Rotella Capital Management’s ProShares Ultra S&P500 SSO Stock Holding History

Rotella Capital Management’s Portfolio SSO Stock Details SSO Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q2	–	Sell	-57,600	Closed	-$466K	–	561
2015 Q1	$466K	Buy	+57,600	New	+$464K	0.39%	43
2014 Q3	–	Sell	-112,000	Closed	-$810K	–	395
2014 Q2	$810K	Sell	112,000 -83,200	-43%	-$565K	0.69%	34
2014 Q1	$1.28M	Buy	+195,200	New	+$1.23M	1.57%	17
2013 Q4	–	Sell	-97,600	Closed	-$516K	–	141
2013 Q3	$516K	Buy	+97,600	New	+$511K	0.96%	32

Other funds holding SSO

TCM

Tuttle Capital Management Riverside, Connecticut $60.8M AUM 17.47% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

KAM

Kazazian Asset Management Fort Lauderdale, Florida $91.5M AUM 35.36% 1-Year Est. Return

SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return

HighTower Advisors Chicago, Illinois $94.2B AUM 21.24% 1-Year Est. Return

TFA

Toth Financial Advisory Leesburg, Virginia $1.02B AUM 28.36% 1-Year Est. Return

Gruss & Co West Palm Beach, Florida $42.8M AUM 49.41% 1-Year Est. Return

AAP

Ardsley Advisory Partners Stamford, Connecticut $960M AUM 207.76% 1-Year Est. Return

AMG

Asset Management Group Stamford, Connecticut $619M AUM 15.97% 1-Year Est. Return

Rotella Capital Management's SSO Position: Q2 2015 in Review

Rotella Capital Management sold out of ProShares Ultra S&P500 (SSO) in Q2 2015, closing a stake of 57,600 shares — an estimated $466K sold.

Rotella Capital Management first reported a position in SSO in Q3 2013 and held it in 4 quarters. The position peaked at $1.28M in Q1 2014. 81 funds tracked by Wall St. Rank hold SSO as of Q2 2015.

Rotella Capital Management reported no remaining ProShares Ultra S&P500 position as of Q2 2015 after selling out during the quarter.
Rotella Capital Management sold 57,600 ProShares Ultra S&P500 shares in Q2 2015, an estimated $466K.
Rotella Capital Management first reported a position in ProShares Ultra S&P500 in Q3 2013 and held it in 4 quarters.
Rotella Capital Management's ProShares Ultra S&P500 position peaked at $1.28M in Q1 2014.
81 funds tracked by Wall St. Rank held ProShares Ultra S&P500 as of Q2 2015.

Based on Rotella Capital Management's 13F filing for Q2 2015, filed 14 Aug 2015.