ProShares Ultra S&P500
99 hedge funds and large institutions have $196M invested in ProShares Ultra S&P500 in 2017 Q1 according to their latest regulatory filings, with 21 funds opening new positions, 22 increasing their positions, 33 reducing their positions, and 11 closing their positions.
91% more first-time investments, than exits
New positions opened: 21 | Existing positions closed: 11
22% more capital invested
Capital invested by funds: $161M → $196M (+$35.4M)
17% more funds holding in top 10
Funds holding in top 10: 6 → 7 (+1)
10% more funds holding
Funds holding: 90 → 99 (+9)
9.9% more ownership
Funds ownership: 74.71% → 84.61% (+9.9%)
22% less call options, than puts
Call options by funds: $71.2M | Put options by funds: $91.2M
33% less repeat investments, than reductions
Existing positions increased: 22 | Existing positions reduced: 33
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Two Sigma Investments
New York
|
+$15.2M |
| 2 |
AG
Advisor Group
Phoenix,
Arizona
|
+$9.36M |
| 3 |
Envestnet Asset Management
Chicago,
Illinois
|
+$7.02M |
| 4 |
TCM
Tuttle Capital Management
Riverside,
Connecticut
|
+$4.53M |
| 5 |
VEA
Virtus ETF Advisers
New York
|
+$4.52M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Goldman Sachs
New York
|
-$21.2M |
| 2 |
DS
DRW Securities
Chicago,
Illinois
|
-$7.22M |
| 3 |
TH
Timber Hill
Greenwich,
Connecticut
|
-$3.67M |
| 4 |
TAT
TD Ameritrade Trust
Denver,
Colorado
|
-$2.17M |
| 5 |
ACM
Avalon Capital Management
Port Of Redwood City,
California
|
-$2.08M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
101
Jane Street
New York
| – | -$1.71M | -166,928 | Closed |
|
102
SG Americas Securities
New York
| – | -$1.45M | -152,592 | Closed |
|
103
Cambridge Investment Research Advisors
Fairfield,
Iowa
| – | -$950K | -99,840 | Closed |
|
104
Fiera Capital (Canada)
Montreal,
Quebec, Canada
| – | -$582K | -61,200 | Closed |
|
|
ACP
105
Aveo Capital Partners
Englewood,
Colorado
| – | -$520K | -54,608 | Closed |
|
|
FTUS
106
Flow Traders U.S.
New York
| – | -$341K | -35,824 | Closed |
|
|
MC
107
Moors & Cabot
Boston,
Massachusetts
| – | -$289K | -30,440 | Closed |
|
|
MWM
108
Meridian Wealth Management
Lexington,
Kentucky
| – | -$224K | -23,520 | Closed |
|
|
EDRH
109
Edmond de Rothschild Holding
Chambesy,
Switzerland
| – | -$76K | -8,000 | Closed |
|
SSO Hedge Fund Activity: Q1 2017 in Review
99 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra S&P500 (SSO) for Q1 2017, worth a combined $196M — up 22% from $161M a quarter earlier.
Buyers outnumbered sellers: 21 funds opened new SSO positions and 11 closed out — a net gain of 10 holders — while 22 added to existing stakes and 33 trimmed.
The largest buyer was Two Sigma Investments, opening a new position worth an estimated $15.2M. The largest seller was Goldman Sachs, cutting an estimated $21.2M.
- 99 institutional investors held ProShares Ultra S&P500 (SSO) as of Q1 2017, up from 90 in Q4 2016.
- Funds reported $196M of ProShares Ultra S&P500 stock for Q1 2017, up 22% quarter-over-quarter.
- 21 funds opened new ProShares Ultra S&P500 positions in Q1 2017 and 11 closed out, a net change of +10 holders.
- The largest ProShares Ultra S&P500 buyer in Q1 2017 was Two Sigma Investments, an estimated $15.2M added.
- The largest ProShares Ultra S&P500 seller in Q1 2017 was Goldman Sachs, an estimated $21.2M sold.
Based on aggregated 13F filings for Q1 2017.