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ProShares UltraShort Russell2000

37 hedge funds and large institutions have $36.4M invested in ProShares UltraShort Russell2000 in 2014 Q4 according to their latest regulatory filings, with 12 funds opening new positions, 12 increasing their positions, 8 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

74% more call options, than puts

Call options by funds: $19.4M | Put options by funds: $11.1M

50% more repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 8

0.31% less ownership

Funds ownership: 1.28%0.96% (-0.31%)

14% less funds holding

Funds holding: 4337 (-6)

29% less first-time investments, than exits

New positions opened: 12 | Existing positions closed: 17

33% less funds holding in top 10

Funds holding in top 10: 32 (-1)

58% less capital invested

Capital invested by funds: $87.5M → $36.4M (-$51.1M)

Holders
37
Holders Change
-6
Holders Change %
-13.95%
% of All Funds
0.99%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
12
Increased
12
Reduced
8
Closed
17
Calls
$19.4M
Puts
$11.1M
Net Calls
+$8.27M
Net Calls Change
-$9.93M
Name Holding Trade Value Shares
Change
Change in
Stake
BCM
1
Brightfield Capital Management
New York
$7.13M +$2.89M +3,250 +57%
VF
2
Virtu Financial
New York
$5.91M +$1.64M +1,847 +33%
HVC
3
Healthcare Value Capital
New Jersey
$3.96M -$5.56M -6,250 -56%
CA
4
Commerzbank Aktiengesellschaft
Germany
$2.6M +$1.11M +1,246 +61%
TRCT
5
Tower Research Capital (TRC)
New York
$1.84M +$2.07M +2,329 New
Two Sigma Advisers
6
Two Sigma Advisers
New York
$1.83M -$3M -3,375 -59%
Barclays
7
Barclays
United Kingdom
$1.66M +$1.46M +1,640 +333%
Susquehanna International Group
8
Susquehanna International Group
Pennsylvania
$1.33M +$1.2M +1,352 +411%
LPL Financial
9
LPL Financial
California
$1.33M -$305K -343 -17%
WSTAM
10
Wilbanks Smith & Thomas Asset Management
Virginia
$1.12M +$1.26M +1,420 New
Morgan Stanley
11
Morgan Stanley
New York
$979K -$727K -818 -40%
PSW
12
Portfolio Strategies (Washington)
Washington
$903K +$1.01M +1,140 New
QC
13
QCM Cayman
Texas
$871K +$336K +378 +52%
Jane Street
14
Jane Street
New York
$816K +$917K +1,031 New
ST
15
Sentinel Trust
Texas
$761K
IA
16
IndexIQ Advisors
New York
$709K +$51.6K +58 +9%
TSS
17
Two Sigma Securities
New York
$580K +$651K +732 New
BCM
18
Bourgeon Capital Management
Connecticut
$396K +$445K +500 New
Goldman Sachs
19
Goldman Sachs
New York
$280K -$4.74M -5,336 -94%
VKH
20
Virtu KCG Holdings
New York
$246K +$276K +311 New
Citadel Advisors
21
Citadel Advisors
Florida
$177K +$199K +224 New
WA
22
WFG Advisors
Texas
$165K +$16.9K +19 +10%
Bank of America
23
Bank of America
North Carolina
$162K -$16.9K -19 -9%
Citigroup
24
Citigroup
New York
$148K +$125K +141 +313%
UBS Group
25
UBS Group
Switzerland
$108K +$122K +137 New

TWM Hedge Fund Activity: Q4 2014 in Review

37 of the 3,750 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Russell2000 (TWM) for Q4 2014, worth a combined $36.4M — down 58% from $87.5M a quarter earlier.

Sellers outnumbered buyers: 17 funds closed out of TWM and 12 opened new positions — a net loss of 5 holders — while 8 trimmed existing stakes and 12 added.

The largest buyer was Brightfield Capital Management, adding an estimated $2.89M. The largest seller was Two Sigma Investments, exiting entirely with an estimated $10.1M sold.

  • 37 institutional investors held ProShares UltraShort Russell2000 (TWM) as of Q4 2014, down from 43 in Q3 2014.
  • Funds reported $36.4M of ProShares UltraShort Russell2000 stock for Q4 2014, down 58% quarter-over-quarter.
  • 12 funds opened new ProShares UltraShort Russell2000 positions in Q4 2014 and 17 closed out, a net change of -5 holders.
  • The largest ProShares UltraShort Russell2000 buyer in Q4 2014 was Brightfield Capital Management, an estimated $2.89M added.
  • The largest ProShares UltraShort Russell2000 seller in Q4 2014 was Two Sigma Investments, an estimated $10.1M sold.

Based on aggregated 13F filings for Q4 2014.