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ProShares UltraShort Russell2000

31 hedge funds and large institutions have $25.5M invested in ProShares UltraShort Russell2000 in 2013 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 11 increasing their positions, 7 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

57% more repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 7

0.03% less ownership

Funds ownership: 0.16%0.13% (-0.03%)

14% less funds holding

Funds holding: 3631 (-5)

31% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 13

34% less capital invested

Capital invested by funds: $38.7M → $25.5M (-$13.2M)

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

52% less call options, than puts

Call options by funds: $2.42M | Put options by funds: $5M

Holders
31
Holders Change
-5
Holders Change %
-13.89%
% of All Funds
0.9%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.03%
New
9
Increased
11
Reduced
7
Closed
13
Calls
$2.42M
Puts
$5M
Net Calls
-$2.58M
Net Calls Change
-$2.33M
Name Holding Trade Value Shares
Change
Change in
Stake
Goldman Sachs
1
Goldman Sachs
New York
$6.34M -$515K -482 -7%
VF
2
Virtu Financial
New York
$4.87M +$5.41M +5,060 New
QCMNJ
3
Quantum Capital Management (New Jersey)
New Jersey
$4.07M +$1.85M +1,735 +69%
TRCT
4
Tower Research Capital (TRC)
New York
$3.17M +$3.05M +2,850 +646%
PSW
5
Portfolio Strategies (Washington)
Washington
$955K +$1.06M +993 New
LIM
6
Leavell Investment Management
Alabama
$887K -$73.8K -69 -7%
TH
7
Timber Hill
Connecticut
$571K +$17.1K +16 +3%
HIM
8
Hillsdale Investment Management
Ontario, Canada
$545K +$78K +73 +15%
JAM
9
Jolley Asset Management
North Carolina
$511K +$134K +125 +31%
Royal Bank of Canada
10
Royal Bank of Canada
Ontario, Canada
$469K +$292K +273 +128%
Morgan Stanley
11
Morgan Stanley
New York
$459K +$336K +314 +194%
ST
12
Scout Trading
New York
$442K +$492K +460 New
LPL Financial
13
LPL Financial
California
$390K -$125K -117 -22%
Bank of America
14
Bank of America
North Carolina
$362K +$108K +101 +37%
JT
15
Jump Trading
Illinois
$317K +$353K +330 New
SCM
16
Southport Capital Management
Tennessee
$246K +$87.7K +82 +47%
T
17
TradeWorx
New Jersey
$182K -$3.21K -3 -2%
VKH
18
Virtu KCG Holdings
New York
$132K -$347K -325 -70%
Jane Street
19
Jane Street
New York
$121K -$173K -162 -56%
CWA
20
Constellation Wealth Advisors
New York
$120K +$134K +125 New
U
21
UBS
Switzerland
$100K +$109K +102 +10,200%
Barclays
22
Barclays
United Kingdom
$67K -$109K -102 -59%
MP
23
Manifold Partners
California
$54K +$59.9K +56 New
Walleye Trading
24
Walleye Trading
New York
$40K +$22.5K +21 +105%
AIG
25
American International Group
New York
$36.1K

TWM Hedge Fund Activity: Q4 2013 in Review

31 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Russell2000 (TWM) for Q4 2013, worth a combined $25.5M — down 34% from $38.7M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of TWM and 9 opened new positions — a net loss of 4 holders — while 7 trimmed existing stakes and 11 added.

The largest buyer was Virtu Financial, opening a new position worth an estimated $5.41M. The largest seller was Brightfield Capital Management, exiting entirely with an estimated $6.82M sold.

  • 31 institutional investors held ProShares UltraShort Russell2000 (TWM) as of Q4 2013, down from 36 in Q3 2013.
  • Funds reported $25.5M of ProShares UltraShort Russell2000 stock for Q4 2013, down 34% quarter-over-quarter.
  • 9 funds opened new ProShares UltraShort Russell2000 positions in Q4 2013 and 13 closed out, a net change of -4 holders.
  • The largest ProShares UltraShort Russell2000 buyer in Q4 2013 was Virtu Financial, an estimated $5.41M added.
  • The largest ProShares UltraShort Russell2000 seller in Q4 2013 was Brightfield Capital Management, an estimated $6.82M sold.

Based on aggregated 13F filings for Q4 2013.