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ProShares Ultra VIX Short-Term Futures ETF

15 hedge funds and large institutions have $130M invested in ProShares Ultra VIX Short-Term Futures ETF in 2018 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 3 increasing their positions, 7 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

204% more capital invested

Capital invested by funds: $42.8M → $130M (+$87.3M)

156% more call options, than puts

Call options by funds: $1.81B | Put options by funds: $707M

0.02% more ownership

Funds ownership: 0%0.03% (+0.02%)

21% less funds holding

Funds holding: 1915 (-4)

50% less first-time investments, than exits

New positions opened: 4 | Existing positions closed: 8

57% less repeat investments, than reductions

Existing positions increased: 3 | Existing positions reduced: 7

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
15
Holders Change
-4
Holders Change %
-21.05%
% of All Funds
0.33%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
4
Increased
3
Reduced
7
Closed
8
Calls
$1.81B
Puts
$707M
Net Calls
+$1.1B
Net Calls Change
+$724M
Name Holding Trade Value Shares
Change
Change in
Stake
Deutsche Bank
1
Deutsche Bank
Germany
$102M +$68.1M +463 +1,323%
TRCT
2
Tower Research Capital (TRC)
New York
$6.34M -$1.76M -12 -28%
Citadel Advisors
3
Citadel Advisors
Florida
$4.97M -$10.6M -72 -75%
Millennium Management
4
Millennium Management
New York
$3.27M -$3.82M -26 -62%
FTUS
5
Flow Traders U.S.
New York
$2.79M -$16.6M -113 -89%
Wolverine Trading
6
Wolverine Trading
Illinois
$2.56M -$147K -1 -8%
Morgan Stanley
7
Morgan Stanley
New York
$2M +$588K +4 +67%
Barclays
8
Barclays
United Kingdom
$1.38M +$441K +3 +75%
BCM
9
Bluefin Capital Management
New York
$1.08M +$735K +5 New
Jane Street
10
Jane Street
New York
$913K
Two Sigma Investments
11
Two Sigma Investments
New York
$771K +$588K +4 New
JP Morgan Chase
12
JP Morgan Chase
New York
$664K +$441K +3 New
SWM
13
SeaCrest Wealth Management
New York
$588K +$441K +3 New
JT
14
Jump Trading
Illinois
$483K -$147K -1 -33%
UBS Group
15
UBS Group
Switzerland
$150K -$3.23M -22 -96%
Parallax Volatility Advisers
16
Parallax Volatility Advisers
California
$100K -$5.59M -38 Closed
Citigroup
17
Citigroup
New York
$86K
CG
18
Cutler Group
California
$81K
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$55K
Bank of America
20
Bank of America
North Carolina
$11K
RFA
21
Reilly Financial Advisors
California
$3K
RE
22
RBC Europe
United Kingdom
$817
FDCDDQ
23
Federation des caisses Desjardins du Quebec
Quebec, Canada
$245
CT
24
CMT Trading
Illinois
-$899K -10 Closed
PAM
25
PVG Asset Management
Colorado
-$385K -4 Closed

UVXY Hedge Fund Activity: Q4 2018 in Review

15 of the 4,488 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q4 2018, worth a combined $130M — up 204% from $42.8M a quarter earlier.

Sellers outnumbered buyers: 8 funds closed out of UVXY and 4 opened new positions — a net loss of 4 holders — while 7 trimmed existing stakes and 3 added.

The largest buyer was Deutsche Bank, adding an estimated $68.1M. The largest seller was Flow Traders U.S., cutting an estimated $16.6M.

  • 15 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q4 2018, down from 19 in Q3 2018.
  • Funds reported $130M of ProShares Ultra VIX Short-Term Futures ETF stock for Q4 2018, up 204% quarter-over-quarter.
  • 4 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q4 2018 and 8 closed out, a net change of -4 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q4 2018 was Deutsche Bank, an estimated $68.1M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q4 2018 was Flow Traders U.S., an estimated $16.6M sold.

Based on aggregated 13F filings for Q4 2018.