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ProShares Ultra VIX Short-Term Futures ETF

23 hedge funds and large institutions have $62.3M invested in ProShares Ultra VIX Short-Term Futures ETF in 2017 Q3 according to their latest regulatory filings, with 13 funds opening new positions, 5 increasing their positions, 3 reducing their positions, and 0 closing their positions.

New
Increased
Maintained
Reduced
Closed

96% more call options, than puts

Call options by funds: $560M | Put options by funds: $287M

92% more funds holding

Funds holding: 1223 (+11)

67% more repeat investments, than reductions

Existing positions increased: 5 | Existing positions reduced: 3

0% more ownership

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

32% less capital invested

Capital invested by funds: $91.6M → $62.3M (-$29.2M)

Holders
23
Holders Change
+11
Holders Change %
+91.67%
% of All Funds
0.57%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
13
Increased
5
Reduced
3
Closed
Calls
$560M
Puts
$287M
Net Calls
+$274M
Net Calls Change
+$55.9M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$20.3M +$24.6M +64 +427%
Jane Street
2
Jane Street
New York
$9.84M -$23.1M -60 -61%
CS
3
Credit Suisse
Switzerland
$6.79M
FTUS
4
Flow Traders U.S.
New York
$3.8M +$5.77M +15 New
SG Americas Securities
5
SG Americas Securities
New York
$3.62M +$1.54M +4 +40%
Simplex Trading
6
Simplex Trading
Illinois
$3.13M +$4.61M +12 New
CT
7
CMT Trading
Illinois
$2.77M +$4.23M +11 New
Citadel Advisors
8
Citadel Advisors
Florida
$2.17M +$3.07M +8 New
Goldman Sachs
9
Goldman Sachs
New York
$1.91M +$1.92M +5 +250%
TRCT
10
Tower Research Capital (TRC)
New York
$1.71M +$1.54M +4 +133%
BRC
11
Bell Rock Capital
Delaware
$824K +$384K +1 +50%
CIBC Private Wealth Group
12
CIBC Private Wealth Group
Georgia
$812K +$1.15M +3 New
BCM
13
BlueCrest Capital Management
Jersey
$697K +$1.15M +3 New
Morgan Stanley
14
Morgan Stanley
New York
$656K -$6.15M -16 -84%
BFM
15
Boothbay Fund Management
New York
$539K +$769K +2 New
Millennium Management
16
Millennium Management
New York
$412K +$769K +2 New
TMC
17
Trellus Management Company
Florida
$373K +$384K +1 New
CA
18
Cornerstone Advisory
Maryland
$330K +$384K +1 New
JT
19
Jump Trading
Illinois
$318K +$384K +1 New
Susquehanna International Group
20
Susquehanna International Group
Pennsylvania
$279K -$3.07M -8 -89%
VF
21
Virtu Financial
New York
$274K +$384K +1 New
TSS
22
Two Sigma Securities
New York
$271K
Wolverine Trading
23
Wolverine Trading
Illinois
$232K +$384K +1 New
UBS Group
24
UBS Group
Switzerland
$61K
SA
25
SpiderRock Advisors
Delaware
$49K

UVXY Hedge Fund Activity: Q3 2017 in Review

23 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q3 2017, worth a combined $62.3M — down 32% from $91.6M a quarter earlier.

Buyers outnumbered sellers: 13 funds opened new UVXY positions and 0 closed out — a net gain of 13 holders — while 5 added to existing stakes and 3 trimmed.

The largest buyer was Barclays, adding an estimated $24.6M. The largest seller was Jane Street, cutting an estimated $23.1M.

  • 23 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q3 2017, up from 12 in Q2 2017.
  • Funds reported $62.3M of ProShares Ultra VIX Short-Term Futures ETF stock for Q3 2017, down 32% quarter-over-quarter.
  • 13 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q3 2017 and 0 closed out, a net change of +13 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q3 2017 was Barclays, an estimated $24.6M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q3 2017 was Jane Street, an estimated $23.1M sold.

Based on aggregated 13F filings for Q3 2017.