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ProShares Ultra S&P500
SSO

96 hedge funds and large institutions have $518M invested in ProShares Ultra S&P500 in 2014 Q3 according to their latest regulatory filings, with 16 funds opening new positions, 19 increasing their positions, 42 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

4% less funds holding

Funds holding: 100 → 96 (-4)

20% less first-time investments, than exits

New positions opened: 16 | Existing positions closed: 20

25% less funds holding in top 10

Funds holding in top 10: 8 → 6 (-2)

29% less call options, than puts

Call options by funds: $171M | Put options by funds: $242M

42% less capital invested

Capital invested by funds: $893M → $518M (-$375M)

55% less repeat investments, than reductions

Existing positions increased: 19 | Existing positions reduced: 42

194.42% less ownership

Funds ownership: 590.68% → 396.26% (-194%)

Holders
96
Holders Change
-4
Holders Change %
-4%
% of All Funds
2.79%
Holding in Top 10
6
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-25%
% of All Funds
0.17%
New
16
Increased
19
Reduced
42
Closed
20
Calls
$171M
Puts
$242M
Net Calls
-$71.1M
Net Calls Change
-$114M

Top Buyers

1
Two Sigma Investments
Two Sigma Investments
New York
+$37.9M
2
TCM
Tuttle Capital Management
Connecticut
+$32.8M
3
Two Sigma Advisers
Two Sigma Advisers
New York
+$18.1M
4
SCP
Syntal Capital Partners
Texas
+$5.21M
5
Millennium Management
Millennium Management
New York
+$4.33M

Top Sellers

1
GHF
Good Harbor Financial
Illinois
-$275M
2
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
-$50.7M
3
Goldman Sachs
Goldman Sachs
New York
-$31.8M
4
GC
Guggenheim Capital
Illinois
-$24.1M
5
PI
Placemark Investments
Illinois
-$19.3M
Name Holding Trade Value Shares
Change 		Change in
Stake
AMG
26
Asset Management Group
Connecticut
$2.09M +$1.53K +208 +0.1%
ACM
27
Argentus Capital Management
Texas
$2.01M -$4.42M -600,000 -69%
AP
28
Advisors Preferred
Maryland
$2M -$2.96M -402,016 -60%
PFS
29
Prospera Financial Services
Texas
$1.95M -$504K -68,368 -20%
PAG
30
Private Advisor Group
New Jersey
$1.85M +$220K +29,808 +13%
T
31
TradeWorx
New Jersey
$1.6M +$1.6M +217,184 New
PP
32
Pension Partners
New York
$1.45M +$1.45M +196,528 New
CICI
33
Capital Investment Counsel Inc
North Carolina
$1.36M -$25.9K -3,520 -2%
Cambridge Investment Research Advisors
34
Cambridge Investment Research Advisors
Iowa
$1.29M -$81K -10,992 -6%
Bank of America
35
Bank of America
North Carolina
$1.21M -$584K -79,216 -33%
VKH
36
Virtu KCG Holdings
New York
$1.15M -$6.09M -825,552 -84%
Citadel Advisors
37
Citadel Advisors
Florida
$1.07M +$399K +54,096 +59%
U
38
UBS
Switzerland
$1.04M +$352K +47,744 +51%
PWAP
39
Private Wealth Advisors (Pennsylvania)
Pennsylvania
$1.01M -$13.6K -1,840 -1%
PSW
40
Portfolio Strategies (Washington)
Washington
$937K +$939K +127,440 New
CPSAC
41
Chas P. Smith & Associates (CPS)
Florida
$915K -$4.13K -560 -0.4%
EWA
42
Exencial Wealth Advisors
Oklahoma
$723K +$105K +14,208 +17%
CS
43
Credit Suisse
Switzerland
$715K -$395K -53,648 -36%
PCM
44
Prelude Capital Management
New York
$688K – – –
FNBTCON
45
First National Bank & Trust Co of Newtown
Pennsylvania
$621K – – –
Creative Planning
46
Creative Planning
Kansas
$601K +$29.5K +4,000 +5%
GA
47
Geneva Advisors
Illinois
$590K – – –
HFS
48
HL Financial Services
Kentucky
$585K -$665K -90,256 -53%
DSN
49
D. Scott Neal
Kentucky
$582K – – –
Citigroup
50
Citigroup
New York
$557K -$344K -46,656 -38%
1
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3 4 5

SSO Hedge Fund Activity: Q3 2014 in Review

96 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra S&P500 (SSO) for Q3 2014, worth a combined $518M — down 42% from $893M a quarter earlier.

Sellers outnumbered buyers: 20 funds closed out of SSO and 16 opened new positions — a net loss of 4 holders — while 42 trimmed existing stakes and 19 added.

The largest buyer was Two Sigma Investments, adding an estimated $37.9M. The largest seller was Good Harbor Financial, cutting an estimated $275M.

  • 96 institutional investors held ProShares Ultra S&P500 (SSO) as of Q3 2014, down from 100 in Q2 2014.
  • Funds reported $518M of ProShares Ultra S&P500 stock for Q3 2014, down 42% quarter-over-quarter.
  • 16 funds opened new ProShares Ultra S&P500 positions in Q3 2014 and 20 closed out, a net change of -4 holders.
  • The largest ProShares Ultra S&P500 buyer in Q3 2014 was Two Sigma Investments, an estimated $37.9M added.
  • The largest ProShares Ultra S&P500 seller in Q3 2014 was Good Harbor Financial, an estimated $275M sold.

Based on aggregated 13F filings for Q3 2014.