Data Powering Decisions. Workflow Printing Transactions.
The Standard for Long and Short Positioning.
S3 Partners has created and defined the Positioning market data category. Our platform gives institutional investors the information to deploy capital confidently, understand market crowding, and assess investment capacity.
We invented: daily Short Interest, Long Interest, Crowding, Squeeze Score, Battleground Stocks, Cohort Behavior, Pricing and Mapping the Prime Brokerage market — because clients asked us to. Together.
Our Plaid-like translation layer unifies capital markets data into uniquely AI-resilient infrastructure: the foundation machine learning and AI models use for capital markets.
6 Categories Are the Fin Data Stack. Positioning is #7. S3 Made It.
Data, Analytics, and Plaid-Like Workflow for the Institutional Investment Community.
S3 provides a complete view of long and short positioning across global markets, paired with analytics that surface crowding, liquidity, and financing, and workflow platforms that turn positioning data into business speed and intelligence.
Long: Long Interest, Crowding, Positioning, Number of Holders, Concentration, Liquidity, and Float.
Information In. Intelligence Out.
The value of S3 data is to know an investment's capacity and to deploy capital safely. Either you know something the market does not, or the market knows something you do not. Either way, S3 surfaces it. You walk into every position knowing where the crowd is, what it costs, and what the risk really is.
The Modern Market Has Structural Distortions the Old Data Stack Cannot See.
Index funds and ETFs now own more than 70% of the average large-cap equity. Those shares are mechanically locked, but the old data stack treats them as tradable float. Short selling creates additional long positions that are not accounted for. Regulatory short disclosure data is stale by weeks. Most providers use securities lending data as a proxy for short interest, which is single-sourced, noisy, and inflates apparent short interest with borrows used for settlements, financing trades, and matched-book activity.
S3 closes those gaps:
Six Components are Required to Deliver Positioning as a Financial Market Data Category. S3 Has All Six.
True Short Interest. Not a Proxy.
S3 Is the Only Provider of True Daily Global Short Interest.
Most short interest data is from one of two sources: securities lending data, or exchange and regulatory filings. Both have material structural gaps. S3 combines them with aggregated and anonymized buy-side positioning to deliver true daily global short interest, the same standard institutional clients use to make trading decisions.
| S3 Short Interest | Securities Lending Data | Regulatory Data | |
|---|---|---|---|
| Source | True Short Interest. Settled short exposure. | Other Providers. Stock loan and borrow activity used as a proxy. | Public Domain. Exchange and regulatory filings. |
| Comprehensive machine-learning multi-source model: aggregated and anonymized buy-side positions (hedge funds and asset managers), sell-side bank and broker securities lending data, exchange-reported short interest, and global regulatory filings. | Single-sourced and noisy. Inflates apparent short interest. Includes borrows and loans used for settlements, financing trades, and matched-book activity unrelated to short selling. | Stale by weeks. Unreported in some global markets. | |
| Only provider of true global daily short interest. | Underreports true short interest. Prime broker internalization and rehypothecation never hit the securities lending market. | Misses intra-period sentiment shifts, squeeze build-ups, and event-driven activity. | |
| Daily delivery. Never stale. | Misses intra-period sentiment shifts, squeeze build-ups, and event-driven activity. Insufficient as a standalone signal for risk, alpha, or execution decisions. | Insufficient as a standalone signal for risk, alpha, or execution decisions. |
Securities lending markets are opaque. Regulatory filings are stale. Together, they tell you only part of the story. S3 fills the gaps with aggregated and anonymized buy-side positioning so the data reflects what short positioning is on every security, every day.
Every Layer of the Stack. Delivered Where Institutions Already Work.
Raw data feeds for the warehouse. Apps and terminal integrations where teams already work. Workflow platforms that turn positioning into decisions.
MAP · Markets Analytics & Positioning
Daily cohort-level long positioning.
- Daily long positioning across 47K+ global equities.
- Sourced from real-time regulatory and exchange feeds across 100+ countries: SEC, BaFin, UKSR, ASIC, CVM, and others.
- 2,500+ hedge fund managers segmented across 11 proprietary cohorts.
- Proprietary Long Crowded and Ownership Diversification scores.
- Days-to-Liquidate at 10-, 30-, 90-day windows on every security.
- Delivered via SFTP, Snowflake, and Goldman Sachs Marquee. Native Bloomberg app via BMAP.
