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ProShares Ultra VIX Short-Term Futures ETF

10 hedge funds and large institutions have $178M invested in ProShares Ultra VIX Short-Term Futures ETF in 2016 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 4 increasing their positions, 1 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed

300% more repeat investments, than reductions

Existing positions increased: 4 | Existing positions reduced: 1

150% more first-time investments, than exits

New positions opened: 5 | Existing positions closed: 2

25% more funds holding

Funds holding: 810 (+2)

13% more call options, than puts

Call options by funds: $344M | Put options by funds: $304M

0% more capital invested

Capital invested by funds: $178M → $178M (+$56.9K)

0% more ownership

Funds ownership: 0%0% (+0%)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
10
Holders Change
+2
Holders Change %
+25%
% of All Funds
0.27%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
5
Increased
4
Reduced
1
Closed
2
Calls
$344M
Puts
$304M
Net Calls
+$39.2M
Net Calls Change
+$37.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$52.4M +$73.7M +12 +1,200%
CS
2
Credit Suisse
Switzerland
$31.5M +$49.1M +8 New
Susquehanna International Group
3
Susquehanna International Group
Pennsylvania
$23.2M +$24.6M +4 +200%
SG Americas Securities
4
SG Americas Securities
New York
$21.8M +$18.4M +3 +150%
FTUS
5
Flow Traders U.S.
New York
$9.12M +$12.3M +2 New
Morgan Stanley
6
Morgan Stanley
New York
$8.01M +$6.14M +1 +100%
Citigroup
7
Citigroup
New York
$5.01M +$6.14M +1 New
UBS Group
8
UBS Group
Switzerland
$5M -$6.14M -1 -50%
Simplex Trading
9
Simplex Trading
Illinois
$4.61M +$6.14M +1 New
Barclays
10
Barclays
United Kingdom
$3.08M +$6.14M +1 New
ASI
11
All-Stars Investment
Hong Kong
$1.82M
D.E. Shaw & Co
12
D.E. Shaw & Co
New York
$1.67M
TSS
13
Two Sigma Securities
New York
$1.63M
VKH
14
Virtu KCG Holdings
New York
$1.26M
Goldman Sachs
15
Goldman Sachs
New York
$1.1M
GA
16
Geneva Advisors
Illinois
$991K
CT
17
CMT Trading
Illinois
$963K
AFP
18
Ausdal Financial Partners
Iowa
$745K
DS
19
DRW Securities
Illinois
$728K
Bank of Montreal
20
Bank of Montreal
Ontario, Canada
$418K
MHS
21
M Holdings Securities
Oregon
$401K
Wolverine Trading
22
Wolverine Trading
Illinois
$396K
TA
23
Tiedemann Advisors
New York
$296K
Parallax Volatility Advisers
24
Parallax Volatility Advisers
California
$272K
Citadel Advisors
25
Citadel Advisors
Florida
$250K

UVXY Hedge Fund Activity: Q3 2016 in Review

10 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q3 2016, worth a combined $178M — up 0.03% from $178M a quarter earlier.

Buyers outnumbered sellers: 5 funds opened new UVXY positions and 2 closed out — a net gain of 3 holders — while 4 added to existing stakes and 1 trimmed.

The largest buyer was Jane Street, adding an estimated $73.7M. The largest seller was Assured Investment Management, exiting entirely with an estimated $6.14M sold.

  • 10 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q3 2016, up from 8 in Q2 2016.
  • Funds reported $178M of ProShares Ultra VIX Short-Term Futures ETF stock for Q3 2016, up 0.03% quarter-over-quarter.
  • 5 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q3 2016 and 2 closed out, a net change of +3 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q3 2016 was Jane Street, an estimated $73.7M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q3 2016 was Assured Investment Management, an estimated $6.14M sold.

Based on aggregated 13F filings for Q3 2016.