ProShares UltraShort Russell2000
28 hedge funds and large institutions have $31.8M invested in ProShares UltraShort Russell2000 in 2015 Q1 according to their latest regulatory filings, with 2 funds opening new positions, 10 increasing their positions, 8 reducing their positions, and 10 closing their positions.
25% more repeat investments, than reductions
Existing positions increased: 10 | Existing positions reduced: 8
15% more call options, than puts
Call options by funds: $4.96M | Put options by funds: $4.3M
0.05% more ownership
Funds ownership: 0.96% → 1.01% (+0.05%)
0% more funds holding in top 10
Funds holding in top 10: 2 → 2 (0)
13% less capital invested
Capital invested by funds: $36.4M → $31.8M (-$4.68M)
24% less funds holding
Funds holding: 37 → 28 (-9)
80% less first-time investments, than exits
New positions opened: 2 | Existing positions closed: 10
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
HVC
Healthcare Value Capital
Woodcliff Lake,
New Jersey
|
+$3.86M |
| 2 |
TRCT
Tower Research Capital (TRC)
New York
|
+$1.94M |
| 3 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
+$787K |
| 4 |
TH
Timber Hill
Greenwich,
Connecticut
|
+$666K |
| 5 |
BCM
Bourgeon Capital Management
Darien,
Connecticut
|
+$578K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CA
Commerzbank Aktiengesellschaft
Frankfurt,
Germany
|
-$2.6M |
| 2 |
Two Sigma Advisers
New York
|
-$1.83M |
| 3 |
Barclays
London,
United Kingdom
|
-$1.45M |
| 4 |
WSTAM
Wilbanks Smith & Thomas Asset Management
Norfolk,
Virginia
|
-$1.12M |
| 5 |
TSS
Two Sigma Securities
New York
|
-$580K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
First Manhattan
New York
| $4K | – | – | – |
|
27
Canada Life
Winnipeg,
Manitoba, Canada
| $1K | – | – | – |
|
|
CA
28
Commerzbank Aktiengesellschaft
Frankfurt,
Germany
| – | -$2.6M | -3,288 | Closed |
|
|
29
Two Sigma Advisers
New York
| – | -$1.83M | -2,310 | Closed |
|
|
WSTAM
30
Wilbanks Smith & Thomas Asset Management
Norfolk,
Virginia
| – | -$1.12M | -1,420 | Closed |
|
|
TSS
31
Two Sigma Securities
New York
| – | -$580K | -732 | Closed |
|
|
VKH
32
Virtu KCG Holdings
New York
| – | -$246K | -311 | Closed |
|
33
Citadel Advisors
Miami,
Florida
| – | -$172K | -223 | -100% |
|
34
Citigroup
New York
| – | -$148K | -186 | Closed |
|
35
UBS Group
Zurich,
Switzerland
| – | -$106K | -137 | Closed |
|
36
Wells Fargo
San Francisco,
California
| – | -$99K | -125 | Closed |
|
37
Walleye Trading
New York
| – | -$19.3K | -25 | Closed |
|
38
US Bancorp
Minneapolis,
Minnesota
| – | -$4K | -5 | Closed |
|
|
AIG
39
American International Group
New York
| – | -$158 | – | – |
|
TWM Hedge Fund Activity: Q1 2015 in Review
28 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Russell2000 (TWM) for Q1 2015, worth a combined $31.8M — down 13% from $36.4M a quarter earlier.
Sellers outnumbered buyers: 10 funds closed out of TWM and 2 opened new positions — a net loss of 8 holders — while 8 trimmed existing stakes and 10 added.
The largest buyer was Healthcare Value Capital, adding an estimated $3.86M. The largest seller was Commerzbank Aktiengesellschaft, exiting entirely with an estimated $2.6M sold.
- 28 institutional investors held ProShares UltraShort Russell2000 (TWM) as of Q1 2015, down from 37 in Q4 2014.
- Funds reported $31.8M of ProShares UltraShort Russell2000 stock for Q1 2015, down 13% quarter-over-quarter.
- 2 funds opened new ProShares UltraShort Russell2000 positions in Q1 2015 and 10 closed out, a net change of -8 holders.
- The largest ProShares UltraShort Russell2000 buyer in Q1 2015 was Healthcare Value Capital, an estimated $3.86M added.
- The largest ProShares UltraShort Russell2000 seller in Q1 2015 was Commerzbank Aktiengesellschaft, an estimated $2.6M sold.
Based on aggregated 13F filings for Q1 2015.