ProShares Short S&P500
95 hedge funds and large institutions have $488M invested in ProShares Short S&P500 in 2015 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 22 increasing their positions, 21 reducing their positions, and 28 closing their positions.
75% more call options, than puts
Call options by funds: $3.3M | Put options by funds: $1.88M
38% more funds holding in top 10
Funds holding in top 10: 8 → 11 (+3)
16% more capital invested
Capital invested by funds: $422M → $488M (+$66.4M)
5% more repeat investments, than reductions
Existing positions increased: 22 | Existing positions reduced: 21
0.19% more ownership
Funds ownership: 3.96% → 4.15% (+0.19%)
6% less funds holding
Funds holding: 101 → 95 (-6)
14% less first-time investments, than exits
New positions opened: 24 | Existing positions closed: 28
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BC
Brinker Capital
Berwyn,
Pennsylvania
|
+$97.7M |
| 2 |
Morgan Stanley
New York
|
+$24.8M |
| 3 |
VAM
Verity Asset Management
Durham,
North Carolina
|
+$7.06M |
| 4 |
VF
Virtu Financial
New York
|
+$5.94M |
| 5 |
B
Baird
Milwaukee,
Wisconsin
|
+$5.67M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
PAM
PVG Asset Management
Golden,
Colorado
|
-$31.6M |
| 2 |
Comerica Bank
Dallas,
Texas
|
-$24.5M |
| 3 |
TRCT
Tower Research Capital (TRC)
New York
|
-$7.45M |
| 4 |
JWS
Juncture Wealth Strategies
Scottsdale,
Arizona
|
-$5.46M |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$5.21M |
SH Hedge Fund Activity: Q1 2015 in Review
95 of the 3,770 institutional investors tracked by Wall St. Rank reported a position in ProShares Short S&P500 (SH) for Q1 2015, worth a combined $488M — up 16% from $422M a quarter earlier.
Sellers outnumbered buyers: 28 funds closed out of SH and 24 opened new positions — a net loss of 4 holders — while 21 trimmed existing stakes and 22 added.
The largest buyer was Brinker Capital, adding an estimated $97.7M. The largest seller was PVG Asset Management, cutting an estimated $31.6M.
- 95 institutional investors held ProShares Short S&P500 (SH) as of Q1 2015, down from 101 in Q4 2014.
- Funds reported $488M of ProShares Short S&P500 stock for Q1 2015, up 16% quarter-over-quarter.
- 24 funds opened new ProShares Short S&P500 positions in Q1 2015 and 28 closed out, a net change of -4 holders.
- The largest ProShares Short S&P500 buyer in Q1 2015 was Brinker Capital, an estimated $97.7M added.
- The largest ProShares Short S&P500 seller in Q1 2015 was PVG Asset Management, an estimated $31.6M sold.
Based on aggregated 13F filings for Q1 2015.