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ProShares Ultra VIX Short-Term Futures ETF

12 hedge funds and large institutions have $91.6M invested in ProShares Ultra VIX Short-Term Futures ETF in 2017 Q2 according to their latest regulatory filings, with 4 funds opening new positions, 5 increasing their positions, 2 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

236% more call options, than puts

Call options by funds: $310M | Put options by funds: $92.3M

150% more repeat investments, than reductions

Existing positions increased: 5 | Existing positions reduced: 2

0% more funds holding

Funds holding: 1212 (0)

0% less ownership

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

0% more first-time investments, than exits

New positions opened: 4 | Existing positions closed: 4

13% less capital invested

Capital invested by funds: $105M → $91.6M (-$13.5M)

Holders
12
Holders Change
Holders Change %
0%
% of All Funds
0.3%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
4
Increased
5
Reduced
2
Closed
4
Calls
$310M
Puts
$92.3M
Net Calls
+$218M
Net Calls Change
+$8.13M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$47.9M +$32.2M +49 +100%
CS
2
Credit Suisse
Switzerland
$12.8M +$6.57M +10 +63%
Morgan Stanley
3
Morgan Stanley
New York
$9.03M +$12.5M +19 New
Barclays
4
Barclays
United Kingdom
$7.3M +$3.29M +5 +50%
SG Americas Securities
5
SG Americas Securities
New York
$4.72M +$657K +1 +11%
Susquehanna International Group
6
Susquehanna International Group
Pennsylvania
$4.47M -$10.5M -16 -64%
TRCT
7
Tower Research Capital (TRC)
New York
$1.59M +$1.31M +2 +200%
BRC
8
Bell Rock Capital
Delaware
$935K +$1.31M +2 New
Goldman Sachs
9
Goldman Sachs
New York
$782K -$2.63M -4 -67%
GA
10
Geneva Advisors
Illinois
$408K +$657K +1 New
TSS
11
Two Sigma Securities
New York
$317K +$657K +1 New
VKH
12
Virtu KCG Holdings
New York
$279K
BCM
13
Brookstone Capital Management
Illinois
$196K
IG
14
ING Group
Netherlands
$132K
JMH
15
J.M. Hartwell
New York
$122K
SC
16
Scotia Capital
Ontario, Canada
$122K
CG
17
Colony Group
Massachusetts
$115K
HF
18
HRT Financial
New York
$101K
CG
19
Cutler Group
California
$59K
Creative Planning
20
Creative Planning
Kansas
$53K
FIB
21
First Interstate Bank
Montana
$45K
MFBTD
22
MB Financial Bank - Trust Department
Illinois
$26K
Royal Bank of Canada
23
Royal Bank of Canada
Ontario, Canada
$14K
AG
24
Advisor Group
Arizona
$11K
FDCDDQ
25
Federation des caisses Desjardins du Quebec
Quebec, Canada
$7.64K

UVXY Hedge Fund Activity: Q2 2017 in Review

12 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q2 2017, worth a combined $91.6M — down 13% from $105M a quarter earlier.

Fund positioning in UVXY was balanced in Q2 2017: 4 funds opened new positions, 4 closed out, 5 added to existing stakes and 2 trimmed.

The largest buyer was Jane Street, adding an estimated $32.2M. The largest seller was Susquehanna International Group, cutting an estimated $10.5M.

  • 12 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q2 2017, unchanged from Q1 2017.
  • Funds reported $91.6M of ProShares Ultra VIX Short-Term Futures ETF stock for Q2 2017, down 13% quarter-over-quarter.
  • 4 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q2 2017 and 4 closed out, a net change of 0 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q2 2017 was Jane Street, an estimated $32.2M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q2 2017 was Susquehanna International Group, an estimated $10.5M sold.

Based on aggregated 13F filings for Q2 2017.