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ProShares Ultra VIX Short-Term Futures ETF

2 hedge funds and large institutions have $114M invested in ProShares Ultra VIX Short-Term Futures ETF in 2016 Q1 according to their latest regulatory filings, with 2 funds opening new positions, increasing their positions, reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% less ownership

Funds ownership: 0%0% (-0%)

31% less capital invested

Capital invested by funds: $165M → $114M (-$51.5M)

33% less funds holding

Funds holding: 32 (-1)

33% less first-time investments, than exits

New positions opened: 2 | Existing positions closed: 3

35% less call options, than puts

Call options by funds: $305M | Put options by funds: $467M

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
2
Holders Change
-1
Holders Change %
-33.33%
% of All Funds
0.05%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
2
Increased
Reduced
Closed
3
Calls
$305M
Puts
$467M
Net Calls
-$162M
Net Calls Change
+$29.5M
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$29.5M +$46.1M +1 New
SG Americas Securities
2
SG Americas Securities
New York
$22.2M +$46.1M +1 New
CS
3
Credit Suisse
Switzerland
$8.78M
DLG
4
Daniel L. Goodwin
$6.09M
Susquehanna International Group
5
Susquehanna International Group
Pennsylvania
$4.88M -$46.1M -1 Closed
Jane Street
6
Jane Street
New York
$4.5M -$46.1M -1 Closed
Simplex Trading
7
Simplex Trading
Illinois
$4.42M
BNP Paribas Financial Markets
8
BNP Paribas Financial Markets
France
$4.35M
Barclays
9
Barclays
United Kingdom
$3.22M
Citigroup
10
Citigroup
New York
$2.72M
JG
11
Jefferies Group
New York
$2.48M
LPL Financial
12
LPL Financial
California
$2.25M
LSC
13
Lyon Street Capital
California
$1.69M
ZA
14
Zazove Associates
Nevada
$1.55M
Goldman Sachs
15
Goldman Sachs
New York
$1.54M
VKH
16
Virtu KCG Holdings
New York
$1.47M
CFP
17
Cornerstone Financial Partners
North Carolina
$1.44M
Citadel Advisors
18
Citadel Advisors
Florida
$1.42M
EGM
19
Espalier Global Management
New York
$967K
FMA
20
FNY Managed Accounts
New York
$967K
CA
21
Commerzbank Aktiengesellschaft
Germany
$871K
LWAC
22
Laurel Wealth Advisors (California)
California
$700K
BCM
23
Bluefin Capital Management
New York
$605K
Walleye Trading
24
Walleye Trading
New York
$587K
CCP
25
Cyrus Capital Partners
New York
$483K

UVXY Hedge Fund Activity: Q1 2016 in Review

2 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q1 2016, worth a combined $114M — down 31% from $165M a quarter earlier.

Sellers outnumbered buyers: 3 funds closed out of UVXY and 2 opened new positions — a net loss of 1 holder — while 0 trimmed existing stakes and 0 added.

The largest buyer was Morgan Stanley, opening a new position worth an estimated $46.1M. The largest seller was Jane Street, exiting entirely with an estimated $46.1M sold.

  • 2 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q1 2016, down from 3 in Q4 2015.
  • Funds reported $114M of ProShares Ultra VIX Short-Term Futures ETF stock for Q1 2016, down 31% quarter-over-quarter.
  • 2 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q1 2016 and 3 closed out, a net change of -1 holder.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q1 2016 was Morgan Stanley, an estimated $46.1M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q1 2016 was Jane Street, an estimated $46.1M sold.

Based on aggregated 13F filings for Q1 2016.