ProShares Ultra S&P500
83 hedge funds and large institutions have $162M invested in ProShares Ultra S&P500 in 2016 Q3 according to their latest regulatory filings, with 12 funds opening new positions, 26 increasing their positions, 19 reducing their positions, and 15 closing their positions.
37% more repeat investments, than reductions
Existing positions increased: 26 | Existing positions reduced: 19
0% more funds holding in top 10
Funds holding in top 10: 3 → 3 (0)
8% less call options, than puts
Call options by funds: $137M | Put options by funds: $149M
5% less funds holding
Funds holding: 87 → 83 (-4)
7% less capital invested
Capital invested by funds: $175M → $162M (-$13.1M)
9.65% less ownership
Funds ownership: 94.57% → 84.92% (-9.6%)
20% less first-time investments, than exits
New positions opened: 12 | Existing positions closed: 15
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
TRCT
Tower Research Capital (TRC)
New York
|
+$7.41M |
| 2 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
+$4.73M |
| 3 |
Two Sigma Investments
New York
|
+$3.59M |
| 4 |
Two Sigma Advisers
New York
|
+$2.47M |
| 5 |
VKH
Virtu KCG Holdings
New York
|
+$1.72M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$21.5M |
| 2 |
JT
Jump Trading
Chicago,
Illinois
|
-$6.31M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$5.92M |
| 4 |
WAM
Wolverine Asset Management
Chicago,
Illinois
|
-$5.31M |
| 5 |
DS
DRW Securities
Chicago,
Illinois
|
-$3.88M |
SSO Hedge Fund Activity: Q3 2016 in Review
83 of the 3,759 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra S&P500 (SSO) for Q3 2016, worth a combined $162M — down 7.5% from $175M a quarter earlier.
Sellers outnumbered buyers: 15 funds closed out of SSO and 12 opened new positions — a net loss of 3 holders — while 19 trimmed existing stakes and 26 added.
The largest buyer was Tower Research Capital (TRC), adding an estimated $7.41M. The largest seller was Virtu Financial, cutting an estimated $21.5M.
- 83 institutional investors held ProShares Ultra S&P500 (SSO) as of Q3 2016, down from 87 in Q2 2016.
- Funds reported $162M of ProShares Ultra S&P500 stock for Q3 2016, down 7.5% quarter-over-quarter.
- 12 funds opened new ProShares Ultra S&P500 positions in Q3 2016 and 15 closed out, a net change of -3 holders.
- The largest ProShares Ultra S&P500 buyer in Q3 2016 was Tower Research Capital (TRC), an estimated $7.41M added.
- The largest ProShares Ultra S&P500 seller in Q3 2016 was Virtu Financial, an estimated $21.5M sold.
Based on aggregated 13F filings for Q3 2016.