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ProShares UltraShort Russell2000

43 hedge funds and large institutions have $87.5M invested in ProShares UltraShort Russell2000 in 2014 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 10 increasing their positions, 12 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more funds holding in top 10

Funds holding in top 10: 13 (+2)

117% more call options, than puts

Call options by funds: $33.8M | Put options by funds: $15.6M

75% more first-time investments, than exits

New positions opened: 14 | Existing positions closed: 8

49% more capital invested

Capital invested by funds: $58.9M → $87.5M (+$28.6M)

13% more funds holding

Funds holding: 3843 (+5)

0.2% more ownership

Funds ownership: 1.08%1.28% (+0.2%)

17% less repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 12

Holders
43
Holders Change
+5
Holders Change %
+13.16%
% of All Funds
1.25%
Holding in Top 10
3
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+200%
% of All Funds
0.09%
New
14
Increased
10
Reduced
12
Closed
8
Calls
$33.8M
Puts
$15.6M
Net Calls
+$18.2M
Net Calls Change
+$4.91M
Name Holding Trade Value Shares
Change
Change in
Stake
HVC
1
Healthcare Value Capital
New Jersey
$11.1M +$9.12M +10,000 +800%
Two Sigma Investments
2
Two Sigma Investments
New York
$10.1M +$6.47M +7,090 +223%
FAAM
3
First Allied Asset Management
California
$8.01M +$7.39M +8,104 New
BCM
4
Brightfield Capital Management
New York
$5.66M
Goldman Sachs
5
Goldman Sachs
New York
$5.6M -$880K -965 -15%
Two Sigma Advisers
6
Two Sigma Advisers
New York
$5.6M +$5.19M +5,685 New
VF
7
Virtu Financial
New York
$5.52M -$2.68M -2,940 -34%
HCMT
8
Highland Capital Management (Texas)
Texas
$5.32M -$14.4M -15,805 -75%
TH
9
Timber Hill
Connecticut
$3.25M +$1.28M +1,408 +74%
BIC
10
Beach Investment Counsel
Pennsylvania
$3.2M +$1.83M +2,007 +162%
SAMT
11
Select Asset Management & Trust
Pennsylvania
$2.71M +$2.51M +2,750 New
Royal Bank of Canada
12
Royal Bank of Canada
Ontario, Canada
$2.37M -$172K -188 -7%
LPL Financial
13
LPL Financial
California
$2.04M +$75.7K +83 +4%
Morgan Stanley
14
Morgan Stanley
New York
$2.02M +$1.18M +1,294 +170%
CA
15
Commerzbank Aktiengesellschaft
Germany
$2.01M +$1.86M +2,042 New
HIM
16
Hanlon Investment Management
New Jersey
$1.72M +$1.6M +1,750 New
LIM
17
Leavell Investment Management
Alabama
$1.27M -$146K -160 -11%
SAG
18
Sterne Agee Group
Alabama
$1.24M +$1.18M +1,294 New
JAM
19
Jolley Asset Management
North Carolina
$1.21M
ACM
20
Avalon Capital Management
California
$1.15M +$1.06M +1,166 New
CCM
21
Cadence Capital Management
Massachusetts
$1.09M +$667K +731 +193%
ST
22
Sentinel Trust
Texas
$946K +$877K +961 New
QC
23
QCM Cayman
Texas
$711K -$214K -235 -25%
IA
24
IndexIQ Advisors
New York
$652K -$144K -158 -19%
HIM
25
Hillsdale Investment Management
Ontario, Canada
$490K -$249K -273 -35%

TWM Hedge Fund Activity: Q3 2014 in Review

43 of the 3,448 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Russell2000 (TWM) for Q3 2014, worth a combined $87.5M — up 49% from $58.9M a quarter earlier.

Buyers outnumbered sellers: 14 funds opened new TWM positions and 8 closed out — a net gain of 6 holders — while 10 added to existing stakes and 12 trimmed.

The largest buyer was Healthcare Value Capital, adding an estimated $9.12M. The largest seller was Highland Capital Management (Texas), cutting an estimated $14.4M.

  • 43 institutional investors held ProShares UltraShort Russell2000 (TWM) as of Q3 2014, up from 38 in Q2 2014.
  • Funds reported $87.5M of ProShares UltraShort Russell2000 stock for Q3 2014, up 49% quarter-over-quarter.
  • 14 funds opened new ProShares UltraShort Russell2000 positions in Q3 2014 and 8 closed out, a net change of +6 holders.
  • The largest ProShares UltraShort Russell2000 buyer in Q3 2014 was Healthcare Value Capital, an estimated $9.12M added.
  • The largest ProShares UltraShort Russell2000 seller in Q3 2014 was Highland Capital Management (Texas), an estimated $14.4M sold.

Based on aggregated 13F filings for Q3 2014.