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ProShares Ultra VIX Short-Term Futures ETF

20 hedge funds and large institutions have $60.7M invested in ProShares Ultra VIX Short-Term Futures ETF in 2017 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 9 increasing their positions, 1 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

800% more repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 1

112% more call options, than puts

Call options by funds: $329M | Put options by funds: $155M

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

0% more ownership

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

3% less capital invested

Capital invested by funds: $62.3M → $60.7M (-$1.65M)

13% less funds holding

Funds holding: 2320 (-3)

25% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 12

Holders
20
Holders Change
-3
Holders Change %
-13.04%
% of All Funds
0.45%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
9
Increased
9
Reduced
1
Closed
12
Calls
$329M
Puts
$155M
Net Calls
+$174M
Net Calls Change
-$99.5M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$14.5M +$6.19M +34 +43%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$11.7M +$16.4M +90 +9,000%
Jane Street
3
Jane Street
New York
$6.38M +$2.19M +12 +32%
CS
4
Credit Suisse
Switzerland
$5.41M +$2.91M +16 +62%
G
5
Gainplan
Michigan
$5.35M +$7.65M +42 New
SG Americas Securities
6
SG Americas Securities
New York
$4.34M +$3.64M +20 +143%
Bank of Montreal
7
Bank of Montreal
Ontario, Canada
$4.07M +$5.83M +32 New
TRCT
8
Tower Research Capital (TRC)
New York
$2.39M +$2.19M +12 +171%
Goldman Sachs
9
Goldman Sachs
New York
$1.53M +$910K +5 +71%
Citadel Advisors
10
Citadel Advisors
Florida
$990K
SWM
11
SeaCrest Wealth Management
New York
$870K +$1.27M +7 New
CT
12
CMT Trading
Illinois
$699K -$1.09M -6 -55%
HI
13
HBK Investments
Texas
$511K +$728K +4 New
RA
14
Raffles Associates
New York
$510K +$728K +4 New
VF
15
Virtu Financial
New York
$265K +$182K +1 +100%
JT
16
Jump Trading
Illinois
$216K +$182K +1 +100%
SAM
17
Shamrock Asset Management
Texas
$198K +$364K +2 New
CG
18
Cutler Group
California
$196K +$364K +2 New
HCM
19
Hilton Capital Management
New York
$126K
Citigroup
20
Citigroup
New York
$119K +$182K +1 New
CAM
21
CenterStar Asset Management
Illinois
$108K
JMH
22
J.M. Hartwell
New York
$102K +$182K +1 New
UBS Group
23
UBS Group
Switzerland
$31K
FMA
24
FNY Managed Accounts
New York
$30K
HighTower Advisors
25
HighTower Advisors
Illinois
$22K

UVXY Hedge Fund Activity: Q4 2017 in Review

20 of the 4,409 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q4 2017, worth a combined $60.7M — down 2.7% from $62.3M a quarter earlier.

Sellers outnumbered buyers: 12 funds closed out of UVXY and 9 opened new positions — a net loss of 3 holders — while 1 trimmed existing stakes and 9 added.

The largest buyer was Susquehanna International Group, adding an estimated $16.4M. The largest seller was Flow Traders U.S., exiting entirely with an estimated $3.8M sold.

  • 20 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q4 2017, down from 23 in Q3 2017.
  • Funds reported $60.7M of ProShares Ultra VIX Short-Term Futures ETF stock for Q4 2017, down 2.7% quarter-over-quarter.
  • 9 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q4 2017 and 12 closed out, a net change of -3 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q4 2017 was Susquehanna International Group, an estimated $16.4M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q4 2017 was Flow Traders U.S., an estimated $3.8M sold.

Based on aggregated 13F filings for Q4 2017.