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ProShares Ultra VIX Short-Term Futures ETF

26 hedge funds and large institutions have $148M invested in ProShares Ultra VIX Short-Term Futures ETF in 2019 Q4 according to their latest regulatory filings, with 10 funds opening new positions, 10 increasing their positions, 6 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

67% more repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 6

4% more call options, than puts

Call options by funds: $203M | Put options by funds: $196M

0% less ownership

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

7% less funds holding

Funds holding: 2826 (-2)

17% less first-time investments, than exits

New positions opened: 10 | Existing positions closed: 12

34% less capital invested

Capital invested by funds: $224M → $148M (-$75.9M)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
26
Holders Change
-2
Holders Change %
-7.14%
% of All Funds
0.51%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
10
Increased
10
Reduced
6
Closed
12
Calls
$203M
Puts
$196M
Net Calls
+$7.84M
Net Calls Change
-$127M
Name Holding Trade Value Shares
Change
Change in
Stake
UBS Group
1
UBS Group
Switzerland
$97M +$60.3M +1,310 +77%
Bank of Montreal
2
Bank of Montreal
Ontario, Canada
$12.9M +$16.6M +360 +900%
Susquehanna International Group
3
Susquehanna International Group
Pennsylvania
$7.83M -$15.6M -339 -58%
Millennium Management
4
Millennium Management
New York
$5.16M +$7M +152 +1,900%
Citadel Advisors
5
Citadel Advisors
Florida
$4.47M +$4.28M +93 +202%
Barclays
6
Barclays
United Kingdom
$4.3M +$3.09M +67 +102%
Morgan Stanley
7
Morgan Stanley
New York
$3.84M +$2.76M +60 +102%
IMC Chicago
8
IMC Chicago
Illinois
$3.24M -$6.45M -140 -58%
Jane Street
9
Jane Street
New York
$2.45M +$3.27M +71 +1,420%
Wolverine Trading
10
Wolverine Trading
Illinois
$1.39M -$92.1K -2 -5%
JT
11
Jump Trading
Illinois
$884K +$737K +16 +145%
BNP Paribas Financial Markets
12
BNP Paribas Financial Markets
France
$645K +$921K +20 New
MC
13
Moors & Cabot
Massachusetts
$603K +$875K +19 New
SWM
14
SeaCrest Wealth Management
New York
$579K +$92.1K +2 +13%
JP Morgan Chase
15
JP Morgan Chase
New York
$476K +$691K +15 New
BCM
16
Bluefin Capital Management
New York
$412K +$599K +13 New
FTUS
17
Flow Traders U.S.
New York
$302K +$415K +9 New
JG
18
Jefferies Group
New York
$288K -$875K -19 -68%
Creative Planning
19
Creative Planning
Kansas
$267K +$369K +8 New
CONA
20
Capital One National Association
New York
$265K +$369K +8 New
HighTower Advisors
21
HighTower Advisors
Illinois
$244K +$369K +8 New
CG
22
Cutler Group
California
$217K +$92.1K +2 +40%
CCA
23
Cobblestone Capital Advisors
New York
$180K +$276K +6 New
Goldman Sachs
24
Goldman Sachs
New York
$153K -$1.84M -40 -89%
BCM
25
Bayesian Capital Management
New York
$142K -$276K -6 -60%

UVXY Hedge Fund Activity: Q4 2019 in Review

26 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in ProShares Ultra VIX Short-Term Futures ETF (UVXY) for Q4 2019, worth a combined $148M — down 34% from $224M a quarter earlier.

Sellers outnumbered buyers: 12 funds closed out of UVXY and 10 opened new positions — a net loss of 2 holders — while 6 trimmed existing stakes and 10 added.

The largest buyer was UBS Group, adding an estimated $60.3M. The largest seller was Susquehanna International Group, cutting an estimated $15.6M.

  • 26 institutional investors held ProShares Ultra VIX Short-Term Futures ETF (UVXY) as of Q4 2019, down from 28 in Q3 2019.
  • Funds reported $148M of ProShares Ultra VIX Short-Term Futures ETF stock for Q4 2019, down 34% quarter-over-quarter.
  • 10 funds opened new ProShares Ultra VIX Short-Term Futures ETF positions in Q4 2019 and 12 closed out, a net change of -2 holders.
  • The largest ProShares Ultra VIX Short-Term Futures ETF buyer in Q4 2019 was UBS Group, an estimated $60.3M added.
  • The largest ProShares Ultra VIX Short-Term Futures ETF seller in Q4 2019 was Susquehanna International Group, an estimated $15.6M sold.

Based on aggregated 13F filings for Q4 2019.