Long Interest
AI-powered predictive weekly long positioning, 45 days ahead of global regulatory filings.
- Weekly projections of institutional long holdings across 37K+ global equities.
- Segments every position into Active, Passive, or Hedge Fund Manager.
- Machine-learning predictive model reconciled against direct regulatory feeds across 100+ countries.
- Validated accuracy across US, European, and APAC markets.
- Delivered via SFTP, API, Snowflake, Bloomberg, and Goldman Sachs Marquee.
Short Interest
True daily short interest, globally.
- Daily short interest across 65K+ global securities.
- Sourced from aggregated and anonymized buy-side positions, sell-side bank and broker securities lending data, exchange-reported short interest, and global regulatory filings.
- Paired with the full financing picture: bid, offer, and last rates on every security.
- Proprietary Crowded and Squeeze Risk scores.
- Float-aware exposure, utilization, and multi-tenor days-to-cover.
- Delivered via SFTP, API, Snowflake, Bloomberg, Goldman Sachs Marquee, AWS, FactSet, Omega Point.
Disclosures
Regulatory short position filings, normalized globally.
- Named-position short disclosure coverage across 100+ countries.
- Normalized for consistent downstream analysis.
- Point-in-time and revised feeds.
- Same delivery cadence as Short Interest.
Black App on Bloomberg
Award-winning short interest and securities finance app.
- Native Bloomberg App Store application.
- Real-time short interest, financing rates, and Crowded and Squeeze Risk scores.
- Squeeze risk, utilization, and days-to-cover on every security.
- Screening, alerting, charting, and drill-down from index to security.
BMAP on Bloomberg
Long positioning and crowding on Bloomberg.
- Native Bloomberg App Store application for long-side positioning.
- Entity- and cohort-level holdings analytics.
- Screening across Long Crowded, Short Crowded, Long Interest, Ownership Score, and Battleground securities.
- Top-holder breakouts and hedge fund concentration by cohort.
S3 on Bloomberg
One partnership. Full access across the Bloomberg ecosystem.
- Yellow Key terminal functions: TRST, CNVA, FLDS, W.
- BQL formulas in Excel for retrieval, filtering, and computation on S3 fields.
- Single Security and Bulk Data License with delivery via SFTP, REST API, and major cloud providers.
Black App Web
Full short-side coverage on any device. No terminal required.
- Browser-based access to the full S3 short-side dataset.
- Same data lake as the rest of the suite.
Blacklight
Plaid-like technology: One view of positions and balances, firm-wide.
- Connects 50+ prime brokers, ISDA counterparties, custodians, and lending agents into one reconciled data layer.
- Aggregates long, short, synthetics, cash, and collateral into one reporting suite.
- Real-time margin and collateral dashboards at fund and platform level.
- Wallet Analysis with one-click drill-down to position and rate detail.
- Rate Improvement Blotter, Financing TCA, and Lending TCA dashboards built in.
Blackwire
Your financing rates are negotiable.
- Rate Improvement Blotter benchmarks borrows and lent longs against the S3 Market Composite. Discover potential income-generating positions to lend based on borrow demand.
- One-click rate improvement requests, typically driving an 80% counterparty response.
- Financing and Lending TCA dashboards automatically track realized savings.
- Rate Dispersion view across every counterparty.
Blackline
Document review, negotiation, and benchmarking.
- Expert negotiation of prime brokerage, derivative, trading, lending, and custody agreements across 130+ document types.
- Proprietary library of 10,000+ negotiated documents reveals the bid-ask on every clause.
- Counterparty risk scorecard benchmarks your terms against peer groups.
- Secure web repository for every agreement, accessible from any device.
Locates
The complete locate lifecycle in one workflow.
- Locate request, approval, audit, and reporting on one platform.
- Pre-borrow and overnight workflows across global prime brokers.
S3 Is Available Everywhere That Matters
Our data lives inside the terminals, platforms, and warehouses your team is already using. No new infrastructure. No new workflow.
Every Seat in the Trade Lifecycle.
Positioning data matters across the institutional investment community. Our framework is built to serve the unique decision-making processes of both buy-side and sell-side professionals.
What Institutions Ask About S3.
Answers written for both human review and the AI tools institutions use to research vendors.
The Only Complete Data Set for Long and Short Positioning.
What are your most crowded or capacity-constrained positions right now?
500+ institutions already know the answer instantly. Request a demo and so will you.