ProShares Short S&P500
115 hedge funds and large institutions have $237M invested in ProShares Short S&P500 in 2017 Q4 according to their latest regulatory filings, with 20 funds opening new positions, 20 increasing their positions, 48 reducing their positions, and 30 closing their positions.
1,335% more call options, than puts
Call options by funds: $41M | Put options by funds: $2.85M
0.74% less ownership
Funds ownership: 4.87% → 4.13% (-0.74%)
9% less funds holding
Funds holding: 126 → 115 (-11)
32% less capital invested
Capital invested by funds: $348M → $237M (-$112M)
33% less first-time investments, than exits
New positions opened: 20 | Existing positions closed: 30
58% less repeat investments, than reductions
Existing positions increased: 20 | Existing positions reduced: 48
88% less funds holding in top 10
Funds holding in top 10: 8 → 1 (-7)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$5.27M |
| 2 |
TC
Telemus Capital
Southfield,
Michigan
|
+$4.87M |
| 3 |
ONB
Old National Bancorp
Evansville,
Indiana
|
+$3.06M |
| 4 |
VF
Virtu Financial
New York
|
+$2.81M |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$2.73M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$22.4M |
| 2 |
SGAM
Steinberg Global Asset Management
Boca Raton,
Florida
|
-$18.4M |
| 3 |
LPL Financial
San Diego,
California
|
-$13.4M |
| 4 |
UBS Group
Zurich,
Switzerland
|
-$11.6M |
| 5 |
Wells Fargo
San Francisco,
California
|
-$9.83M |
SH Hedge Fund Activity: Q4 2017 in Review
115 of the 4,419 institutional investors tracked by Wall St. Rank reported a position in ProShares Short S&P500 (SH) for Q4 2017, worth a combined $237M — down 32% from $348M a quarter earlier.
Sellers outnumbered buyers: 30 funds closed out of SH and 20 opened new positions — a net loss of 10 holders — while 48 trimmed existing stakes and 20 added.
The largest buyer was Jane Street, adding an estimated $5.27M. The largest seller was Morgan Stanley, cutting an estimated $22.4M.
- 115 institutional investors held ProShares Short S&P500 (SH) as of Q4 2017, down from 126 in Q3 2017.
- Funds reported $237M of ProShares Short S&P500 stock for Q4 2017, down 32% quarter-over-quarter.
- 20 funds opened new ProShares Short S&P500 positions in Q4 2017 and 30 closed out, a net change of -10 holders.
- The largest ProShares Short S&P500 buyer in Q4 2017 was Jane Street, an estimated $5.27M added.
- The largest ProShares Short S&P500 seller in Q4 2017 was Morgan Stanley, an estimated $22.4M sold.
Based on aggregated 13F filings for Q4 2017.