ProShares Short S&P500
139 hedge funds and large institutions have $723M invested in ProShares Short S&P500 in 2016 Q2 according to their latest regulatory filings, with 36 funds opening new positions, 40 increasing their positions, 43 reducing their positions, and 41 closing their positions.
30% more call options, than puts
Call options by funds: $7.67M | Put options by funds: $5.89M
2.21% more ownership
Funds ownership: 4.28% → 6.49% (+2.2%)
7% less repeat investments, than reductions
Existing positions increased: 40 | Existing positions reduced: 43
4% less funds holding
Funds holding: 145 → 139 (-6)
12% less first-time investments, than exits
New positions opened: 36 | Existing positions closed: 41
14% less capital invested
Capital invested by funds: $839M → $723M (-$116M)
25% less funds holding in top 10
Funds holding in top 10: 12 → 9 (-3)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VKH
Virtu KCG Holdings
New York
|
+$24.9M |
| 2 |
Wells Fargo
San Francisco,
California
|
+$23.6M |
| 3 |
CHA
Cedar Hill Associates
Chicago,
Illinois
|
+$19.6M |
| 4 |
DAS
Dynamic Advisor Solutions
Phoenix,
Arizona
|
+$13.9M |
| 5 |
Carson Wealth (CWM LLC)
Omaha,
Nebraska
|
+$11.5M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SFM
Stack Financial Management
Whitefish,
Montana
|
-$72.7M |
| 2 |
LPL Financial
San Diego,
California
|
-$45.2M |
| 3 |
LG
Leuthold Group
Minneapolis,
Minnesota
|
-$15.8M |
| 4 |
JP Morgan Chase
New York
|
-$12.6M |
| 5 |
Morgan Stanley
New York
|
-$12M |
SH Hedge Fund Activity: Q2 2016 in Review
139 of the 3,756 institutional investors tracked by Wall St. Rank reported a position in ProShares Short S&P500 (SH) for Q2 2016, worth a combined $723M — down 14% from $839M a quarter earlier.
Sellers outnumbered buyers: 41 funds closed out of SH and 36 opened new positions — a net loss of 5 holders — while 43 trimmed existing stakes and 40 added.
The largest buyer was Virtu KCG Holdings, adding an estimated $24.9M. The largest seller was Stack Financial Management, exiting entirely with an estimated $72.7M sold.
- 139 institutional investors held ProShares Short S&P500 (SH) as of Q2 2016, down from 145 in Q1 2016.
- Funds reported $723M of ProShares Short S&P500 stock for Q2 2016, down 14% quarter-over-quarter.
- 36 funds opened new ProShares Short S&P500 positions in Q2 2016 and 41 closed out, a net change of -5 holders.
- The largest ProShares Short S&P500 buyer in Q2 2016 was Virtu KCG Holdings, an estimated $24.9M added.
- The largest ProShares Short S&P500 seller in Q2 2016 was Stack Financial Management, an estimated $72.7M sold.
Based on aggregated 13F filings for Q2 2016.