ProShares Ultra VIX Short-Term Futures ETF
UVXY
8 hedge funds and large institutions have $52.8M invested in ProShares Ultra VIX Short-Term Futures ETF in 2016 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 1 increasing their positions, 4 reducing their positions, and 5 closing their positions.
38% more call options, than puts
Call options by funds: $170M | Put options by funds: $123M
0% less ownership
Funds ownership: 0% → 0% (-0%)
20% less funds holding
Funds holding: 10 → 8 (-2)
40% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 5
70% less capital invested
Capital invested by funds: $178M → $52.8M (-$125M)
75% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 4
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
+$9.55M |
| 2 |
Barclays
London,
United Kingdom
|
+$3.18M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$3.18M |
| 4 |
Goldman Sachs
New York
|
+$3.18M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$31.5M |
| 2 |
Jane Street
New York
|
-$15.9M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$9.55M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
-$9.12M |
| 5 |
SG Americas Securities
New York
|
-$6.37M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
FANJ
51
Financial Architects (New Jersey)
Marlton,
New Jersey
| – | -$3K | – | – |
|
|
FMA
52
FNY Managed Accounts
New York
| – | -$41.6K | – | – |
|
53
Parallax Volatility Advisers
San Francisco,
California
| – | -$272K | – | – |
|
|
TA
54
Tiedemann Advisors
New York
| – | -$296K | – | – |
|
|
WA
55
WFG Advisors
Dallas,
Texas
| – | -$17K | – | – |
|
56
Wolverine Trading
Chicago,
Illinois
| – | -$396K | – | – |
|
UVXY Hedge Fund Activity: Q4 2016 in Review
8 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q4 2016, worth a combined $52.8M — down 70% from $178M a quarter earlier.
Sellers outnumbered buyers: 5 funds closed out of UVXY and 3 opened new positions — a net loss of 2 holders — while 4 trimmed existing stakes and 1 added.
The largest buyer was Virtu Financial, opening a new position worth an estimated $9.55M. The largest seller was Credit Suisse, exiting entirely with an estimated $31.5M sold.
- 8 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q4 2016, down from 10 in Q3 2016.
- Funds reported $52.8M of ProShares Ultra VIX Short-Term Futures ETF stock for Q4 2016, down 70% quarter-over-quarter.
- 3 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q4 2016 and 5 closed out, a net change of -2 holders.
- The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q4 2016 was Virtu Financial, an estimated $9.55M added.
- The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q4 2016 was Credit Suisse, an estimated $31.5M sold.
Based on aggregated 13F filings for Q4 2016.