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ProShares Ultra VIX Short-Term Futures ETF

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.

New
Increased
Maintained
Reduced
Closed

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: 108 (-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

Holders
8
Holders Change
-2
Holders Change %
-20%
% of All Funds
0.2%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
3
Increased
1
Reduced
4
Closed
5
Calls
$170M
Puts
$123M
Net Calls
+$46.8M
Net Calls Change
+$7.65M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$18.5M -$15.9M -5 -38%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$7.16M -$9.55M -3 -50%
SG Americas Securities
3
SG Americas Securities
New York
$6.65M -$6.37M -2 -40%
VF
4
Virtu Financial
New York
$5.88M +$9.55M +3 New
Barclays
5
Barclays
United Kingdom
$4.72M +$3.18M +1 +100%
Goldman Sachs
6
Goldman Sachs
New York
$3.01M +$3.18M +1 New
Citadel Advisors
7
Citadel Advisors
Florida
$1.84M +$3.18M +1 New
Morgan Stanley
8
Morgan Stanley
New York
$1.73M -$3.18M -1 -50%
VKH
9
Virtu KCG Holdings
New York
$770K
BCM
10
Bluefin Capital Management
New York
$603K
GA
11
Geneva Advisors
Illinois
$488K
MHS
12
M Holdings Securities
Oregon
$242K
Cambridge Investment Research Advisors
13
Cambridge Investment Research Advisors
Iowa
$175K
TSS
14
Two Sigma Securities
New York
$150K
JT
15
Jump Trading
Illinois
$133K
MFBTD
16
MB Financial Bank - Trust Department
Illinois
$115K
PAM
17
PVG Asset Management
Colorado
$115K
CG
18
Cutler Group
California
$113K
HF
19
HRT Financial
New York
$94K
Creative Planning
20
Creative Planning
Kansas
$70K
FIB
21
First Interstate Bank
Montana
$35K
WT
22
Whittier Trust
California
$35K
Bank of America
23
Bank of America
North Carolina
$30K
RFA
24
Reilly Financial Advisors
California
$29K
JG
25
Jefferies Group
New York
$19K

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.