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ProShares UltraShort Russell2000

29 hedge funds and large institutions have $32.8M invested in ProShares UltraShort Russell2000 in 2016 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 9 increasing their positions, 6 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 6

11% more call options, than puts

Call options by funds: $21.7M | Put options by funds: $19.5M

0.35% less ownership

Funds ownership: 1.2%0.84% (-0.35%)

18% less capital invested

Capital invested by funds: $40.1M → $32.8M (-$7.31M)

19% less funds holding

Funds holding: 3629 (-7)

33% less funds holding in top 10

Funds holding in top 10: 32 (-1)

50% less first-time investments, than exits

New positions opened: 7 | Existing positions closed: 14

Holders
29
Holders Change
-7
Holders Change %
-19.44%
% of All Funds
0.77%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
7
Increased
9
Reduced
6
Closed
14
Calls
$21.7M
Puts
$19.5M
Net Calls
+$2.22M
Net Calls Change
+$9.77M
Name Holding Trade Value Shares
Change
Change in
Stake
PAMG
1
Patton Albertson Miller Group
Tennessee
$11.1M -$283K -311 -2%
VF
2
Virtu Financial
New York
$9.17M +$7.55M +8,291 +234%
Morgan Stanley
3
Morgan Stanley
New York
$1.58M +$1.61M +1,765 +639%
TRCT
4
Tower Research Capital (TRC)
New York
$1.55M +$1.81M +1,992 +33,200%
LPL Financial
5
LPL Financial
California
$1.26M -$720K -790 -33%
Jane Street
6
Jane Street
New York
$1.05M +$835K +916 +209%
HVC
7
Healthcare Value Capital
New Jersey
$969K -$1.14M -1,250 -50%
HighTower Advisors
8
HighTower Advisors
Illinois
$816K +$958K +1,052 New
Barclays
9
Barclays
United Kingdom
$806K +$100K +110 +12%
KJHP
10
K.J. Harrison & Partners
Ontario, Canada
$775K +$911K +1,000 New
Two Sigma Advisers
11
Two Sigma Advisers
New York
$488K -$1.03M -1,130 -64%
WP
12
WealthSource Partners
California
$485K +$569K +625 New
AIG
13
American International Group
New York
$444K +$240K +263 +85%
TH
14
Timber Hill
Connecticut
$435K -$239K -262 -32%
Walleye Trading
15
Walleye Trading
New York
$423K +$44.6K +49 +10%
BCM
16
Bourgeon Capital Management
Connecticut
$388K +$456K +500 New
VKH
17
Virtu KCG Holdings
New York
$303K -$159K -174 -31%
Royal Bank of Canada
18
Royal Bank of Canada
Ontario, Canada
$233K +$87.5K +96 +47%
Simplex Trading
19
Simplex Trading
Illinois
$176K +$117K +128 +128%
Bank of America
20
Bank of America
North Carolina
$155K
LTFS
21
Ladenburg Thalmann Financial Services
Florida
$81K
Toronto Dominion Bank
22
Toronto Dominion Bank
Ontario, Canada
$62K
SF
23
Synovus Financial
Georgia
$29K
WTB
24
Washington Trust Bank
Washington
$28K +$32.8K +36 New
FANJ
25
Financial Architects (New Jersey)
New Jersey
$12K +$13.7K +15 New

TWM Hedge Fund Activity: Q1 2016 in Review

29 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Russell2000 (TWM) for Q1 2016, worth a combined $32.8M — down 18% from $40.1M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of TWM and 7 opened new positions — a net loss of 7 holders — while 6 trimmed existing stakes and 9 added.

The largest buyer was Virtu Financial, adding an estimated $7.55M. The largest seller was SG Americas Securities, exiting entirely with an estimated $7.86M sold.

  • 29 institutional investors held ProShares UltraShort Russell2000 (TWM) as of Q1 2016, down from 36 in Q4 2015.
  • Funds reported $32.8M of ProShares UltraShort Russell2000 stock for Q1 2016, down 18% quarter-over-quarter.
  • 7 funds opened new ProShares UltraShort Russell2000 positions in Q1 2016 and 14 closed out, a net change of -7 holders.
  • The largest ProShares UltraShort Russell2000 buyer in Q1 2016 was Virtu Financial, an estimated $7.55M added.
  • The largest ProShares UltraShort Russell2000 seller in Q1 2016 was SG Americas Securities, an estimated $7.86M sold.

Based on aggregated 13F filings for Q1 2016.