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ProShares Ultra VIX Short-Term Futures ETF

28 hedge funds and large institutions have $224M invested in ProShares Ultra VIX Short-Term Futures ETF in 2019 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 9 increasing their positions, 8 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

67% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 6

52% more call options, than puts

Call options by funds: $393M | Put options by funds: $259M

21% more capital invested

Capital invested by funds: $185M → $224M (+$39M)

17% more funds holding

Funds holding: 2428 (+4)

13% more repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 8

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

0% more ownership

Funds ownership: 0.01%0.01% (+0%)

Holders
28
Holders Change
+4
Holders Change %
+16.67%
% of All Funds
0.61%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
10
Increased
9
Reduced
8
Closed
6
Calls
$393M
Puts
$259M
Net Calls
+$135M
Net Calls Change
-$45.5M
Name Holding Trade Value Shares
Change
Change in
Stake
UBS Group
1
UBS Group
Switzerland
$111M +$87.9M +1,223 +256%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$37.9M +$32.1M +447 +331%
IMC Chicago
3
IMC Chicago
Illinois
$15.6M +$17.2M +240 New
Parallax Volatility Advisers
4
Parallax Volatility Advisers
California
$12.4M +$13M +181 +2,011%
SG Americas Securities
5
SG Americas Securities
New York
$7.89M -$1.15M -16 -12%
TRCT
6
Tower Research Capital (TRC)
New York
$5.96M +$2.66M +37 +67%
Barclays
7
Barclays
United Kingdom
$4.32M +$4.53M +63 +2,100%
Morgan Stanley
8
Morgan Stanley
New York
$3.84M -$1.15M -16 -21%
Simplex Trading
9
Simplex Trading
Illinois
$3.33M -$3.16M -44 -46%
Citadel Advisors
10
Citadel Advisors
Florida
$2.99M
Goldman Sachs
11
Goldman Sachs
New York
$2.93M +$3.23M +45 New
Wolverine Trading
12
Wolverine Trading
Illinois
$2.85M +$3.02M +42 New
Bank of Montreal
13
Bank of Montreal
Ontario, Canada
$2.6M +$2.87M +40 New
VF
14
Virtu Financial
New York
$2.4M +$2.66M +37 New
JG
15
Jefferies Group
New York
$1.82M -$1.51M -21 -43%
TCM
16
Tuttle Capital Management
Connecticut
$1.29M +$862K +12 +300%
SWM
17
SeaCrest Wealth Management
New York
$1.01M +$359K +5 +45%
JT
18
Jump Trading
Illinois
$710K +$647K +9 +450%
BCM
19
Bayesian Capital Management
New York
$669K +$719K +10 New
Millennium Management
20
Millennium Management
New York
$520K -$6.61M -92 -92%
RA
21
Rational Advisors
New York
$429K -$287K -4 -36%
CG
22
Cutler Group
California
$350K +$359K +5 New
Jane Street
23
Jane Street
New York
$313K +$359K +5 New
FIA
24
FNY Investment Advisers
New York
$260K +$216K +3 +300%
DLG
25
Daniel L. Goodwin
$260K +$287K +4 New

UVXY Hedge Fund Activity: Q3 2019 in Review

28 of the 4,561 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q3 2019, worth a combined $224M — up 21% from $185M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new UVXY positions and 6 closed out — a net gain of 4 holders — while 9 added to existing stakes and 8 trimmed.

The largest buyer was UBS Group, adding an estimated $87.9M. The largest seller was Deutsche Bank, exiting entirely with an estimated $81.5M sold.

  • 28 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q3 2019, up from 24 in Q2 2019.
  • Funds reported $224M of ProShares Ultra VIX Short-Term Futures ETF stock for Q3 2019, up 21% quarter-over-quarter.
  • 10 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q3 2019 and 6 closed out, a net change of +4 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q3 2019 was UBS Group, an estimated $87.9M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q3 2019 was Deutsche Bank, an estimated $81.5M sold.

Based on aggregated 13F filings for Q3 2019.