MML Investors Services
Massachusetts
$6.62M -$454K -6,018 -6%
HCM
13
HMS Capital Management
Tennessee
$4.59M +$5.36K +71 +0.1%
JP Morgan Chase
14
JP Morgan Chase
New York
$3.57M +$90.1K +1,194 +3%
Susquehanna International Group
15
Susquehanna International Group
Pennsylvania
$2.91M +$2.97M +39,312 New
BCM
16
Brasada Capital Management
Texas
$2.65M +$53.6K +710 +2%
CAL
17
Capital Advisors Ltd
Ohio
$2.63M +$943K +12,497 +54%
LPL Financial
18
LPL Financial
California
$1.89M -$3.65M -48,364 -65%
LTFS
19
Ladenburg Thalmann Financial Services
Florida
$1.85M
GC
20
Guggenheim Capital
Illinois
$1.77M -$142K -1,877 -7%
Cambridge Investment Research Advisors
21
Cambridge Investment Research Advisors
Iowa
$1.64M +$248K +3,282 +17%
LFAS
22
Level Four Advisory Services
Texas
$1.61M +$1.06K +14 +0.1%
SI
23
Stephens Inc
Arkansas
$1.31M +$149K +1,973 +13%
PFPT
24
Pinnacle Financial Partners (Tennessee)
Tennessee
$1.22M
EC
25
Estate Counselors
Wisconsin
$1.18M

IGHG Hedge Fund Activity: Q2 2018 in Review

61 of the 4,368 institutional investors tracked by Wall St. Rank reported a position in ProShares Investment Grade-Interest Rate Hedged (IGHG) for Q2 2018, worth a combined $325M — down 5.2% from $343M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of IGHG and 7 opened new positions — a net loss of 3 holders — while 17 trimmed existing stakes and 24 added.

The largest buyer was Cornerstone Wealth Management, adding an estimated $93.5M. The largest seller was Morgan Stanley, cutting an estimated $9.41M.

  • 61 institutional investors held ProShares Investment Grade-Interest Rate Hedged (IGHG) as of Q2 2018, down from 64 in Q1 2018.
  • Funds reported $325M of ProShares Investment Grade-Interest Rate Hedged stock for Q2 2018, down 5.2% quarter-over-quarter.
  • 7 funds opened new ProShares Investment Grade-Interest Rate Hedged positions in Q2 2018 and 10 closed out, a net change of -3 holders.
  • The largest ProShares Investment Grade-Interest Rate Hedged buyer in Q2 2018 was Cornerstone Wealth Management, an estimated $93.5M added.
  • The largest ProShares Investment Grade-Interest Rate Hedged seller in Q2 2018 was Morgan Stanley, an estimated $9.41M sold.

Based on aggregated 13F filings for Q2 2018.