ProShares Short S&P500
95 hedge funds and large institutions have $313M invested in ProShares Short S&P500 in 2013 Q4 according to their latest regulatory filings, with 16 funds opening new positions, 20 increasing their positions, 40 reducing their positions, and 35 closing their positions.
202% more call options, than puts
Call options by funds: $6.35M | Put options by funds: $2.1M
1.89% less ownership
Funds ownership: 4.46% → 2.56% (-1.9%)
18% less funds holding
Funds holding: 116 → 95 (-21)
50% less repeat investments, than reductions
Existing positions increased: 20 | Existing positions reduced: 40
54% less funds holding in top 10
Funds holding in top 10: 13 → 6 (-7)
54% less first-time investments, than exits
New positions opened: 16 | Existing positions closed: 35
56% less capital invested
Capital invested by funds: $719M → $313M (-$406M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
COI
Connable Office Inc
Kalamazoo,
Michigan
|
+$8.06M |
| 2 |
VKH
Virtu KCG Holdings
New York
|
+$4.89M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$3.59M |
| 4 |
Comerica Bank
Dallas,
Texas
|
+$3.33M |
| 5 |
Bank of America
Charlotte,
North Carolina
|
+$2.53M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$86M |
| 2 |
BC
Brinker Capital
Berwyn,
Pennsylvania
|
-$62.4M |
| 3 |
Wells Fargo
San Francisco,
California
|
-$55.5M |
| 4 |
U
UBS
Zurich,
Switzerland
|
-$33.2M |
| 5 |
LPL Financial
San Diego,
California
|
-$21.2M |
SH Hedge Fund Activity: Q4 2013 in Review
95 of the 3,459 institutional investors tracked by Wall St. Rank reported a position in ProShares Short S&P500 (SH) for Q4 2013, worth a combined $313M — down 56% from $719M a quarter earlier.
Sellers outnumbered buyers: 35 funds closed out of SH and 16 opened new positions — a net loss of 19 holders — while 40 trimmed existing stakes and 20 added.
The largest buyer was Connable Office Inc, opening a new position worth an estimated $8.06M. The largest seller was Morgan Stanley, cutting an estimated $86M.
- 95 institutional investors held ProShares Short S&P500 (SH) as of Q4 2013, down from 116 in Q3 2013.
- Funds reported $313M of ProShares Short S&P500 stock for Q4 2013, down 56% quarter-over-quarter.
- 16 funds opened new ProShares Short S&P500 positions in Q4 2013 and 35 closed out, a net change of -19 holders.
- The largest ProShares Short S&P500 buyer in Q4 2013 was Connable Office Inc, an estimated $8.06M added.
- The largest ProShares Short S&P500 seller in Q4 2013 was Morgan Stanley, an estimated $86M sold.
Based on aggregated 13F filings for Q4 2013.