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ProShares Ultra S&P500

100 hedge funds and large institutions have $893M invested in ProShares Ultra S&P500 in 2014 Q2 according to their latest regulatory filings, with 23 funds opening new positions, 20 increasing their positions, 45 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

53% more first-time investments, than exits

New positions opened: 23 | Existing positions closed: 15

25% more call options, than puts

Call options by funds: $215M | Put options by funds: $171M

8% more funds holding

Funds holding: 93100 (+7)

33% less funds holding in top 10

Funds holding in top 10: 128 (-4)

48% less capital invested

Capital invested by funds: $1.7B → $893M (-$810M)

56% less repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 45

258.42% less ownership

Funds ownership: 849.1%590.68% (-258%)

Holders
100
Holders Change
+7
Holders Change %
+7.53%
% of All Funds
2.87%
Holding in Top 10
8
Holding in Top 10 Change
-4
Holding in Top 10 Change %
-33.33%
% of All Funds
0.23%
New
23
Increased
20
Reduced
45
Closed
15
Calls
$215M
Puts
$171M
Net Calls
+$43.4M
Net Calls Change
+$47.7M
Name Holding Trade Value Shares
Change
Change in
Stake
AMG
26
Asset Management Group
Connecticut
$2.06M +$543 +80 +0%
Bank of America
27
Bank of America
North Carolina
$1.76M -$455K -67,040 -22%
PAG
28
Private Advisor Group
New Jersey
$1.6M +$2.28K +336 +0.2%
WAM
29
Wolverine Asset Management
Illinois
$1.47M +$1.38M +203,200 New
AIG
30
American International Group
New York
$1.47M -$280K -41,152 -17%
CT
31
CMT Trading
Illinois
$1.44M +$1.35M +198,592 New
Two Sigma Advisers
32
Two Sigma Advisers
New York
$1.41M +$1.32M +194,880 New
LWM
33
Lyons Wealth Management
Florida
$1.4M -$2.95M -433,600 -69%
CICI
34
Capital Investment Counsel Inc
North Carolina
$1.36M -$81.9K -12,064 -6%
Cambridge Investment Research Advisors
35
Cambridge Investment Research Advisors
Iowa
$1.35M -$621K -91,440 -33%
HFS
36
HL Financial Services
Kentucky
$1.23M -$1.29M -190,416 -53%
Morgan Stanley
37
Morgan Stanley
New York
$1.12M -$1.19M -174,912 -53%
Barclays
38
Barclays
United Kingdom
$1.11M -$388K -57,088 -27%
CS
39
Credit Suisse
Switzerland
$1.09M -$187K -27,472 -15%
PWAP
40
Private Wealth Advisors (Pennsylvania)
Pennsylvania
$1.01M -$53.6K -7,888 -5%
BRWA
41
B. Riley Wealth Advisors
Florida
$980K -$1.3M -191,424 -43%
Nomura Holdings
42
Nomura Holdings
Japan
$959K +$900K +132,512 New
CPSAC
43
Chas P. Smith & Associates (CPS)
Florida
$904K -$1.66M -244,816 -66%
Natixis Advisors
44
Natixis Advisors
Massachusetts
$895K -$7.16M -1,053,584 -89%
Citigroup
45
Citigroup
New York
$885K +$602K +88,656 +263%
RCM
46
Rotella Capital Management
Washington
$810K -$565K -83,200 -43%
BCM
47
Beck Capital Management
Texas
$784K +$43.4K +6,384 +6%
PCM
48
Prelude Capital Management
New York
$677K -$717K -105,600 -53%
U
49
UBS
Switzerland
$676K +$301K +44,256 +90%
Citadel Advisors
50
Citadel Advisors
Florida
$664K +$624K +91,792 New

SSO Hedge Fund Activity: Q2 2014 in Review

100 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra S&P500 (SSO) for Q2 2014, worth a combined $893M — down 48% from $1.7B a quarter earlier.

Buyers outnumbered sellers: 23 funds opened new SSO positions and 15 closed out — a net gain of 8 holders — while 20 added to existing stakes and 45 trimmed.

The largest buyer was Goldman Sachs, adding an estimated $26.5M. The largest seller was Good Harbor Financial, cutting an estimated $738M.

  • 100 institutional investors held ProShares Ultra S&P500 (SSO) as of Q2 2014, up from 93 in Q1 2014.
  • Funds reported $893M of ProShares Ultra S&P500 stock for Q2 2014, down 48% quarter-over-quarter.
  • 23 funds opened new ProShares Ultra S&P500 positions in Q2 2014 and 15 closed out, a net change of +8 holders.
  • The largest ProShares Ultra S&P500 buyer in Q2 2014 was Goldman Sachs, an estimated $26.5M added.
  • The largest ProShares Ultra S&P500 seller in Q2 2014 was Good Harbor Financial, an estimated $738M sold.

Based on aggregated 13F filings for Q2 2014.